Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities...

14
A NEW SYSTEM OF GENERALIZED NONLINEAR RELAXED COCOERCIVE VARIATIONAL INEQUALITIES KE DING, WEN-YONG YAN, AND NAN-JING HUANG Received 21 November 2004; Revised 13 April 2005; Accepted 28 June 2005 We introduce and study a new system of generalized nonlinear relaxed cocoercive in- equality problems and construct an iterative algorithm for approximating the solutions of the system of generalized relaxed cocoercive variational inequalities in Hilbert spaces. We prove the existence of the solutions for the system of generalized relaxed cocoercive variational inequality problems and the convergence of iterative sequences generated by the algorithm. We also study the convergence and stability of a new perturbed iterative algorithm for approximating the solution. Copyright © 2006 Ke Ding et al. This is an open access article distributed under the Cre- ative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1. Introduction Variational inequality problems have various applications in mechanics and physics, opti- mization and control, linear and nonlinear programming, economics and finance, trans- portation equilibrium and engineering science, and so forth. Consequently considerable attention has been devoted to the study of the theory and ecient numerical methods for variational inequality problems (see, e.g., [217] and the references therein). In [15], Verma introduced a new system of nonlinear strongly monotone variational inequalities and studied the approximate of this system based on the projection method, and in [16], Verma discussed the approximate solvability of a system of nonlinear relaxed cocoercive variational inequalities in Hilbert spaces. Recently, Kim and Kim [14] introduced and studied a system of nonlinear mixed variational inequalities in Hilbert spaces, and ob- tained some approximate solvability results. In the recent paper [6], Cho et al. introduced and studied a new system of nonlinear variational inequalities in Hilbert spaces. They proved some existence and uniqueness theorems of solutions for the system of nonlinear variational inequalities. They also constructed an iterative algorithm for approximating the solution of the system of nonlinear variational inequalities. Some related works, we refer to [2, 3, 5, 710, 12, 13]. Motivated and inspired by these works, in this paper, we introduce and study a new system of generalized nonlinear relaxed cocoercive variational Hindawi Publishing Corporation Journal of Inequalities and Applications Volume 2006, Article ID 40591, Pages 114 DOI 10.1155/JIA/2006/40591

Transcript of Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities...

Page 1: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

A NEW SYSTEM OF GENERALIZED NONLINEAR RELAXEDCOCOERCIVE VARIATIONAL INEQUALITIES

KE DING, WEN-YONG YAN, AND NAN-JING HUANG

Received 21 November 2004; Revised 13 April 2005; Accepted 28 June 2005

We introduce and study a new system of generalized nonlinear relaxed cocoercive in-equality problems and construct an iterative algorithm for approximating the solutionsof the system of generalized relaxed cocoercive variational inequalities in Hilbert spaces.We prove the existence of the solutions for the system of generalized relaxed cocoercivevariational inequality problems and the convergence of iterative sequences generated bythe algorithm. We also study the convergence and stability of a new perturbed iterativealgorithm for approximating the solution.

Copyright © 2006 Ke Ding et al. This is an open access article distributed under the Cre-ative Commons Attribution License, which permits unrestricted use, distribution, andreproduction in any medium, provided the original work is properly cited.

1. Introduction

Variational inequality problems have various applications in mechanics and physics, opti-mization and control, linear and nonlinear programming, economics and finance, trans-portation equilibrium and engineering science, and so forth. Consequently considerableattention has been devoted to the study of the theory and efficient numerical methodsfor variational inequality problems (see, e.g., [2–17] and the references therein). In [15],Verma introduced a new system of nonlinear strongly monotone variational inequalitiesand studied the approximate of this system based on the projection method, and in [16],Verma discussed the approximate solvability of a system of nonlinear relaxed cocoercivevariational inequalities in Hilbert spaces. Recently, Kim and Kim [14] introduced andstudied a system of nonlinear mixed variational inequalities in Hilbert spaces, and ob-tained some approximate solvability results. In the recent paper [6], Cho et al. introducedand studied a new system of nonlinear variational inequalities in Hilbert spaces. Theyproved some existence and uniqueness theorems of solutions for the system of nonlinearvariational inequalities. They also constructed an iterative algorithm for approximatingthe solution of the system of nonlinear variational inequalities. Some related works, werefer to [2, 3, 5, 7–10, 12, 13]. Motivated and inspired by these works, in this paper, weintroduce and study a new system of generalized nonlinear relaxed cocoercive variational

Hindawi Publishing CorporationJournal of Inequalities and ApplicationsVolume 2006, Article ID 40591, Pages 1–14DOI 10.1155/JIA/2006/40591

Page 2: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

2 Nonlinear relaxed cocoercive variational inequalities

inequality problems and construct an iterative algorithm for approximating the solutionsof the system of generalized relaxed cocoercive variational inequalities in Hilbert spaces.We prove the existence of the solutions for the system of generalized relaxed cocoercivevariational inequality problems and the convergence of iterative sequences generated bythe algorithm. We also study the convergence and stability of a new perturbed iterativealgorithm for approximating the solution. The results presented in this paper improveand extend the previously known results in this area.

