# Regularization and Iterative Methods for Monotone Variational Inequalities

- Xiubin Xu
^{1}Email author and - Hong-Kun Xu
^{2}

**2010**:765206

https://doi.org/10.1155/2010/765206

© X. Xu and H.-K. Xu. 2010

**Received: **16 September 2009

**Accepted: **23 November 2009

**Published: **7 December 2009

## Abstract

We provide a general regularization method for monotone variational inequalities, where the regularizer is a Lipschitz continuous and strongly monotone operator. We also introduce an iterative method as discretization of the regularization method. We prove that both regularization and iterative methods converge in norm.

## Keywords

## 1. Introduction

Variational inequalities (VIs) have widely been studied (see the monographs [1–3]). A monotone variational inequality problem (VIP) is stated as finding a point with the following property:

where is a nonempty closed convex subset of a real Hilbert space with inner product and norm , respectively, and is a monotone operator in with domain .

A typical example of monotone operators is the subdifferential of a proper convex lower semicontinuous function.

Variational inequality problems are equivalent to fixed point problems. As a matter of fact, solves VIP (1.1) if and only if solves the following fixed point problem (FPP), for any ,

where is the metric (or nearest point) projection from onto ; namely, for each , is the unique point in with the property

The equivalence between VIP (1.1) and FPP (1.3) is an immediate consequence of the following characterization of :

The dual VIP of (1.1) is the following VIP:

The following equivalence between the dual VIP (1.6) and the primal VIP (1.1) plays a useful role in our regularization in Section 2.

Lemma 1.1 (cf. [4]).

Assume that is monotone and weakly continuous along segments (i.e., weakly as for ), then the dual VIP (1.6) is equivalent to the primal VIP (1.1).

To guarantee the existence and uniqueness of a solution of VIP (1.1), one has to impose conditions on the operator . The following existence and uniqueness result is well known.

Theorem 1.2.

If is Lipschitz continuous and strongly monotone, then there exists one and only one solution to VIP (1.1).

However, if fails to be Lipschitz continuous or strongly monotone, then the result of the above theorem is false in general. We will assume that is Lipschitz continuous, but do not assume strong monotonicity of . Thus, VIP (1.1) is ill-posed and regularization is needed; moreover, a solution is often sought through iteration methods.

In the special case where is of the form , with being a nonexpansive mapping, regularization and iterative methods for VIP (1.1) have been investigated in literature; see, for example, [5–19]; work related to variational inequalities of monotone operators can be found in [20–25], and work related to iterative methods for nonexpansive mappings can be found in [26–33].

The aim of this paper is to provide a regularization and its induced iteration method for VIP (1.1) in the general case. The paper is structured as follows. In the next section we present a general regularization method for VI (1.1) with the regularizer being a Lipschitz continuous and strongly monotone operator. In Section 3, by discretizing the implicit method of the regularization obtained in Section 2, we introduce an iteration process and prove its strong convergence. In the final section, Section 4, we apply the results obtained in Sections 2 and 3 to a convex minimization problem.

## 2. Regularization

Since VIP (1.1) is usually ill-posed, regularization is necessary, towards which we let be a Lipschitz continuous, everywhere defined, strongly monotone, and single-valued operator. Consider the following regularized variational inequality problem:

Since is strongly monotone, VI (2.1) has a unique solution which is denoted by . Indeed, VI (2.1) is equivalent to the fixed point equation

To analyze more details of VI (2.1) (or its equivalent fixed point equation (2.2)), we need to impose more assumptions on the operators and . Assume that and are Lipschitz continuous with Lipschiz constants , respectively. We also assume that is -strongly monotone; namely, there is a constant satisfying the property

Lemma 2.1.

Proof.

It turns out that if satisfies (2.4), then is a contraction with coefficient given by the left side of (2.5).

Finally, it is straightforward that (2.7) holds provided that satisfies (2.6).

Below we always assume that satisfies (2.6) so that is a -contraction from into itself. Therefore, for such a choice of , has a unique fixed point in which is denoted as whose asymptotic behavior when is given in the following result.

