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5.3 Two-level variational inequality and fixed point problems involving pseu-

5.3.1 Main result

0 2 4 6 8 10 12 14 Iteration number (n)

10-2 10-1 100

Errors

Appendix 8.1 Appendix 8.2 Appendix 8.3 Appendix 8.4 Algorithm 3.2

0 5 10 15

Iteration number (n) 10-2

10-1 100

Errors

Appendix 8.1 Appendix 8.2 Appendix 8.3 Appendix 8.4 Algorithm 3.2

0 2 4 6 8 10 12 14

Iteration number (n) 10-3

10-2 10-1 100

Errors

Appendix 8.1 Appendix 8.2 Appendix 8.3 Appendix 8.4 Algorithm 3.2

0 5 10 15

Iteration number (n) 10-2

10-1 100

Errors

Appendix 8.1 Appendix 8.2 Appendix 8.3 Appendix 8.4 Algorithm 3.2

Figure 5.2: Top left: Case I; Top right: Case II; Bottom left: Case III; Bottom right:

Case IV.

5.3 Two-level variational inequality and fixed point

(S3) Given I as the identity operator on H, let T : H → H be a uniformly continuous ϱ−demimetric operator with (I −T) demiclosed on zero. Also, let 0 < h ≤ tn ≤ (1−ϱ) for all n≥1.

(S4) The operatorf :H →H is an L−contraction with L∈(0,12).

(S5) The solution set of the variational inequality is nonempty. That is, V I(C, A) ̸= ∅.

Also, Ω̸=∅ where Ω :={x∈V I(C, A) : T(x) = x}.

(S6) Let {αn}n≥1 and {γn}n≥1 be positive sequences such that αn ∈ (0,1), lim

n→∞αn = 0, P

n≥1

αn =∞, and lim

n→∞

γn

αn = 0.

We introduce and study the following algorithm:

Algorithm 5.3.1. Calculation of the sequence {xn}.

Initialization: Let τ0 >0, µ∈(0,1), β∈(0,2)

Iterative Steps: Given the current iterate xn, calculate xn+1 as follows:

Step 1: Given xn−1, xn with n≥1, choose θn such that 0≤θn≤θ¯n where θ¯n=

(min{n−1+ϵn−1 ,∥x γn

n−xn−1}, if xn̸=xn−1 n−1

n−1+ϵ, otherwise

Step 2: Compute

wn =xnn(xn−xn−1) yn=PC(wn−τnAwn).

Step 3: Compute zn=wn−βηndn where

dn:=wn−yn−τn(Awn−Ayn) and

ηn:=

(⟨w

n−yn,dn

∥dn2 , if dn ̸= 0,

0, otherwise.

Step 4: Compute

vn=zn−tn(zn−T zn),

xn+1nf(vn) + (1−αn)vn. (5.42)

Update

τn+1 =

(min{µ∥Aw∥wn−yn

n−Ayn, τn},if Awn ̸=Ayn,

τn, otherwise. (5.43)

Step 5: Set n :=n+ 1 and go to Step 1.

Remark 5.3.2. The sequence {τn} generated by (5.43) is a non-increasing sequence and

n→∞lim τn =τ ≥min{τ0,µ L}.

Moreover, we have that

∥Awn−Ayn∥ ≤ µ

τn+1∥wn−yn∥, ∀n≥0.

We begin with the following lemmas which are critical in obtaining our strong convergence result.

Lemma 5.3.3. Let {xn}n≥0 be a sequence in H iteratively generated by Algorithm 5.3.1.

Assume that the conditions (S1)−(S6) hold, then {xn} is bounded.

Proof. Letx ∈VI(C, A). We obtain from the definition of wn that

∥wn−x∥=∥xnn(xn−xn−1)−x

≤ ∥xn−x∥+θn∥xn−xn−1

=∥xn−x∥+αnθn

αn∥xn−xn−1∥.