2. Preliminaries

Let H be a Hilbert space endowed with a norm ‖ · ‖ and inner product (·,·), respectively.Let CB(H) be the family of all nonempty subsets of H and K1, K2 be two convex andclosed subsets of H . Let g1, g2, m1, m2 : H →H and F, G : H ×H →H be mappings. Weconsider the following system of generalized nonlinear variational inequality problems:find x, y ∈H such that gi(x)∈ Ki(x) for i= 1, 2, and

(F(x, y),z− g1(x)

)≥ 0, ∀z ∈ K1(x),

(G(x, y),z− g2(y)

)≥ 0, ∀z ∈ K2(y),(2.1)

where Ki(x)=mi(x) +Ki for i= 1, 2.When K1 and K2 are both convex cones of H , it is easy to see that problem (2.1) is

equivalent to the following system of generalized nonlinear co-complementarity prob-lems: find x, y ∈H such that gi(x)∈ Ki(x) for i= 1, 2, and

F(x, y)∈ (K1(x)− g1(x))∗

,

G(x, y)∈ (K2(y)− g2(y))∗

,(2.2)

where Ki(x)=mi(x) +Ki and (Ki(x)− gi(x))∗ is the dual of Ki(x)− gi(x) for i= 1, 2, thatis,

(Ki(x)− gi(x)

)∗ = {u∈H | (u,v)≥ 0, ∀v ∈ Ki(x)− gi(x)}. (2.3)

Some examples of problems (2.1) and (2.2) are as follows.(I) If G= 0 and F(x, y)= Tx +Ax for all x, y ∈ X , where T , A : H →H are two map-

pings, then problem (2.2) reduces to finding x ∈H such that

Tx+Ax ∈ (K1(x)− g1(x))∗

, (2.4)

which is called the generalized complementarity problem. The problem (2.4) was ex-tended and studied by Jou and Yao [11] in Hilbert spaces, and by Chen et al. [5] in thesetting of Banach spaces.

(II) Let T : H ×H →H be a mapping. If F(x, y)= ρT(y,x) + x− y, G(x, y)= ηT(x, y)+ y− x for all x, y ∈H , m1 =m2 = 0, K1 = K2 = K , and g1 = g2 = I , where I is an identity

Page 3: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

Ke Ding et al. 3

mapping and ρ > 0, η > 0, then problem (2.1) reduces to finding x, y ∈ K such that(ρT(y,x) + x− y,z− x

)≥ 0, ∀z ∈ K ,

(ηT(x, y) + y− x,z− y

)≥ 0, ∀z ∈ K ,(2.5)

which is called the system of nonlinear variational inequality problems considered byVerma [16]. The special case of problem (2.5) was studied by Verma [15]. The problem(2.5) was extended and studied by Agarwal et al. [1], Kim and Kim [14], and Cho et al.[6].

(III) If m1 =m2 = 0, and g1 = g2 = I , then problem (2.1) reduces to finding x ∈ K1 andy ∈ K2 such that

(F(x, y),z− x

)≥ 0, ∀z ∈ K1,

(G(x, y),z− y

)≥ 0, ∀z ∈ K2,(2.6)

which is just the problem considered in [12] with F, G being single-valued mappings.

Definition 2.1. A mapping N : H ×H →H is said to be(i) α-strongly monotone with respect to first argument if there exists some α > 0 such

that(N(x,·)−N(y,·),x− y

)≥ α‖x− y‖2, ∀(x, y)∈H ×H ; (2.7)

(ii) ξ-Lipschitz continuous with respect to the first argument, if there exists a constantξ > 0 such that

∥∥N(x,·)−N(y,·)∥∥≤ ξ

∥∥x− y

∥∥, ∀(x, y)∈H ×H. (2.8)

Similarly, we can define the strong monotonicity and Lipschitzian continuity with re-spect to the second argument of N .

Definition 2.2. A Mapping N : H ×H → H is said to be relaxed (a,b)-cocoercive withrespect to the first argument if there exists constants a > 0 and b > 0 such that

(N(x,·)−N(y,·),x− y

)≥ (−a)‖x− y‖2 + b‖x− y‖2, ∀(x, y)∈H ×H. (2.9)

If a = 0, then N is b-strongly monotone. Similarly, we can define the relaxed (a,b)-co-coercivity with respect to the second argument of N .

Lemma 2.3 [4]. If K ⊂H is a closed convex subset and z ∈H is a given point, then thereexists x ∈ K such that

(x− z, y− x)≥ 0, ∀y ∈ K (2.10)

if and only if x = PKz, where PK is the projection of H onto K .

Lemma 2.4 [4]. The projection PK is nonexpansive, that is,∥∥PKu−PKv

∥∥≤ ‖u− v‖, ∀u,v ∈H. (2.11)

Page 4: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

4 Nonlinear relaxed cocoercive variational inequalities

Lemma 2.5 [18]. Let {Kn} be a sequence of closed convex subsets of H such that H(Kn,K)→0 as n→∞, where H(·,·) is the Hausdorff metric, that is, for any A,B ∈ CB(H),

H(A,B)=max

{

supa∈A

infb∈B‖a− b‖, sup

b∈Binfa∈A‖a− b‖

}

. (2.12)

Then

∥∥PKnv−PKv

∥∥−→ 0 (n−→∞), ∀v ∈H. (2.13)

Lemma 2.6 [4]. If K(u)=m(u) +K for all u∈H , then

PK(u)v =m(u) +PK(v−m(u)

). (2.14)

From Lemmas 2.3 and 2.6, we have the following lemma.