Theorem 2.2.

Assume that

(a) is monotone on and weakly continuous along segments in (i.e., weakly as for ),

(c)the solution set of VI (1.1) is nonempty.

Therefore, if one takes to be the identity operator, then the regularized solution of the corresponding regularized VIP (2.1) converges in norm to the minimal norm point of the solution set .

To prove Theorem 2.2, we first prove the boundedness of the net .

Lemma 2.3.

Proof.

Now (2.10) follows immediately from (2.15).

Proof of Theorem 2.2.

We next prove that the sequence actually converges to strongly. Replacing in (2.15) with gives

Now it is straightforward from (2.19) that the weak convergence to of implies strong convergence to of .

The relation (2.15) particularly implies that, for ,

However, since is strongly monotone, the solution to VIP (2.22) is unique. This has shown that the unique solution of VIP (2.22) is the strong limit of the net .

Finally, if is the identity operator, then VIP (2.22) is reduced to

which immediately implies that for all and hence is the minimal norm of .

Remark 2.4.

In Theorem 2.2, we have proved that if the solution set of VIP (1.1) is nonempty, then the net of the solutions of the regularized VIPs (2.1) is bounded (and hence converges in norm). The converse is indeed also true; that is, the boundedness of the net implies that the solution set of VIP (1.1) is nonempty. As a matter of fact, suppose that is bounded and is a constant such that for all .

By Lemma 1.1, we have

This is the dual VI to the primal VI (2.1); hence is a solution of VI (2.1) by Lemma 1.1.

## 3. Iterative Method

From the fixed point equation (2.2), it is natural to consider the following iteration method that generates a sequence according to the recursion:

where the initial guess is selected arbitrarily, and and are two sequences of positive numbers in . Put in another way, is the unique solution in of the following VIP:

Theorem 3.1.

Assume that

(a) is -Lipschitz continuous and monotone on ,

(b) is -Lipschitz continuous and -monotone on

(c)the solution set of VI (1.1) is nonempty.

Assume in addition that

then the sequence generated by the algorithm (3.1) converges in norm to the unique solution of VI (2.9).

To prove Theorem 3.1, we need a lemma below.

Lemma 3.2 (cf. [20]).

where and are real sequences such that

Proof of Theorem 3.1.

Let , where . By assumption (i) and Lemma 2.1, is a contraction and has a unique fixed point which is denoted by . Moreover, by Theorem 2.2, converges in norm to the unique solution of VI (2.9). Therefore, it suffices to prove that as .

To see this, observing that is a -contraction, we obtain

with . Assumptions (iii) and (iv) assure that and as , respectively. Therefore, we can apply lemma to (3.7) to conclude that ; hence, in norm.

Remark 3.3.

satisfy the assumptions (i)–(iv) of Theorem 3.1.

## 4. Application

Consider the constrained convex minimization problem:

where is a closed convex subset of a real Hilbert space and is a real-valued convex function. Assume that is continuously differentiable with a Lipschitz continuous gradient:

It is known that the minimization (4.1) is equivalent to the variational inequality problem:

Therefore, applying Theorems 2.2 and 3.1, we get the following result.

Theorem 4.1.

- (b)
Assume that (4.1) has a solution. Assume in addition that

Then converges in norm to the minimum-norm solution of the constrained minimization problem (4.1).

Proof.

Apply Theorems 2.2 and 3.1 to the case where and is the identity operator to get the conclusions in (a) and (b).

## Declarations

### Acknowledgments

The authors are grateful to the anonymous referees for their comments and suggestions which improved the presentation of this paper. This paper is dedicated to Professor William Art Kirk for his significant contributions to fixed point theory. The first author was supported in part by a fund (Grant no. 2008ZG052) from Zhejiang Administration of Foreign Experts Affairs. The second author was supported in part by NSC 97-2628-M-110-003-MY3, and by DGES MTM2006-13997-C02-01.