Now from Step 1, observe that θn∥xn−xn−1∥ ≤γn, ∀ n≥1, which implies that θn

αn∥xn−xn−1∥ ≤ γn

αn →0, as n → ∞. (5.44)

Thus, there exists K1 >0 such that θn

αn∥xn−xn−1∥ ≤K1, ∀ n ≥1, (5.45) and so,

∥wn−x∥ ≤ ∥xn−x∥+αnK1, ∀n≥1. (5.46) Since yn=PC(wn−τnAwn), we obtain from properties of projection that,

⟨wn−τnAwn−yn, yn−x⟩ ≥0. (5.47) Also, since x ∈ V I(C, A) and yn ∈ C, we have that ⟨Ax, yn−x⟩ ≥ 0. By the pseu- domonotonicity of A, we get that,

⟨Ayn, yn−x⟩ ≥0. (5.48)

Since τn>0, we have that

⟨τnA(yn), yn−x⟩ ≥0. (5.49) Using (5.47) and (5.49), we obtain that;

⟨yn−x, wn−yn−τn(Awn−Ayn)⟩ ≥0. (5.50) Equivalently,

⟨yn−x, dn⟩ ≥0. (5.51)

Observe from Step 3 and (5.51) that

⟨wn−x, dn⟩=⟨wn−yn, dn⟩+⟨yn−x, dn

≥ ⟨wn−yn, dn⟩. (5.52)

Using Algorithm 5.3.1, (5.46) and (5.52), we get that (using the fact that∥dn∥ ̸= 0),

∥zn−x2 =∥wn−βηndn−x2

=∥wn−x22ηn2∥dn2−2βηn⟨wn−x, dn

≤ ∥wn−x22ηn⟨wn−yn, dn⟩ −2βηn⟨wn−yn, dn

=∥wn−x2−(2−β)βηn⟨wn−yn, dn

=∥wn−x2−(2−β)β∥ηndn2

≤ ∥wn−x2− 1

β(2−β)∥wn−zn2

≤ ∥xn−x2− 1

β(2−β)∥wn−zn2nK1. (5.53) Using Algorithm 5.3.1, (5.53) and the definition of T, we obtain that,

∥vn−x2 =∥zn−tn(zn−T zn)−x2

=∥zn−x2+t2n∥zn−T zn2−2tn⟨zn−T zn, zn−x

≤ ∥zn−x2−tn(1−ϱ−tn)∥zn−T zn2

≤ ∥xn−x2− 1

β(2−β)∥wn−zn2−tn(1−ϱ−tn)∥zn−T zn2nK1. (5.54) Again, using Algorithm 7.2.3, (5.54), and the fact thatf is a contraction, we obtain that;

∥xn+1−x2 =∥αnf(vn) + (1−αn)vn−x2

≤αn∥f(vn)−f(x) +f(x)−x2+ (1−αn)∥vn−x2

≤2αn[L∥vn−x2+∥f(x)−x2] + (1−αn)∥vn−x2

= [1−αn(1−2L)]∥vn−x2 + 2αn∥f(x)−x2

≤[1−αn(1−2L)]∥xn−x2n(1−2L) 2

1−2L∥f(x)−x2

−tn[1−αn(1−2L)](1−ϱ−tn)∥zn−T zn2

− 1

β(2−β)[1−αn(1−2L)]∥wn−zn2

n[1−αn(1−2L)]αnK1 (5.55)

Using the assumptions S3 and S6, and for some K2 >0, we have that;

∥xn+1−x2 ≤[1−αn(1−2L)] ∥xn−x2+K2

n(1−2L) 2

1−2L∥f(x)−x2. (5.56) If we define M := max

∥x0−x2+K2,1−2L2 ∥f(x)−x2 , then it is easy to see that

∥xn+1−x2 ≤M for all n≥0. (5.57) Thus, {xn}n=1 is bounded. Consequently, {wn},{Awn},{yn},{Ayn},{zn},{T zn}, and {vn} are all bounded. ■