Lemma 2.7. If K1,K2 ⊂ H are two closed convex cones, and Ki(·) =m(·) + Ki (i = 1,2),then x, y ∈H solve problem (2.1) if and only if x, y ∈H such that

x = x− g1(x) +m1(x) +PK1

(g1(x)− ρF(x, y)−m1(x)

),

y = y− g2(y) +m2(y) +PK2

(g2(y)− ρG(x, y)−m2(y)

),

(2.15)

where ρ > 0 is a constant.

Lemma 2.8 [17]. Let {μn} be a real sequence of nonnegative numbers and {νn} be a realsequence of numbers in [0,1] with

∑∞n=0 νn =∞. If there exists a constant n1 such that

μn+1 ≤(1− νn

)μn + νnδn, ∀n≥ n1, (2.16)

where δn ≥ 0 for all n≥ 0, and δn→ 0 (n→∞), then limn→∞μn = 0.

3. Existence and convergence

In this section, we construct an iterative algorithm to approximate the solution of prob-lem (2.1) and study the convergence of the sequence generated by the algorithm.

Algorithm 3.1. For any given x0, y0 ∈H , we compute

xn+1 = xn− g1(xn)

+m1(xn)

+PK1

(g1(xn)− ρF

(xn, yn

)−m1(xn))

,

yn+1 = yn− g2(yn)

+m2(yn)

+PK2

(g2(yn)− ρG

(xn, yn

)−m2(yn)).

(3.1)

Theorem 3.2. Let gi : H → H be ηi-strongly monotone and ζi-Lipschitz continuous andmi : H →H be γi-Lipschitz continuous (i= 1,2). Let F : H ×H →H be l1, l2-Lipschitz con-tinuous with respect to the first, second arguments, respectively, and relaxed (a,b)-cocoercivewith respect to the first argument. Let G : H ×H →H be n1, n2-Lipschitz continuous withrespect to the first, second arguments, respectively, and relaxed (c,d)-cocoercive with respect

Page 5: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

Ke Ding et al. 5

to the second argument. If

2√

1 + ζ21 − 2η1 + 2γ1 +

√1 + ρ2l21 + 2ρal21 − 2ρb+ ρn1 < 1,

2√

1 + ζ22 − 2η2 + 2γ2 +

√1 + ρ2n2

2 + 2ρcn22− 2ρd+ ρl2 < 1.

(3.2)

then there exist x∗, y∗ ∈ H , which solve problem (2.1). Moreover, the iterative sequences{xn} and {yn} generated by Algorithm 3.1 converge to x∗ and y∗, respectively.

Proof. From (3.1) and Lemma 2.6, we have

∥∥xn+1− xn

∥∥= ∥∥xn− g1

(xn)

+m1(xn)

+PK1

(g1(xn)− ρF

(xn, yn

)−m1(xn))

− [xn−1− g1(xn−1

)+m1

(xn−1

)

+PK1

(g1(xn−1

)− ρF(xn−1, yn−1

)−m1(xn−1

))]∥∥

≤ ∥∥xn− xn−1−(g1(xn)− g1

(xn−1

))∥∥+∥∥m1

(xn)−m1

(xn−1

)∥∥

+∥∥PK1

(g1(xn)− ρF

(xn, yn

)−m1(xn))

−PK1

(g1(xn−1

)− ρF(xn−1, yn−1

)−m1(xn−1))∥∥.

(3.3)

Since g1 is ζ1-Lipschitz continuous and η1-strongly monotone,

∥∥xn− xn−1−

(g1(xn)− g1

(xn−1

))∥∥2 ≤ (1 + ζ21 − 2η1

)∥∥xn− xn−1∥∥2. (3.4)

From the γ1-Lipschitzian continuity of m1, we have

∥∥m1

(xn)−m1

(xn−1

)∥∥≤ γ1∥∥xn− xn−1

∥∥. (3.5)

Lemma 2.4 implies that PK1 is nonexpansive and it follows from the strong monotonicityof g1 that

∥∥PK1

(g1(xn)− ρF

(xn, yn

)−m1(xn))−PK1

(g1(xn−1

)− ρF(xn−1, yn−1

)−m1(xn−1

))∥∥

≤ ∥∥(g1(xn)− ρF

(xn, yn

)−m1(xn))− (g1

(xn−1

)− ρF(xn−1, yn−1

)−m1(xn−1

))∥∥

≤ ∥∥xn− xn−1−(g1(xn)− g1

(xn−1

))∥∥+∥∥m1

(xn)−m1

(xn−1

)∥∥

+∥∥xn− xn−1− ρ

(F(xn, yn

)−F(xn−1, yn

))∥∥+ ρ∥∥F(xn−1, yn

)−F(xn−1, yn−1

)∥∥.(3.6)

Page 6: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

6 Nonlinear relaxed cocoercive variational inequalities

Since F is relaxed (a,b)-cocoercive and l1-Lipschitz continuous with respect to the firstargument,

∥∥xn− xn−1− ρ

(F(xn, yn

)−F(xn−1, yn

))∥∥2

= ∥∥xn− xn−1∥∥2

+ ρ2∥∥F(xn, yn

)−F(xn−1, yn

)∥∥2

− 2(xn− xn−1,ρ

(F(xn, yn

)−F(xn−1, yn

)))

≤ ∥∥xn− xn−1∥∥2

+ ρ2∥∥F(xn, yn

)−F(xn−1, yn

)∥∥2

+ 2ρa∥∥F(xn, yn

)−F(xn−1, yn

)∥∥2− 2ρb∥∥xn− xn−1

∥∥2

= (1 + l21ρ2 + 2ρal21 − 2ρb

)∥∥xn− xn−1∥∥2.

