Abstract
An explicit hierarchical fixed point algorithm is introduced to solve monotone variational inequalities, which are governed by a pair of nonexpansive mappings, one of which is used to define the governing operator and the other to define the feasible set. These kinds of variational inequalities include monotone inclusions and convex optimization problems to be solved over the fixed point sets of nonexpansive mappings. Strong convergence of the algorithm is proved under different circumstances of parameter selections. Applications in hierarchical minimization problems are also included.
Similar content being viewed by others
References
Baiocchi, C., Capelo, A.: Variational and Quasi-Variational Inequalities. Wiley, New York (1984)
Cottle, R.W., Giannessi, F., Lions, J.L.: Variational Inequalities and Complementarity Problems: Theory and Applications. Wiley, New York (1980)
Facchinei, F., Pang, J.-S.: Finite-Dimensional Variational Inequalities and Complementarity Problems, vols. I & II. Springer, Berlin (2003)
Giannessi, F., Maugeri, A.: Variational Inequalities and Network Equilibrium Problems. Plenum, New York (1995)
Kinderlehrer, D., Stampacchia, G.: An Introduction to Variational Inequalities and Their Applications. Academic Press, New York (1980)
Auslender, A., Teboulle, M.: Interior projection-like methods for monotone variational inequalities. Math. Program. 104, 39–68 (2005)
He, B.S.: A class of projection and contraction methods for monotone variational inequalities. Appl. Math. Optim. 35, 69–76 (1997)
He, B.S.: Inexact implicit methods for monotone general variational inequalities. Math. Program. 86, 113–123 (1999)
He, B.S., Li, M., Liao, L.-Z.: An improved contraction method for structured monotone variational inequalities. Optimization 57, 643–653 (2008)
He, B.S., Xu, M.-H.: A general framework of contraction methods for monotone variational inequalities. Pac. J. Optim. 4, 195–212 (2008)
He, B., He, X.Z., Liu, H.X., Wu, T.: Self-adaptive projection method for co-coercive variational inequalities. Eur. J. Oper. Res. 196, 43–48 (2009)
He, B., Wang, X., Yang, J.: A comparison of different contraction methods for monotone variational inequalities. J. Comput. Math. 27, 459–473 (2009)
He, B.S., Yang, Z.H., Yuan, X.M.: An approximate proximal-extragradient type method for monotone variational inequalities. J. Math. Anal. Appl. 300, 362–374 (2004)
Wang, Y., Xiu, N., Wang, C.: A new version of extragradient method for variational inequality problems. Comput. Math. Appl. 42, 969–979 (2001)
Xiu, N., Wang, C., Zhang, J.: Convergence properties of projection and contraction methods for variational inequality problems. Appl. Math. Optim. 43, 147–168 (2001)
Yang, X.Q.: Vector variational inequality and its duality. Nonlinear Anal. 21, 869–877 (1993)
Giannessi, F., Mastroeni, G., Yang, X.Q.: A survey on vector variational inequalities. Boll. Unione Mat. Ital. (9) 2(1), 225–237 (2009)
Marino, G., Xu, H.K.: A general iterative method for nonexpansive mappings in Hilbert spaces. J. Math. Anal. Appl. 318, 43–52 (2006)
Moudafi, A.: Viscosity approximation methods for fixed-points problems. J. Math. Anal. Appl. 241, 46–55 (2000)
Xu, H.K.: Iterative algorithms for nonlinear operators. J. Lond. Math. Soc. 66, 240–256 (2002)
Xu, H.K.: Viscosity approximation methods for nonexpansive mappings. J. Math. Anal. Appl. 298, 279–291 (2004)
Yamada, I.: The hybrid steepest descent for the variational inequality problems over the intersection of fixed point sets of nonexpansive mappings. In: Inherently Parallel Algorithms in Feasibility and Optimization and Their Applications, pp. 473–504. Elservier, New York (2001)
Mainge, P.-E., Moudafi, A.: Strong convergence of an iterative method for hierarchical fixed-points problems. Pac. J. Optim. 3, 529–538 (2007)