Lemma 5.3.4. Suppose that conditions S1 and S2 hold, and {xn}n=1 is a sequence gen- erated by Algorithm 5.3.1, then, there exists n0 ∈N such that

∥wn−yn2

1 +µττn

n+1

2

h

1−µττn

n+1

βi2∥zn−wn2 ∀ n≥n0. (5.58) Proof. From Algorithm 3.1, we easily see that,

∥dn∥=∥wn−yn−τn(Awn−Ayn)∥ ≥ ∥wn−yn∥ −τn∥Awn−Ayn

≥ ∥wn−yn∥ −µ τn

τn+1∥wn−yn

=

1−µ τn τn+1

∥wn−yn∥. (5.59)

But lim

n→∞

1−µττn

n+1

= 1−µ >0. So, there exists n0 ∈N such that 1−µ τn

τn+1 > 1−µ

2 ∀n ≥n0.

Therefore, for each n≥n0, we have that ∥dn∥> 1−µ2 ∥wn−yn∥>0.

Moreover,

∥dn∥ ≤ ∥wn−yn∥+τn∥Awn−Ayn

≤ ∥wn−yn∥+µ τn

τn+1∥wn−yn

=

1 +µ τn τn+1

∥wn−yn∥ ∀ n ≥n0. (5.60) Thus, for each n≥n0, we obtain that,

∥dn2

1 +µ τn

τn+1 2

∥wn−yn2. (5.61)

Also, from Algorithm 5.3.1, we get that,

⟨wn−yn, dn⟩=⟨wn−yn, wn−yn−τn(Awn−Ayn)⟩

=∥wn−yn2−τn⟨wn−yn, Awn−Ayn

1−µ τn τn+1

∥wn−yn2. (5.62)

So, for each n≥n0, we obtain from (5.61) and (5.62);

ηn = ⟨wn−yn, dn

∥dn2

1−µττn

n+1

1 +µττn

n+1

2. (5.63)

Also, from Algorithm 5.3.1 and (5.62), we obtain that;

ηn∥dn2 =⟨wn−yn, dn⟩ ≥

1−µ τn τn+1

∥wn−yn2. (5.64)

Thus, from (5.64) and Algorithm 5.3.1,

∥wn−yn2

1−µ τn τn+1

−1

ηn∥dn2

=

1−µ τn τn+1

−1

∥βηndn2 1 β2

1 ηn

=

1−µ τn τn+1

−1

∥zn−wn2 1 β2

1

ηn. (5.65)

Thus, using (5.63) in (5.65), we obtain that,

∥wn−yn2

1 +µττn

n+1

2

h

1−µττn

n+1

βi2∥zn−wn2 ∀ n ≥n0.

Lemma 5.3.5. Let {xn} be sequence generated by Algorithm5.3.1 under Assumptions S.

Suppose that there exists a subsequence {xnb} of {xn} which converges weakly to x¯ ∈ H and lim

b→∞∥wnb −ynb∥= 0, then x¯∈V I(C, A).

Proof. Clearly, from Algorithm 5.3.1 and AssumptionS6, we obtain that,

∥wn−xn∥=αn

θn

αn∥xn−xn−1∥ ≤ γn

αn →0 as n→ ∞. (5.66) Since {xn} is bounded, there exists a subsequence {xnb} of {xn} which converges weakly to ¯x∈H. From (2.9), we have that;

⟨wnb−τnbAwnb −ynb, x−ynb⟩ ≤0, ∀ x∈C.

Rearranging, we obtain that, 1

τnb⟨wnb −ynb, x−ynb⟩ ≤ ⟨Awnb, x−ynb⟩, ∀ x∈C.

Thus, 1 τnb

⟨wnb −ynb, x−ynb⟩+⟨Awnb, ynb −wnb⟩ ≤ ⟨Awnb, x−wnb⟩, ∀ x∈C. (5.67) Fixx∈C. Since{wnb}is bounded andAis Lipschitz continuous, then{Awnb}is bounded.