(3.7)

Since F is l2-Lipschitz continuous with respect to the second argument,∥∥F(xn−1, yn

)−F(xn−1, yn−1

)∥∥≤ l2∥∥yn− yn−1

∥∥. (3.8)

It follows from (3.3)–(3.8) that∥∥xn+1− xn

∥∥

≤(

2√

1 + ζ21 − 2η1 + 2γ1 +

√1 + ρ2l21 + 2ρal21 − 2ρb

)∥∥xn− xn−1

∥∥+ ρl2

∥∥yn− yn−1

∥∥.

(3.9)

Similarly, we have∥∥yn+1− yn

∥∥

≤(

2√

1 + ζ22 − 2η2 + 2γ2 +

√1 + ρ2n2

2 + 2ρcn22− 2ρd

)∥∥yn− yn−1

∥∥+ ρn1

∥∥xn− xn−1

∥∥.

(3.10)

Now (3.9) and (3.10) imply∥∥xn+1− xn

∥∥+

∥∥yn+1− yn

∥∥

≤(

2√

1 + ζ21 − 2η1 + 2γ1 +

√1 + ρ2l21 + 2ρal21 − 2ρb+ ρn1

)∥∥xn− xn−1

∥∥

+(

2√

1 + ζ22 − 2η2 + 2γ2 +

√1 + ρ2n2

2 + 2ρcn22− 2ρd+ ρl2

),

∥∥yn− yn−1

∥∥≤ ω

(∥∥xn− xn−1∥∥+

∥∥yn− yn−1

∥∥),

(3.11)

where

ω =max{

2√

1 + ζ21 − 2η1 + 2γ1 +

√1 + ρ2l21 + 2ρal21 − 2ρb+ ρn1,

2√

1 + ζ22 − 2η2 + 2γ2 +

√1 + ρ2n2

2 + 2ρcn22− 2ρd+ ρl2

}.

(3.12)

Page 7: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

Ke Ding et al. 7

It follows from (3.2) that ω < 1. Thus (3.11) implies that {xn} and {yn} are both Cauchysequences in H , and {xn} converges to x∗ ∈H , {yn} converges to y∗ ∈H . Since m1, m2,g1, g2, PK1 , PK2 , F, G are all continuous, we have

x∗ = x∗ − g1(x∗)

+m1(x∗)

+PK(g1(x∗

)− ρF(x∗, y∗

)−m1(x∗))

,

y∗ = y∗ − g2(y∗)

+m2(y∗)

+PK(g2(y∗)− ρG

(x∗, y∗

)−m2(y∗ )),

(3.13)

The result follows then from Lemma 2.7. This completes the proof. �

Remark 3.3. Let ρ > 0 be a number satisfying the conditions.

∣∣∣∣ρ−

b− al21 −(1− e1

)n1

l21 −n21

∣∣∣∣

<

(1− e1

)2− 1 +((b− al21 −

(1− e1

)n1)2)/(l21 −n2

1

)

l21 −n21

, ρn1 < 1− e1, n1 < l1,

∣∣∣∣ρ−

d− cn22−(1− e2

)l2

n22− l22

∣∣∣∣

<

(1− e2

)2− 1 +((d− cn2

2−(1− e2

)l2)2)/(n2

2− l22)

n22− l22

, ρl2 < 1− e2, l2 < n2,

(3.14)

where e1 = 2√

1 + ζ21 − 2η1 + 2γ1 and e2 = 2

√1 + ζ2

2 − 2η2 + 2γ2. Then (3.2) holds.

4. Perturbed algorithm and stability

In this section, we construct a new perturbed iterative algorithm for solving problem(2.1) and prove the convergence and stability of the iterative sequence generated by thealgorithm.

Definition 4.1. Let T be a self-map of H , x0 ∈H and let xn+1 = f (T ,xn) define an iterationprocedure which yields a sequence of points {xn}∞n=0 in H . Suppose that {x ∈H : Tx =x} �=∅ and {xn}∞n=0 converge to a fixed point x∗ of T . Let {un} ⊂H and let εn = ‖un+1−f (T ,un)‖. If limεn = 0 implies that limun = x∗, then the iteration procedure defined byxn+1 = f (T ,xn) is said to be T-stable or stable with respect to T . Some results for thestability of various iterative processes, we refer to [1, 10] and the references therein.

Let {K1n} and {K2

n} be two sequences of closed convex subsets of H such thatH(K1

n ,K) → 0, H(K2n ,K) → 0, when n→∞. Now we consider the following perturbed

algorithm for solving problem (2.1).