Moudafi, A., Mainge, P.-E.: Towards viscosity approximations of hierarchical fixed-points problems. Fixed Point Theory Appl. 2006, 1–10 (2006). Article ID 95453
Browder, F.E.: Convergence of approximation to fixed points of nonexpansive nonlinear mappings in Hilbert spaces. Arch. Ration. Mech. Anal. 24, 82–90 (1967)
Ceng, L.C., Ansari, Q.H., Yao, J.C.: Mann type steepest-descent and modified hybrid steepest-descent methods for variational inequalities in Banach spaces. Numer. Funct. Anal. Optim. 29, 987–1033 (2008)
Ceng, L.C., Ansari, Q.H., Yao, J.C.: On relaxed viscosity iterative methods for variational inequalities in Banach spaces. J. Comput. Appl. Math. 230, 813–822 (2009)
Ceng, L.C., Xu, H.K., Yao, J.C.: A hybrid steepest-descent method for variational inequalities in Hilbert spaces. Appl. Anal. 87, 575–589 (2008)
Halpern, B.: Fixed points of nonexpanding maps. Bull. Am. Math. Soc. 73, 957–961 (1967)
Lions, P.L.: Approximation de points fixes de contractions. C.R. Acad. Sci. Sèr. A–B Paris 284, 1357–1359 (1977)
Reich, S.: Strong convergence theorems for resolvents of accretive operators in Banach spaces. J. Math. Anal. Appl. 75, 287–292 (1980)
Reich, S.: Approximating fixed points of nonexpansive mappings, Panamerican. Math. J. 4, 23–28 (1994)
Shioji, N., Takahashi, W.: Strong convergence of approximated sequences for nonexpansive mappings in Banach spaces. Proc. Am. Math. Soc. 125, 3641–3645 (1997)
Tam, N.N., Yao, J.C., Yen, N.D.: On some solution methods for pseudomonotone variational inequalities. J. Optim. Theory Appl. 138, 253–273 (2008)
Wittmann, R.: Approximation of fixed points of nonexpansive mappings. Arch. Math. 58, 486–491 (1992)
Wong, N.C., Sahu, D.R., Yao, J.C.: Solving variational inequalities involving nonexpansive type mappings. Nonlinear Anal., Theory Methods Appl. 69, 4732–4753 (2008)
Xu, H.K.: Another control condition in an iterative method for nonexpansive mappings. Bull. Aust. Math. Soc. 65, 109–113 (2002)
Xu, H.K.: Remarks on an iterative method for nonexpansive mappings. Commun. Appl. Nonlinear Anal. 10, 67–75 (2003)
Xu, H.K.: An iterative approach to quadratic optimization. J. Optim. Theory Appl. 116, 659–678 (2003)
Yao, J.C., Chadli, O.: Pseudomonotone complementarity problems and variational inequalities. In: Crouzeix, J.P., Haddjissas, N., Schaible, S. (eds.) Handbook of Generalized Convexity and Monotonicity, pp. 501–558 (2005)
Zeng, L.C., Wong, N.C., Yao, J.C.: On the convergence analysis of modified hybrid steepest-descent methods with variable parameters for variational inequalities. J. Optim. Theory Appl. 132, 51–69 (2007)
Xu, H.K.: Viscosity method for hierarchical fixed Point approach to variational inequalities. Taiwan. J. Math. 14, 463–478 (2010)
Geobel, K., Kirk, W.A.: Topics in Metric Fixed Point Theory. Cambridge Studies in Advanced Mathematics, vol. 28. Cambridge University Press, Cambridge (1990)
Attouch, H.: Variational Convergence for Functions and Operators. Applicable Math. Series. Pitman, London (1984)
Baillon, J.B., Haddad, G.: Quelques proprietes des operateurs angle-bornes et n-cycliquement monotones. Isr. J. Math. 26, 137–150 (1977)
Cabot, A.: Proximal point algorithm controlled by a slowly vanishing term: applications to hierarchical minimization. SIAM J. Optim. 15, 555–572 (2005)
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by X.-Q. Yang.
Research of H.-K. Xu was supported in part by NSC 97-2628-M-110-003-MY3.
Rights and permissions
About this article
Cite this article
Marino, G., Xu, HK. Explicit Hierarchical Fixed Point Approach to Variational Inequalities. J Optim Theory Appl 149, 61–78 (2011). https://doi.org/10.1007/s10957-010-9775-1
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10957-010-9775-1