Also, using the assumption that lim

b→∞∥wnb−ynb∥= 0 and, taking lim inf of (5.67) asb→ ∞, we get

lim inf

b→∞ ⟨Awnb, x−wnb⟩ ≥0. (5.68) By assumptions that lim

b→∞∥wnb−ynb∥= 0, and A is Lipschitz continuous, we get that

b→∞lim ∥Awnb −Aynb∥= 0. (5.69) It is easy to see that,

⟨Aynb, x−ynb⟩=⟨Aynb −Awnb, x−wnb⟩+⟨Awnb, x−wnb⟩+⟨Aynb, wnb −ynb⟩ (5.70) Using (5.68) and (5.69) in (5.70), we get that;

lim inf

b→∞ ⟨Aynb, x−ynb⟩ ≥0. (5.71) Let us choose a decreasing sequence of positive numbers {βb} with lim

b→∞βb = 0. For each b ∈N, we denote byNb the smallest positive number such that

⟨Aynj, x−ynj⟩+βb ≥0 ∀ j ≥Nb. (5.72) Since {βb} is decreasing, then the sequence {Nb} is increasing. Furthermore, for each b ∈ N, since {ynb} ⊂ C, we assume thatAyNb ̸= 0 (else, yNb is a solution of of VI(C,A)).

Set

mNb = AyNb

∥AyNb2,

where ⟨AyNb, mNb⟩= 1 for eachb ∈N. From (5.72), for eachb ∈N, we obtain that,

⟨AyNb, x+βbmNb−yNb⟩ ≥0. (5.73) Since A is pseudomonotone, we obtain that,

⟨A(x+βbmNb), x+βbmNb−yNb⟩ ≥0.

Thus,

⟨Ax, x−yNb⟩ ≥ ⟨Ax−A(x+βbmNb), x+βbmNb−yNb⟩ −βb⟨Ax, mNb⟩. (5.74) Since {xnb} converges weakly to ¯x as b→ ∞, then, using (5.66) and the assumption that

b→∞lim ∥wnb −ynb∥ = 0, we easily obtain that ynb ⇀ x¯ as b → ∞. By sequentially weakly continuity of A, we have that Aynb ⇀ A¯x as b → ∞. Assume that A¯x̸= 0 (otherwise, ¯x is a solution), by the sequentially weakly lower semicontinuity of norm, we have that

0<∥A¯x∥ ≤lim inf

b→∞ ∥Aynb∥.

Since {yNb} ⊂ {ynb}and βb →0 as b→ ∞, we have that, 0≤lim sup

b→∞

∥βbmNb∥= lim sup

b→∞

βb

∥Aynb

≤ lim supb→∞βb

lim infb→∞∥Aynb∥ ≤ 0

∥A¯x∥ = 0.

Thus, ∥βbmNb∥ → 0 as b → ∞. Hence, taking the limit as b → ∞ in (5.74), we obtain that,

⟨Ax, x−x⟩ ≥¯ 0.

Since x∈H is arbitrary, we obtain from Lemma 2.5.10 that ¯x∈V I(C, A)■

Lemma 5.3.6. Let {xn}n≥0 be a sequence in H iteratively generated by Algorithm 5.3.1.

Assume that ζn = (1−L)αn, and assumptions S1−S6 hold, then

∥xn+1−x2 ≤(1−ζn)h

∥xn−x2nK1i

n 2

1−L⟨f(x)−x, xn+1−x⟩. (5.75) Proof. From Algorithm 5.3.1, (5.54), Lemma 2.5.18 and Assumption S6, we obtain that,

∥xn+1−x2 =∥αnf(vn) + (1−αn)vn−x2

=∥αn[f(vn)−f(x)] + (1−αn)[vn−x] +αn[f(x)−x]∥2

≤ ∥αn[f(vn)−f(x)] + (1−αn)[vn−x]∥2+ 2αn⟨xn+1−x, f(x)−x

≤[1−(1−L)αn]∥vn−x2+ 2αn⟨xn+1−x, f(x)−x

≤[1−(1−L)αn]∥xn−x2+ 2αn⟨xn+1−x, f(x)−x⟩ + [1−(1−L)αnnK1− 1

β(2−β)[1−(1−L)αn]∥wn−zn2

−tn(1−ϱ−tn)[1−(1−L)αn]∥zn−T zn2.