Page 8: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

8 Nonlinear relaxed cocoercive variational inequalities

Algorithm 4.2. For any given x0, y0 ∈H , we compute

xn+1=(1−tn

)xn + tn

(xn− g1(xn

)+m1

(xn)

+PK1n

(g1(xn)− ρF

(xn, yn

)−m1(xn)))

+ tnen,

yn+1=(1−tn

)yn + tn

(yn− g2

(yn)

+m2(yn)

+PK2n

(g2(yn)− ρG

(xn, yn

)−m2(yn)))

+ tn jn,(4.1)

for all n= 0,1,2, . . . , where {en} and { jn} are two sequences of the elements of H , and thesequence {tn} satisfies the following conditions

0≤ tn ≤ 1, ∀n≥ 0,∞∑

n=0

tn =∞. (4.2)

Let {un} and {vn} be any sequences in H and define εn = ε1n + ε2

n by

ε1n =∥∥un+1−

{(1− tn

)un + tn

[un− g1

(un)

+m1(un)

+PK1

(g1(un)− ρF

(un,vn

)+m1

(un))]

+ tnen}∥∥

ε2n =∥∥vn+1−

{(1− tn

)vn + tn

[vn− g2

(vn)

+m2(vn)

+PK2

(g2(vn)− ρG

(un,vn

)+m2

(vn))]

+ tn jn}∥∥.

(4.3)

Theorem 4.3. Let gi : X → X be ηi-strongly monotone and ζi-Lipschitz continuous, andmi : X → X be τi-Lipschitz continuous for i = 1,2. Let F : X × X → X be l1, l2-Lipschitzcontinuous with respect to the first and second arguments, respectively, and relaxed (a,b)-cocoercive with respect to the first argument. Let G : X ×X → X be n1, n2-Lipschitz continu-ous with respect to the first and second arguments, respectively, and relaxed (c,d)-cocoercivewith respect to the second argument. Suppose H(Kn,K)→ 0 (n→∞) and

∣∣∣∣ρ−

b− al21 −(1− e1

)n1

l21 −n21

∣∣∣∣

<

(1− e1

)2− 1 +((b− al21 −

(1− e1

)n1)2)/(l21 −n2

1

)

l21 −n21

, ρn1 < 1− e1, n1 < l1,

∣∣∣∣ρ−

d− cn22−(1− e2

)l2

n22− l22

∣∣∣∣

<

(1− e2

)2− 1 +((d− cn2

2−(1− e2

)l2)2)/(n2

2− l22)

n22− l22

, ρl2 < 1− e2, l2 < n2,

(4.4)

where ei = 2√

1 + ζ2i − 2ηi + 2γi for i = 1,2. If limn→∞‖en‖ = 0 and limn→∞‖ jn‖ = 0, then

we have the following conclusions.(I) The iterative sequences generated by Algorithm 4.2 converge to the unique solution of

(2.1).(II) Moreover, if 0 < t ≤ tn, then limun = x∗, limvn = y∗ if and only if lim(ε1

n + ε2n)= 0,

where ε1n and ε2

n are defined by (4.3).

Page 9: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

Ke Ding et al. 9

Proof. By Theorem 3.2, problem (2.1) admits a solution (x∗, y∗). It is easy to prove that(x∗, y∗) is the unique solution of (4.1). From Lemma 2.7, we have

x∗ = (1− tn)x∗ + tn

(x∗ − g1

(x∗)

+m1(x∗)

+PK1

(g1(x∗)− ρF

(x∗, y∗

)−m1(x∗)))

,

y∗ = (1− tn)y∗ + tn

(y∗ − g2

(y∗)

+m2(y∗)

+PK2

(g2(y∗)− ρG

(x∗, y∗

)−m2(y∗ ))),

(4.5)

Since PK is nonexpansive and it follows from (4.1) and (4.5) that

∥∥xn+1− x∗

∥∥

= ∥∥(1−tn)xn+tn

[xn−g1

(xn)

+m1(xn)

+PK1n

(g1(xn)−ρF(xn, yn

)−m1(xn))]

+tnen

−(1−tn)x∗−tn

[x∗−g1

(x∗)

+m1(x∗)

