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# Iterative Approaches to Find Zeros of Maximal Monotone Operators by Hybrid Approximate Proximal Point Methods

*Fixed Point Theory and Applications***volume 2011**, Article number: 282171 (2010)

## Abstract

The purpose of this paper is to introduce and investigate two kinds of iterative algorithms for the problem of finding zeros of maximal monotone operators. Weak and strong convergence theorems are established in a real Hilbert space. As applications, we consider a problem of finding a minimizer of a convex function.

## 1. Introduction

Let be a nonempty, closed, and convex subset of a real Hilbert space . In this paper, we always assume that is a maximal monotone operator. A classical method to solve the following set-valued equation:

is the proximal point method. To be more precise, start with any point , and update iteratively conforming to the following recursion:

where () is a sequence of real numbers. However, as pointed out in [1], the ideal form of the method is often impractical since, in many cases, to solve the problem (1.2) exactly is either impossible or has the same difficulty as the original problem (1.1). Therefore, one of the most interesting and important problems in the theory of maximal monotone operators is to find an efficient iterative algorithm to compute approximate zeros of .

In 1976, Rockafellar [2] gave an inexact variant of the method

where is regarded as an error sequence. This is an inexact proximal point method. It was shown that, if

the sequence defined by (1.3) converges weakly to a zero of provided that . In [3], Güler obtained an example to show that Rockafellar's inexact proximal point method (1.3) does not converge strongly, in general.

Recently, many authors studied the problems of modifying Rockafellar's inexact proximal point method (1.3) in order to strong convergence to be guaranteed. In 2008, Ceng et al. [4] gave new accuracy criteria to modified approximate proximal point algorithms in Hilbert spaces; that is, they established strong and weak convergence theorems for modified approximate proximal point algorithms for finding zeros of maximal monotone operators in Hilbert spaces. In the meantime, Cho et al. [5] proved the following strong convergence result.

Theorem CKZ1.

Let be a real Hilbert space, a nonempty closed convex subset of , and a maximal monotone operator with . Let be the metric projection of onto . Suppose that, for any given , , and , there exists conforming to the following set-valued mapping equation:

where with as and

Let be a real sequence in such that

(i) as ,

(ii).

For any fixed , define the sequence iteratively as follows:

Then converges strongly to a zero of , where .

They also derived the following weak convergence theorem.

Theorem CKZ2.

Let be a real Hilbert space, a nonempty closed convex subset of , and a maximal monotone operator with . Let be the metric projection of onto . Suppose that, for any given , , and , there exists conforming to the following set-valued mapping equation:

where and

Let be a real sequence in with , and define a sequence iteratively as follows:

where for all . Then the sequence converges weakly to a zero of .

Very recently, Qin et al. [6] extended (1.7) and (1.10) to the iterative scheme

and the iterative one

respectively, where , , and with . Under appropriate conditions, they derived one strong convergence theorem for (1.11) and another weak convergence theorem for (1.12). In addition, for other recent research works on approximate proximal point methods and their variants for finding zeros of monotone maximal operators, see, for example, [7–10] and the references therein.

In this paper, motivated by the research work going on in this direction, we continue to consider the problem of finding a zero of the maximal monotone operator . The iterative algorithms (1.7) and (1.10) are extended to develop the following new iterative ones:

respectively, where is any fixed point in , , , , and with . Under mild conditions, we establish one strong convergence theorem for (1.13) and another weak convergence theorem for (1.14). The results presented in this paper improve the corresponding results announced by many others. It is easy to see that in the case when and for all , the iterative algorithms (1.13) and (1.14) reduce to (1.7) and (1.10), respectively. Moreover, the iterative algorithms (1.13) and (1.14) are very different from (1.11) and (1.12), respectively. Indeed, it is clear that the iterative algorithm (1.13) is equivalent to the following:

Here, the first iteration step , is to compute the prediction value of approximate zeros of ; the second iteration step, , is to compute the correction value of approximate zeros of . Similarly, it is obvious that the iterative algorithm (1.14) is equivalent to the following:

Here, the first iteration step, + + , is to compute the prediction value of approximate zeros of ; the second iteration step, , is to compute the correction value of approximate zeros of . Therefore, there is no doubt that the iterative algorithms (1.13) and (1.14) are very interesting and quite reasonable.

In this paper, we consider the problem of finding zeros of maximal monotone operators by hybrid proximal point method. To be more precise, we introduce two kinds of iterative schemes, that is, (1.13) and (1.14). Weak and strong convergence theorems are established in a real Hilbert space. As applications, we also consider a problem of finding a minimizer of a convex function.

## 2. Preliminaries

In this section, we give some preliminaries which will be used in the rest of this paper. Let be a real Hilbert space with inner product and norm . Let be a set-valued mapping. The set defined by

is called the effective domain of . The set defined by

is called the range of . The set defined by

is called the graph of . A mapping is said to be monotone if

is said to be maximal monotone if its graph is not properly contained in the one of any other monotone operator.