## Authors’ Affiliations

## References

- Baiocchi C, Capelo A:
*Variational and Quasivariational Inequalities: Applications to Free Boundary Problems, A Wiley-Interscience Publication*. John Wiley & Sons, New York, NY, USA; 1984:ix+452.Google Scholar - Giannessi F, Maugeri A:
*Variational Inequalities and Network Equilibrium Problems*. Plenum Press, New York, NY, USA; 1995.View ArticleMATHGoogle Scholar - Kinderlehrer D, Stampacchia G:
*An Introduction to Variational Inequalities and Their Applications, Pure and Applied Mathematics*.*Volume 88*. Academic Press, New York, NY, USA; 1980:xiv+313.MATHGoogle Scholar - Konnov IV, Schaible S:
**Duality for equilibrium problems under generalized monotonicity.***Journal of Optimization Theory and Applications*2000,**104**(2):395–408. 10.1023/A:1004665830923MathSciNetView ArticleMATHGoogle Scholar - Ceng L-C, Ansari QH, Yao J-C:
**Mann-type steepest-descent and modified hybrid steepest-descent methods for variational inequalities in Banach spaces.***Numerical Functional Analysis and Optimization*2008,**29**(9–10):987–1033. 10.1080/01630560802418391MathSciNetView ArticleMATHGoogle Scholar - Zeng LC, Schaible S, Yao J-C:
**Hybrid steepest descent methods for zeros of nonlinear operators with applications to variational inequalities.***Journal of Optimization Theory and Applications*2009,**141**(1):75–91. 10.1007/s10957-008-9501-4MathSciNetView ArticleMATHGoogle Scholar - Ceng L-C, Xu HK, Yao J-C:
**A hybrid steepest-descent method for variational inequalities in Hilbert spaces.***Applicable Analysis*2008,**87**(5):575–589. 10.1080/00036810802140608MathSciNetView ArticleMATHGoogle Scholar - Chen R, Su Y, Xu HK:
**Regularization and iteration methods for a class of monotone variational inequalities.***Taiwanese Journal of Mathematics*2009,**13**(2B):739–752.MathSciNetMATHGoogle Scholar - Lemaire B, Salem ChOA: From fixed-point regularization to constraint decomposition in variational inequalities. In Proceedings of the 9th Belgian-French-German Conference on Optimization, September 1998, Namur, Belgium, Lecture Notes in Economic and Mathematical Systems. Volume 481. Springer; 250–259.Google Scholar
- Lu X, Xu H-K, Yin X:
**Hybrid methods for a class of monotone variational inequalities.***Nonlinear Analysis: Theory, Methods & Applications*2009,**71**(3–4):1032–1041. 10.1016/j.na.2008.11.067MathSciNetView ArticleMATHGoogle Scholar - Maingé P-E, Moudafi A:
**Strong convergence of an iterative method for hierarchical fixed-point problems.***Pacific Journal of Optimization*2007,**3**(3):529–538.MathSciNetMATHGoogle Scholar - Marino G, Xu HK:
**A general iterative method for nonexpansive mappings in Hilbert spaces.***Journal of Mathematical Analysis and Applications*2006,**318**(1):43–52. 10.1016/j.jmaa.2005.05.028MathSciNetView ArticleMATHGoogle Scholar - Marino G, Xu HK: Explicit hierarchical fixed point approach to variational inequalities. preprintGoogle Scholar
- Moudafi A:
**Viscosity approximation methods for fixed-points problems.***Journal of Mathematical Analysis and Applications*2000,**241**(1):46–55. 10.1006/jmaa.1999.6615MathSciNetView ArticleMATHGoogle Scholar - Moudafi A, Maingé P-E:
**Towards viscosity approximations of hierarchical fixed-point problems.***Fixed Point Theory and Applications*2006,**2006:**-10.Google Scholar - Salem ChOA:
*Approximation de points fixes d'une contraction, Ph.D. thesis*. Université Montpellier, Cedex, France; 1998.Google Scholar - Tam NN, Yao J-C, Yen ND:
**Solution methods for pseudomonotone variational inequalities.***Journal of Optimization Theory and Applications*2008,**138**(2):253–273. 10.1007/s10957-008-9376-4MathSciNetView ArticleMATHGoogle Scholar - Wong NC, Sahu DR, Yao J-C:
**Solving variational inequalities involving nonexpansive type mappings.***Nonlinear Analysis: Theory, Methods & Applications*2008,**69**(12):4732–4753. 10.1016/j.na.2007.11.025MathSciNetView ArticleMATHGoogle Scholar - Yao J-C:
**Variational inequalities with generalized monotone operators.***Mathematics of Operations Research*1994,**19**(3):691–705. 10.1287/moor.19.3.691MathSciNetView ArticleMATHGoogle Scholar - Xu HK:
**Iterative algorithms for nonlinear operators.***Journal of the London Mathematical Society*2002,**66**(1):240–256. 10.1112/S0024610702003332MathSciNetView ArticleMATHGoogle Scholar - Xu HK:
**Another control condition in an iterative method for nonexpansive mappings.***Bulletin of the Australian Mathematical Society*2002,**65**(1):109–113. 10.1017/S0004972700020116MathSciNetView ArticleMATHGoogle Scholar - Xu HK:
**Remarks on an iterative method for nonexpansive mappings.***Communications on Applied Nonlinear Analysis*2003,**10**(1):67–75.MathSciNetMATHGoogle Scholar - Xu HK:
**An iterative approach to quadratic optimization.***Journal of Optimization Theory and Applications*2003,**116**(3):659–678. 10.1023/A:1023073621589MathSciNetView ArticleMATHGoogle Scholar - Xu HK: Viscosity method for hierarchical fixed point approach to variational inequalities. Taiwanese Journal of Mathematics 2010.,14(2):Google Scholar
- Yamada I:
**The hybrid steepest descent method for the variational inequality problem over the intersection of fixed point sets of nonexpansive mappings.**In*Inherently Parallel Algorithms in Feasibility and Optimization and Their Applications, Stud. Comput. Math.*.*Volume 8*. North-Holland, Amsterdam, The Netherlands; 2001:473–504.View ArticleGoogle Scholar - Browder FE:
**Convergence of approximants to fixed points of nonexpansive non-linear mappings in Banach spaces.***Archive for Rational Mechanics and Analysis*1967,**24:**82–90.MathSciNetView ArticleMATHGoogle Scholar - Halpern B:
**Fixed points of nonexpanding maps.***Bulletin of the American Mathematical Society*1967,**73:**957–961. 10.1090/S0002-9904-1967-11864-0MathSciNetView ArticleMATHGoogle Scholar - Lions P-L:
**Approximation de points fixes de contractions.***Comptes Rendus de l'Académie des Sciences de Paris, Série. A-B*1977,**284**(21):A1357-A1359.MathSciNetGoogle Scholar - Reich S:
**Strong convergence theorems for resolvents of accretive operators in Banach spaces.***Journal of Mathematical Analysis and Applications*1980,**75**(1):287–292. 10.1016/0022-247X(80)90323-6MathSciNetView ArticleMATHGoogle Scholar - Reich S:
**Approximating fixed points of nonexpansive mappings.***PanAmerican Mathematical Journal*1994,**4**(2):23–28.MathSciNetMATHGoogle Scholar - Shioji N, Takahashi W:
**Strong convergence of approximated sequences for nonexpansive mappings in Banach spaces.***Proceedings of the American Mathematical Society*1997,**125**(12):3641–3645. 10.1090/S0002-9939-97-04033-1MathSciNetView ArticleMATHGoogle Scholar - Wittmann R:
**Approximation of fixed points of nonexpansive mappings.***Archiv der Mathematik*1992,**58**(5):486–491. 10.1007/BF01190119MathSciNetView ArticleMATHGoogle Scholar - Xu HK:
**Viscosity approximation methods for nonexpansive mappings.***Journal of Mathematical Analysis and Applications*2004,**298**(1):279–291. 10.1016/j.jmaa.2004.04.059MathSciNetView ArticleMATHGoogle Scholar

## Copyright

This article is published under license to BioMed Central Ltd. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.