+PK1

(g1(x∗)−ρF(x∗, y∗

)−m1(x∗))]∥∥

≤(1−tn)∥∥(xn−x∗

)∥∥+tn∥∥(xn−x∗

)+g1

(xn)−g1

(x∗)∥∥+tn

∥∥m1(x)−m1

(x∗)∥∥+tn

∥∥en∥∥

+tn∥∥PK1

n

(g1(xn)−ρF(xn, yn

)−m1(xn))−PK1

(g1(x∗)−ρF(x∗, y∗

)−m1(x∗))∥∥

≤(1−tn)∥∥(xn−x∗

)∥∥+tn∥∥(xn−x∗

)+g1

(xn)−g1

(x∗)∥∥+tn

∥∥m1(x)−m1

(x∗)∥∥+tn

∥∥en∥∥

+tn∥∥PK1

n

(g1(xn)−ρF(xn, yn

)−m1(xn))−PK1

n

(g1(x∗)−ρF(x∗, y∗

)−m1(x∗))∥∥

+tn∥∥PK1

n

(g1(x∗)−ρF(x∗, y∗

)−m1(x∗))−PK1

(g1(x∗)−ρF(x∗, y∗

)−m1(x∗))∥∥

≤(1−tn)∥∥(xn−x∗

)∥∥+tn∥∥(xn−x∗

)+g1

(xn)−g1

(x∗)∥∥+tn

∥∥m1(x)−m1

(x∗)∥∥+tn

∥∥en∥∥

+ tn∥∥xn− x∗ − (g1

(xn)− g1

(x∗))∥∥+ tn

∥∥m1

(xn)−m1

(x∗)∥∥

+ tn∥∥xn− x∗ − ρ

(F(xn, yn

)−F(x∗, yn

))∥∥+ ρtn∥∥F(x∗, yn

)−F(x∗, y∗

)∥∥

+tn∥∥PK1

n

(g1(x∗)−ρF(x∗, y∗

)−m1(x∗))−PK1

(g1(x∗)−ρF(x∗, y∗

)−m1(x∗))∥∥.

(4.6)

Since F is l2-Lipschitz continuous with respect to the second argument,

∥∥F(x∗, yn

)−F(x∗, y∗

)∥∥≤ l2∥∥yn− y∗

∥∥. (4.7)

From the strong monotonicity and Lipschitzian continuity of g1, we obtain

∥∥xn− x∗ − (g1

(xn)− g1

(x∗))∥∥2 ≤ (1 + ζ2

1 − 2η1)∥∥xn− x∗

∥∥2. (4.8)

The Lipschitzian continuity of m1 implies

∥∥m1

(xn)−m1

(x∗)∥∥≤ γ1

∥∥xn− x∗

∥∥. (4.9)

Page 10: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

10 Nonlinear relaxed cocoercive variational inequalities

Since F is relaxed (a,b)-cocoercive and l1-Lipschitz continuous with respect to the firstargument,

∥∥xn− x∗ − ρ

(F(xn, yn

)−F(x∗, yn

))∥∥≤√

1 + ρ2l21 + 2ρal21 − 2ρb∥∥xn− x∗

∥∥. (4.10)

It follows from (4.6)–(4.10) that

∥∥xn+1− x∗

∥∥≤

(2tn√

1 + ζ21 − 2η1 + 2tnγ1 + tn

√1 + ρ2l21 + 2ρal21 − 2ρb+ 1− tn

)∥∥xn− x∗

∥∥

+ tnρl2∥∥yn− y∗

∥∥+ tnbn + tn

∥∥en∥∥,

(4.11)

where

bn =∥∥PK1

n

(g1(x∗)− ρF

(x∗, y∗

)−m1(x∗))−PK1

(g1(x∗)− ρF

(x∗, y∗

)−m1(x∗))∥∥.(4.12)

From the fact of H(K1n ,K1)→ 0 and Lemma 2.5, we know that bn→ 0.

Similarly, we have

∥∥yn+1− y∗

∥∥≤

(2tn√

1 + ζ22 − 2η2 + 2tnγ2 + tn

√1 + ρ2n2

2 + 2ρcn22− 2ρd+ 1− tn

)∥∥yn− y∗

∥∥

+ tnρn1∥∥xn− x∗

∥∥+ tncn + tn

∥∥ jn∥∥,

(4.13)

where

cn =∥∥PK2

n

(g2(y∗)− ρG

(x∗, y∗

)−m2(y∗))−PK2

(g2(y∗)− ρF

(x∗, y∗

)−m2(y∗))∥∥,(4.14)

and cn→ 0. Now (4.11) and (4.13) imply

∥∥xn+1− x∗

∥∥+

∥∥yn+1− y∗

∥∥

≤(

2tn√

1 + ζ21 − 2η1 + 2tnγ1 + 1− tn + tn

√1 + ρ2l21 + 2ρal21 − 2ρb+ tnρn1

)∥∥xn− x∗

∥∥

+(

2tn√

1+ ζ22− 2η2+ 2tnγ2 + 1− tn+ tn

√1+ ρ2n2

2 + 2ρcn22− 2ρd+ tnρl2

)∥∥yn− y∗

∥∥

+ tncn + tnbn + tn∥∥en∥∥+ tn

∥∥ jn∥∥.

(4.15)

Page 11: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

Ke Ding et al. 11

Let

h1 = 2√

1 + ζ21 − 2η1 + 2γ1 +

√1 + ρ2l21 + 2ρal21 − 2ρb+ ρn1,

h2 = 2√

1 + ζ22 − 2η2 + 2γ2 +

√1 + ρ2n2

2 + 2ρcn22− 2ρd+ ρl3.