The class of monotone mappings is one of the most important classes of mappings among nonlinear mappings. Within the past several decades, many authors have been devoted to the study of the existence and iterative algorithms of zeros for maximal monotone mappings; see [1–5, 7, 11–30]. In order to prove our main results, we need the following lemmas. The first lemma can be obtained from Eckstein [1, Lemma 2] immediately.

Lemma 2.1.

Let be a nonempty, closed, and convex subset of a Hilbert space . For any given , , and , there exists conforming to the following set-valued mapping equation (SVME ):

Furthermore, for any , we have

Lemma 2.2 (see [30, Lemma 2.5, page 243]).

Let be a sequence of nonnegative real numbers satisfying the inequality

where , , and satisfy the conditions

(i), , or equivalently ,

(ii),

(iii), .

Then .

Lemma 2.3 (see [28, Lemma 1, page 303]).

Let and be sequences of nonnegative real numbers satisfying the inequality

If , then exists.

Lemma 2.4 (see [11]).

Let be a uniformly convex Banach space, let be a nonempty closed convex subset of , and let be a nonexpansive mapping. Then is demiclosed at zero.

Lemma 2.5 (see [31]).

Let be a uniformly convex Banach space, and and be a closed ball of . Then there exists a continuous strictly increasing convex function with such that

for all and with .

It is clear that the following lemma is valid.

Lemma 2.6.

Let be a real Hilbert space. Then there holds

## 3. Main Results

Let be a nonempty, closed, and convex subset of a real Hilbert space . We always assume that is a maximal monotone operator. Then, for each , the resolvent is a single-valued nonexpansive mapping whose domain is all . Recall also that the Yosida approximation of is defined by

Assume that , where is the set of zeros of . Then for all , where is the set of fixed points of the resolvent .

Theorem 3.1.

Let be a real Hilbert space, a nonempty, closed, and convex subset of , and a maximal monotone operator with . Let be a metric projection from onto . For any given , , and , find conforming to SVME (2.5), where with as and with . Let , , , and be real sequences in satisfying the following control conditions:

(i) and ,

(ii) and ,

(iii) and .

Let be a sequence generated by the following manner:

where is a fixed point and is a bounded sequence in . Then the sequence generated by (3.2) converges strongly to a zero of , where , if and only if as .

Proof.

First, let us show the necessity. Assume that as , where . It follows from (2.5) that

and hence

This implies that as . Note that

This shows that as .

Next, let us show the sufficiency. The proof is divided into several steps.

Step 1 ( is bounded).

Indeed, from the assumptions and , it follows that

Take an arbitrary . Then it follows from Lemma 2.1 that

and hence

This implies that

Putting

we show that for all . It is easy to see that the result holds for . Assume that the result holds for some . Next, we prove that . As a matter of fact, from (3.9), we see that

This shows that the sequence is bounded.

Step 2 (, where ).

The existence of is guaranteed by Lemma 1 of Bruck [12].

Since is maximal monotone, and , we deduce that

Since as , for each , we have

On the other hand, by the nonexpansivity of , we obtain that

From the assumption as and (3.13), we get

From (2.5), we see that

Since and , we conclude from and the boundedness of that

Combining (3.15) with (3.17), we have

In the meantime, from algorithm (3.2) and assumption , it follows that

Thus, from the condition , we have

This together with (3.18) implies that

From and (3.21), we can obtain that

Step 3 ( as ).

Indeed, utilizing (3.8), we deduce from algorithm (3.2) that

Note that and is bounded. Hence it is known that . Since , , and , in terms of Lemma 2.2, we conclude that

This completes the proof.

Remark 3.2.

The maximal monotonicity of is only used to guarantee the existence of solutions of SVME , for any given , , and . If we assume that is monotone (not necessarily maximal) and satisfies the range condition

we can see that Theorem 3.1 still holds.

Corollary 3.3.

Let be a real Hilbert space, a nonempty, closed, and convex subset of , and a demicontinuous pseudocontraction with a fixed point in . Let be a metric projection from onto . For any , , and , find such that

where with as and with . Let , , , and be real sequences in satisfying the following control conditions:

(i) and ,

(ii) and ,

(iii) and .

Let be a sequence generated by the following manner:

where is a fixed point and is a bounded sequence in . If the sequence satisfies the condition as , then the sequence converges strongly to a fixed point of , where .

Proof.

Let . Then is demicontinuous, monotone, and satisfies the range condition:

For any , define an operator by

Then is demicontinuous and strongly pseudocontractive. By the study of Lan and Wu [21, Theorem 2.2], we see that has a unique fixed point ; that is,

This implies that for all . In particular, for any given , , and , there exists such that

that is,

Finally, from the proof of Theorem 3.1, we can derive the desired conclusion immediately.

