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A viscosity-proximal gradient method with inertial extrapolation for solving certain minimization problems in Hilbert space. (English) Zbl 1463.47183

A new relaxed proximal gradient algorithm is introduced for approximating a common solution of a minimization problem and a fixed point problem of \(\delta\)-demimetric mappings in a real Hilbert space.
Let \(H\) be a real Hilbert space, and \(C\) be a nonempty closed convex subset of \(H\). The following is the main result of this paper.
Theorem. Let \(g,h:H\to R\cup\{\infty\}\) be two proper, convex, lower semicontinuous functions such that \(h\) is nonsmooth and \(\nabla g\) is \((1/L)\)-ism with \(L>0\). Let \(f:C\to C\) be a Meir-Keeler contraction mapping, \(B:C\to H\) be a strongly positive bounded linear operator with coefficient \(\tau>0\) such that \(0<\xi<\tau/2\) and \(T:C\to C\) be a \(\delta\)-demimetric mapping for \(\delta\in(-\infty,1)\) and \(\widehat{F}(T)=F(T)\). Suppose that \(\Gamma:=\Omega\cap F(T)\ne \emptyset\), and let \(\alpha_n\in[0,1]\), \(\beta_n\in[0,1)\), \(w_n,\theta_n\in(0,1)\), \(\gamma_n>0\). Choose initial points \(x_0,x_1\in H\) arbitrarily and let \((x_n)\), \((y_n)\), \((u_n)\) be introduced by the algorithm
(A1)
\(y_n=x_n+\beta_n(x_n-x_{n-1})\),
(A2)
\(u_n=(1-w_n)y_n+w_n\mathrm{prox}_{\gamma_nh}(y_n-\gamma_n\nabla g(y_n))\),
(A3)
\(x_{n+1}=P_C(\alpha_n\xi f(x_n)+\theta_nx_n+((1-\theta_n)I-\alpha_n B)T_{\lambda_n}u_n)\), \(n\ge 1\), where \(T_{\lambda_n}=(1-\lambda_n)I+\lambda_nT\), for \(\lambda_n\in(0,1)\).

Assume that the following conditions are satisfied:
(C1)
\(\lim_n\alpha_n=0\) and \(\sum_{n\ge 1}\alpha_n=\infty\),
(C2)
\(\lim_n(\beta_n/\alpha_n)||x_n-x_{n-1}||=0\),
(C3)
\(0<\liminf_nw_n\le\limsup_nw_n<1\),
(C4)
\(0<\liminf_n\gamma_n\le\limsup_n\gamma_n<2/L\),
(C5)
\(0<\liminf_n\lambda_n\le\limsup_n\lambda_n<1-\delta\).

Then \((x_n)\) converges strongly to a point \(x^*\), where
(i)
\(x^*\) is a fixed point of \(P_\Gamma(I-B+\xi f)(\cdot)\),
(ii)
\(x^*\) is the unique solution of the variational inequality \(\langle(B-\xi f)x^*,x^*-y\rangle\le 0\), \(y\in\Gamma\).

Further aspects occasioned by these developments are also discussed.

MSC:

47J25 Iterative procedures involving nonlinear operators
65K10 Numerical optimization and variational techniques
65K15 Numerical methods for variational inequalities and related problems
46N10 Applications of functional analysis in optimization, convex analysis, mathematical programming, economics

Software:

Matlab; UNLocBoX
Full Text: DOI

References:

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