(4.16)

From (4.4), it is easy to see that 0≤ h1 < 1 and 0≤ h2 < 1. Let h=max{h1,h2}. Then h < 1and so (4.15) reduces to

∥∥xn+1− x∗

∥∥+

∥∥yn+1− y∗

∥∥

≤ (1− (1−h)tn)(∥∥xn− x∗

∥∥+

∥∥yn− y∗

∥∥)+ tn

(bn + cn +

∥∥en∥∥+

∥∥ jn∥∥)

= (1− (1−h)tn)(∥∥xn− x∗

∥∥+

∥∥yn− y∗

∥∥)+ (1−h)tnδn,

(4.17)

where

δn = bn + cn +∥∥en∥∥+

∥∥ jn∥∥

1−h. (4.18)

From (4.12), (4.14) and Lemma 2.5, we have

bn −→ 0, cn −→ 0, δn = bn + cn +∥∥en∥∥+

∥∥ jn∥∥

1−h−→ 0 (n−→∞). (4.19)

It follows from (4.2), (4.17), (4.19) and Lemma 2.8 that

xn −→ x∗, yn −→ y∗ (n−→∞). (4.20)

This completes the proof of Conclusion I.Next we prove Conclusion II. By using (4.1), we obtain

∥∥un+1− x∗

∥∥

≤∥∥un+1−{(

1−tn)un+tn

[un−g1

(un)

+m1(un)

+PK1

(g1(un)−ρF(un,vn

)+m1

(un))]

+tnen}∥∥

+∥∥{(1−tn

)un+tn

[un−g1

(un)

+m1(un)

+PK1

(g1(un)−ρF(un,vn

)+m1

(un))]

+tnen}−x∗∥∥

≤∥∥(1−tn)un+tn

[un−g1

(un)

+m1(un)

+PK1

(g1(un)−ρF(un,vn

)+m1

(un))]

+tnen−x∗∥∥+ε1

n.(4.21)

Page 12: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

12 Nonlinear relaxed cocoercive variational inequalities

As the proof of inequality (4.11), we have

∥∥{(1−tn

)un+tn

[un−g1

(un)

+m1(un)

+PK1

(g1(un)−ρF(un,vn

)+m1

(un))]

+tnen}−x∗∥∥

≤(

2tn√

1 + ζ21 − 2η1 + 2tnγ1 + tn

√1 + ρ2l21 + 2ρal21 − 2ρb+ 1− tn

)∥∥un− x∗

∥∥

+ tnρl2∥∥vn− y∗

∥∥+ tnbn + tn

∥∥en∥∥,

(4.22)

where bn is defined by (4.12). From (4.21) and (4.22), we have

∥∥un+1− x∗

∥∥≤

(2tn√

1 + ζ21 − 2η1 + 2tnγ1 + tn

√1 + ρ2l21 + 2ρal21 − 2ρb+ 1− tn

)∥∥un− x∗

∥∥

+ tnρl2∥∥vn− y∗

∥∥+ tnbn + tn

∥∥en∥∥+ ε1

n.(4.23)

Similarly, we have

∥∥vn+1− y∗

∥∥≤

(2tn√

1 + ζ22 − 2η2 + 2tnγ2 + tn

√1 + ρ2n2

2 + 2ρcn22− 2ρd+ 1− tn

)∥∥vn− y∗

∥∥

+ tnρn1∥∥un− x∗

∥∥+ tncn + tn

∥∥ jn∥∥+ ε2

n,(4.24)

where cn is defined by (4.14). As the proof of inequality (4.17), and since 0 < t ≤ tn, (4.23)and (4.24) yield

∥∥un+1− x∗

∥∥+

∥∥vn+1− y∗

∥∥

≤ (1− (1−h)tn)(∥∥un− x∗

∥∥+

∥∥vn− y∗

∥∥)+ tn(bn + cn +‖en‖+‖ jn‖) + ε1

n + ε2n

≤ (1− (1−h)tn)(∥∥un− x∗

∥∥+

∥∥vn− y∗

∥∥)+ tn

[bn + cn +

∥∥en∥∥+

∥∥ jn∥∥+

(ε1n + ε2

n

)/t]

= (1− (1−h)tn)(∥∥un− x∗

∥∥+

∥∥vn− y∗

∥∥)+ (1−h)tnδn,

(4.25)

where

δn = bn + cn +∥∥en∥∥+

∥∥ jn∥∥+

(ε1n + ε2

n

)/t

1−h. (4.26)

Suppose that limε1n + ε2

n = 0, then from bn → 0, cn → 0, ‖en‖ → 0 and ‖ jn‖ → 0, we haveδn → 0 (as n→∞). Then from the fact of tn → 0,

∑tn =∞, (4.25) and Lemma 2.8, we

have limun = x∗ and limvn = y∗.

Page 13: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

Ke Ding et al. 13

Conversely, suppose that limun = x∗ and limvn = y∗. Then we have

ε1n + ε2

n =∥∥un+1−

{(1− tn

)un + tn

[un− g1

(un)

+m1(un)

+PK1

(g1(un

)− ρF(un,vn

)+m1

(un))]

+ tnen}∥∥

+∥∥vn+1−

{(1− tn

)vn + tn

[vn− g2

(vn)

+m2(vn)

+PK2

(g2(vn

)− ρG(un,vn

)+m2

(vn))]

+ tn jn}∥∥

≤ ∥∥un+1− x∗∥∥+

∥∥(1− tn

)un + tn

[un− g1

(un)

+m1(un)

+PK1

(g1(un)− ρF

(un,vn

)+m1

(un))]

+ tnen− x∗∥∥+

∥∥vn+1− y∗

∥∥

+∥∥(1− tn

)vn + tn

[vn− g2

(vn)

+m2(vn)

+PK2

(g2(vn)− ρG

(un,vn

)+m2

(vn))]