So, using assumption S4, we obtain that,

∥xn+1−x2 ≤[1−(1−L)αn]∥xn−x2+ [1−(1−L)αnnK1 + (1−L)αn 2

1−L⟨f(x)−x, xn+1−x⟩ (5.76) If we let ζn= (1−L)αn, then we obtain from (5.76) that,

∥xn+1−x2 ≤(1−ζn)h

∥xn−x2nK1i

n 2

1−L⟨f(x)−x, xn+1−x⟩. (5.77)

Theorem 5.3.7. Let {xn}n≥0 be a sequence in H iteratively generated by Algorithm 5.3.1. Assume that the conditions (S1) − (S6) hold, then {xn} converges strongly to x =P(f(x)).

Proof.

From Lemma 5.3.3,{xn}n=1 is bounded. Letx =P(f(x)). Now, from Algorithm7.2.3, (5.54), and Lemma 2.5.18, we obtain that,

∥xn+1−x2 =∥αnf(vn) + (1−αn)vn−x2

≤ ∥αnf(vn) + (1−αn)vn−x−αn(f(vn)−x)∥2 + 2αn⟨f(vn)−x, xn+1−x

≤(1−αn)∥vn−x2+ 2αn⟨f(vn)−x, xn+1−x

≤(1−αn)∥xn−x2+ 2αn⟨f(vn)−x, xn+1−x

− 1

β(2−β)(1−αn)∥wn−zn2+ (1−αnnK1

−(1−αn)tn(1−ϱ−tn)∥zn−T zn2

≤(1−αn)∥xn−x2+ 2αn⟨f(vn)−x, xn+1−x

− 1

β(2−β)(1−αn)∥wn−zn2nK1

−(1−αn)tn(1−ϱ−tn)∥zn−T zn2. (5.78) To show that the sequence{∥xn+1−x∥}converges to zero, we consider two possible cases:

Case 1: Suppose there exists n0 ∈N such that the real sequence ∥xn−x∥ is decreasing for all n ≥n0. It then follows that ∥xn−x∥ is convergent. Since {xn} is bounded, then from (5.78), assumptionS3, and using the fact that αn→0 as n→ ∞, we obtain that

n→∞lim ∥zn−T zn∥= 0, lim

n→∞∥wn−zn∥= 0. (5.79) From Algorithm 5.3.1, we get that;

∥vn−zn∥=tn∥zn−T zn∥ →0 as n→ ∞,

∥xn+1−vn∥=αn∥f(vn)−vn∥ →0 as n → ∞. (5.80)

Thus, using (5.66), (5.79), and (5.80), we obtain that,

∥xn+1−xn∥ ≤ ∥xn+1−vn∥+∥vn−zn∥+∥zn−wn∥+∥wn−xn

→0 as n → ∞. (5.81)

From the results above, we can easily deduce that,

∥xn+1−xn∥ →0 as n → ∞. (5.82)

Claim:

lim sup

n→∞

D

f(x)−x, xn−xE

≤0. (5.83)

Proof of Claim: Let{xnq}q≥0 be a subsequence of{xn}n≥0 such that lim sup

n→∞

D

f(x)−x, xn−x E

= lim

q→∞

D

f(x)−x, xnq −x E

(5.84) Since{xnq}q≥0is a bounded sequence inH, there exists a subsequence{xnqb}b≥0of{xnq}q≥0

which converges weakly to ¯x in H. Hence, xnqb ⇀ x¯ as b → ∞. For convenience, and WLOG, we will represent {xnqb}b≥0 by {xnb}b≥0.