From Theorem 3.1, we also have the following result immediately.

Corollary 3.4.

Let be a real Hilbert space, a nonempty, closed, and convex subset of , and a maximal monotone operator with . Let be a metric projection from onto . For any , and , find conforming to SVME (2.5), where with as and with . Let , , and be real sequences in satisfying the following control conditions:

(i),

(ii) and ,

(iii).

Let be a sequence generated by the following manner:

where is a fixed point. Then the sequence converges strongly to a zero of , where , if and only if as .

Proof.

In Theorem 3.1, put for all . Then, from Theorem 3.1, we obtain the desired result immediately.

Next, we give a hybrid Mann-type iterative algorithm and study the weak convergence of the algorithm.

Theorem 3.5.

Let be a real Hilbert space, a nonempty, closed, and convex subset of , and a maximal monotone operator with . Let be a metric projection from onto . For any given , , and , find conforming to SVME (2.5), where and with . Let , , , and be real sequences in satisfying the following control conditions:

(i) and ,

(ii),

(iii) and .

Let be a sequence generated by the following manner:

where is a bounded sequence in . Then the sequence generated by (3.34) converges weakly to a zero of .

Proof.

Take an arbitrary . Utilizing Lemma 2.1, from the assumption with , we conclude that

It follows from Lemma 2.5 that

Utilizing Lemma 2.3, we know that exists. We, therefore, obtain that the sequence is bounded. It follows from (3.36) that

From the conditions , , and , we conclude that

Note that

In view of (3.38), we obtain that

Also, note that

In view of the assumption and (3.40), we see that

Let be a weakly subsequential limit of such that converges weakly to as . From (3.40), we see that also converges weakly to . Since is nonexpansive, we can obtain that by Lemma 2.4. Opial's condition (see [23]) guarantees that the sequence converges weakly to . This completes the proof.

By the careful analysis of the proof of Corollary 3.3 and Theorem 3.5, it is not hard to derive the following result.

Corollary 3.6.

Let be a real Hilbert space, a nonempty, closed, and convex subset of , and a demicontinuous pseudocontraction with a fixed point in . Let be a metric projection from onto . For any , , and , find such that

where and with . Let , , , and be real sequences in satisfying the following control conditions:

(i) and ,

(ii),

(iii) and .

Let be a sequence generated by the following manner:

where is a bounded sequence in . Then the sequence converges weakly to a fixed point of .

Utilizing Theorem 3.5, we also obtain the following result immediately.

Corollary 3.7.

Let be a real Hilbert space, a nonempty, closed, and convex subset of , and a maximal monotone operator with . Let be a metric projection from onto . For any , , and , find conforming to SVME (2.5), where and with . Let , , and be real sequences in satisfying the following control conditions:

(i),

(ii),

(iii).

Let be a sequence generated by the following manner:

Then the sequence converges weakly to a zero of .

## 4. Applications

In this section, as applications of the main Theorems 3.1 and 3.5, we consider the problem of finding a minimizer of a convex function .

Let be a real Hilbert space, and let be a proper convex lower semi-continuous function. Then the subdifferential of is defined as follows:

Theorem 4.1.

Let be a real Hilbert space and a proper convex lower semi-continuous function such that . Let be a sequence in with as and a sequence in such that with . Let be the solution of SVME (2.5) with replaced by ; that is, for any given ,

Let , , , and be real sequences in satisfying the following control conditions:

(i) and ,

(ii) and ,

(iii) and .

Let be a sequence generated by the following manner:

where is a fixed point and is a bounded sequence in . If the sequence satisfies the condition as , then the sequence converges strongly to a minimizer of nearest to .

Proof.

Since is a proper convex lower semi-continuous function, we have that the subdifferential of is maximal monotone by the study of Rockafellar [2]. Notice that

is equivalent to the following:

It follows that

By using Theorem 3.1, we can obtain the desired result immediately.

Theorem 4.2.

Let be a real Hilbert space and a proper convex lower semi-continuous function such that . Let be a sequence in with and a sequence in such that with . Let be the solution of SVME (2.5) with replaced by ; that is, for any given ,

Let , , , and be real sequences in satisfying the following control conditions:

(i) and ,

(ii),

(iii) and .

Let be a sequence generated by the following manner:

where is a bounded sequence in . Then the sequence converges weakly to a minimizer of .

Proof.

We can obtain the desired result readily from the proof of Theorems 3.5 and 4.1.

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## Acknowledgment

This research was partially supported by the Teaching and Research Award Fund for Outstanding Young Teachers in Higher Education Institutions of MOE, China and the Dawn Program Foundation in Shanghai.

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### Keywords

- Convex Subset
- Iterative Algorithm
- Nonexpansive Mapping
- Maximal Monotone
- Real Hilbert Space