+ tn jn− y∗∥∥

≤ ∥∥un+1− x∗∥∥+

∥∥vn+1− y∗

∥∥+ tnρl2

∥∥vn− y∗

∥∥+ tnρn1

∥∥un− x∗

∥∥

+(

2tn√

1 + ζ21 − 2η1 + 2tnγ1 + tn

√1 + ρ2l21 + 2ρal21 − 2ρb+ 1− tn

)∥∥un− x∗

∥∥

+(

2tn√

1 + ζ22 − 2η2 + 2tnγ2 + tn

√1 + ρ2n2

2 + 2ρcn22− 2ρd+ 1− tn

)∥∥vn− y∗

∥∥

+ tnbn + tn∥∥en∥∥+ tncn + tn

∥∥ jn∥∥

(4.27)

and so ε1n + ε2

n→ 0 as n→∞. This completes the proof. �

Acknowledgments

The authors thank the referees for their valuable suggestions. This work was supportedby the National Natural Science Foundation of China and the Educational Science Foun-dation of Chongqing (KJ051307).

References

[1] R. P. Agarwal, Y. J. Cho, J. Li, and N. J. Huang, Stability of iterative procedures with errors approx-imating common fixed points for a couple of quasi-contractive mappings in q -uniformly smoothBanach spaces, Journal of Mathematical Analysis and Applications 272 (2002), no. 2, 435–447.

[2] R. P. Agarwal, N. J. Huang, and Y. J. Cho, Generalized nonlinear mixed implicit quasi-variationalinclusions with set-valued mappings, Journal of Inequalities and Applications 7 (2002), no. 6,807–828.

[3] R. P. Agarwal, N. J. Huang, and M. Y. Tan, Sensitivity analysis for a new system of generalizednonlinear mixed quasi-variational inclusions, Applied Mathematics Letters 17 (2004), no. 3, 345–352.

Page 14: Trinity College Dublin · 2008. 7. 24. · 2 Nonlinear relaxed cocoercive variational inequalities inequalityproblemsandconstructaniterativealgorithmforapproximatingthesolutions of

14 Nonlinear relaxed cocoercive variational inequalities

[4] C. Baiocchi and A. Capelo, Variational and Quasivariational Inequalities, Application to FreeBoundary Problems, A Wiley-Interscience Publication, John Wiley & Sons, New York, 1984.

[5] J. Y. Chen, N. C. Wong, and J. C. Yao, Algorithm for generalized co-complementarity problems inBanach spaces, Computers & Mathematics with Applications 43 (2002), no. 1-2, 49–54.

[6] Y. J. Cho, Y. P. Fang, N. J. Huang, and H. J. Hwang, Algorithms for systems of nonlinear variationalinequalities, Journal of the Korean Mathematical Society 41 (2004), no. 3, 489–499.

[7] Y. P. Fang and N. J. Huang, Variational-like inequalities with generalized monotone mappings inBanach spaces, Journal of Optimization Theory and Applications 118 (2003), no. 2, 327–338.

[8] , Existence results for systems of strongly implicit vector variationa inequalities, Acta Math-ematica Hungarica 103 (2004), no. 4, 265–277.

[9] N. J. Huang, On the generalized implicit quasivariational inequalities, Journal of MathematicalAnalysis and Applications 216 (1997), no. 1, 197–210.

[10] N. J. Huang, M. R. Bai, Y. J. Cho, and S. M. Kang, Generalized nonlinear mixed quasi-variationalinequalities, Computers & Mathematics with Applications 40 (2000), no. 2-3, 205–215.

[11] C. R. Jou and J. C. Yao, Algorithm for generalized multivalued variational inequalities in Hilbertspaces, Computers & Mathematics with Applications 25 (1993), no. 9, 7–16.

[12] G. Kassay and J. Kolumban, System of multi-valued variational inequalities, Publicationes Math-ematicae Debrecen 56 (2000), no. 1-2, 185–195.

[13] G. Kassay, J. Kolumban, and Z. Pales, Factorization of Minty and Stampacchia variational in-equality systems, European Journal of Operational Research 143 (2002), no. 2, 377–389.

[14] J. K. Kim and D. S. Kim, A new system of generalized nonlinear mixed variational inequalities inHilbert spaces, Journal of Convex Analysis 11 (2004), no. 1, 235–243.

[15] R. U. Verma, Projection methods, algorithms, and a new system of nonlinear variational inequali-ties, Computers & Mathematics with Applications 41 (2001), no. 7-8, 1025–1031.

[16] , Generalized system for relaxed coercive variational inequalities and projection methods,Journal of Optimization Theory and Applications 121 (2004), 203–210.

[17] X. Weng, Fixed point iteration for local strictly pseudo-contractive mapping, Proceedings of theAmerican Mathematical Society 113 (1991), no. 3, 727–731.

[18] S. Z. Zhou, Perturbation for elliptic variational inequalities, Science in China (Scientia Sinica).Series A 34 (1991), no. 6, 650–659.

Ke Ding: Department of Mathematics, Sichuan University, Chengdu, Sichuan 610064, ChinaE-mail address: [email protected]

Wen-Yong Yan: Department of Mathematics, Sichuan University, Chengdu, Sichuan 610064, ChinaE-mail address: [email protected]

Nan-Jing Huang: Department of Mathematics, Sichuan University, Chengdu, Sichuan 610064, ChinaE-mail addresses: [email protected]; [email protected]