Recall from Lemma 5.3.4,

∥wnb−ynb2

1 +µττnb

nb+1

2

h

1−µττnb

nb+1

αi2∥znb−wnb2 ∀ nb ≥n0.

Using (5.79), we have that ∥wnb −ynb∥ → 0 as n → ∞. Thus, using Lemma 5.3.5, and the fact that xnb ⇀x¯ asb → ∞, we have that ¯x∈V I(C, A).

Next, we show that ¯x∈ Ω. From (5.79) and the fact that (I−T) is demiclosed at zero, we can deduce that ¯x∈F(T).

Therefore, it follows from our argument above that ¯x∈Ω. Thus, we obtain from Lemma 2.5.26 and (5.83) that

lim sup

n→∞

D

f(x)−x, xn−xE

= lim

q→∞

D

f(x)−x, xnq −xE

≤0. (5.85) Also, using the fact that ∥xn+1−xn∥ →0 as n→ ∞, we get from (5.85) that,

lim sup

n→∞

D

f(x)−x, xn+1−xE

≤0. (5.86)

Recall that from Lemma 5.3.6, we obtain that,

∥xn+1−x2 ≤(1−ζn) h

∥xn−x2nK1

i +ζn

2

1−L⟨f(x)−x, xn+1−x⟩. (5.87)

Thus, by Lemma 2.5.26, it follows that ∥xn−x∥ converges strongly to zero as n → ∞.

Hence, {xn} converges to x ∈Ω. This completes the proof for the first case.

Case 2: Suppose that there exists a subsequence{∥xnj−x∥}j=0 of {∥xn−x∥}n≥0 such that ∥xnj − x∥ < ∥xnj+1 −x∥ for all j ≥ 0, then we obtain by Lemma 2.5.41 that there exists a non-decreasing sequence {mk}k=1 ⊂ N such that mk → ∞ as k → ∞ and

∥xmk −x∥ ≤ ∥xmk+1−x∥ for all k ∈ N. Since the sequences {xmk}k=1 is bounded, we obtain from (5.66), (5.79), (5.80) (and using the arguments displayed in Case 1) that as k → ∞;

∥wmk −xmk∥, ∥wmk−zmk∥ →0

∥vmk −zmk∥, ∥xmk+1−vmk∥ →0. (5.88) Applying (5.88), we obtain that,

∥xmk+1−xmk∥ →0 as k → ∞. (5.89) Furthermore, following the arguments used in Case 1, we obtain that

lim sup

k→∞

D

f(x)−x, xmk−xE

≤0. (5.90)

Again, using (5.89) and the same arguments as case 1, we have that, lim sup

k→∞

D

f(x)−x, xmk+1−xE

≤0. (5.91)

Again, from Lemma 5.3.6 and using the fact that ∥xmk −x2 ≤ ∥xmk+1 −x2 for any k ∈N we obtain by rearranging that,

ζmk∥xmk −x2 ≤ ∥xmk −x2− ∥xmk+1−x2mk 2

1−L⟨f(x)−x, xmk+1−x

+ (1−ζmkmkK1. (5.92)

Applying Lemma 2.5.41, we obtain that,

ζmk∥xk−x2 ≤ ∥xmk −x2− ∥xmk+1−x2mk 2

1−L⟨f(x)−x, xmk+1−x

+(1−ζmkmkK1. (5.93)

Thus, it follows that lim sup

k→∞

∥xk−x∥= 0. Hence, lim

k→∞∥xk−x∥= 0.

Thus, xn→x asn → ∞. This completes the proof. ■

Remark 5.3.8. Theorem 5.3.7provides an iterative scheme for approximation of the so- lution of two-level variational inequality and fixed point problem where the A is Lipschitz continuous and pseudo-monotone and T is ϱ−demimetric. The result extends to solu- tion of variational inequality problem of monotone operators since every pseudo-monotone operator is monotone.