Académique Documents
Professionnel Documents
Culture Documents
http://dx.doi.org/10.18576/amis/100216
Abstract: In this paper, we consider a new system of extended general variational inequalities involving six nonlinear operators. Using
projection operator technique, we show that system of extended general variational inequalities is equivalent to a system of fixed point
problems. Using this alternative equivalent formulation, some Gauss-Seidel type algorithms for solving a system of extended general
variational inequalities are suggested and investigated. Convergence of these new methods is considered under some suitable conditions.
Several special cases are discussed. Results obtained in this paper continue to hold for these problems. The ideas and techniques of this
paper may stimulate further research in this field.
2 Preliminaries and Basic Results It is well known that the projection operator P is
nonexpansive, that is,
Let H be a real Hilbert space, whose norm and inner
product are denoted by kk and h, i, respectively. Let 1 , kP [u] P [v]k ku vk, H . (6)
2 be two closed and convex sets in H . Definition 1.A nonlinear operator T : H H is said to
be:
For given nonlinear operators
T1 , T2 , g1 , g2 , h1 , h2 : H H , consider a problem of (i)strongly monotone, if there exists a constant > 0,
finding x, y H : h1 (y) 1 , h2 (x) 2 such that such that
hT1 x, g1 (v) h1 (y)i 0, v H : g1 (v) 1 ,
hTu T v, u vi ku vk2 , u, v H .
(1)
hT2 y, g2 (v) h2 (x)i 0, v H : g2 (v) 2 . (ii)Lipschitz continuous if there exists a constant > 0,
The system (1) is called a system of extended general such that
variational inequalities with six operators. kTu T vk ku vk, u, v H .
Note that, if T satisfies (i) and (ii), then .
We now list some special cases of the system of
extended general variational inequalities (1). Lemma 2.[29] If {n } n=0 is a nonnegative sequence
I.If g1 = g2 = g, h1 = h2 = h and 1 = 2 = , a satisfying the following inequality:
closed convex set in H , then problem (1) reduces to n+1 (1 n) n + n f oralln 0,
find x, y H : h (y) , h (x) such that
hT1 x, g (v) h (y)i 0, v H : g (v) ,
with 0 n 1, n = , and n = o (n ), then
(2) n=0
hT2 y, g (v) h (x)i 0, v H : g (v) . lim n = 0.
n
The problem of type (2) is called a system of
extended general variational inequalities with four Using the auxiliary principle technique of Glowinski et
nonlinear operators. al [7], as developed by Noor [20,21], one can easily show
II.If g1 = h1 = g, g2 = h2 = h and 1 = 2 = , a closed that problem (1) is equivalent to that of finding x, y H :
h1 (y) 1 , h2 (x) 2 such that
convex set in H , then problem (1) collapse to find
x, y H : g (y) , h (x) such that h1 T1 x + h1 (y) g1 (x) , g1 (v) h1 (y)i 0,
. (7)
h2 T2 y + h2 (x) g2 (y) , g2 (v) h2 (x)i 0,
hT1 x, g (v) g (y)i 0, v H : g (v) ,
(3) where v H , g1 (v) 1 , g2 (v) 2 , 1 > 0 and 2 > 0
hT2 y, h (v) h (x)i 0, v H : h (v) ,
are constants.
is a system of general variational inequalities with four
We use this equivalent formulation to develop some
nonlinear operators.
new iterative methods for solving the system of extended
III.If T1 = T2 = T , then problem (2) reduces to find u
general variational inequalities and its variant forms.
H : h (u) such that
hTu, g (v) h (u)i 0, v H : g (v) , (4)
which is called extended general variational inequality, 3 Applications
introduced and studied by Noor [21].
In this section, it is shown that the optimality conditions
For suitable and appropriate choice of operators and of nonconvex minimax problem can be studied via system
spaces, one can obtain several new and known classes of of extended general variational inequalities (1). For this
variational inequalities. For recent applications, existence purpose, we recall the following concepts.
theory, iterative methods, sensitivity analysis and
different aspects of problem (4) , see [20,21,22] and Definition 2.[21] Let be any set in H . The set is
references therein. said to be hg-convex, if there exist functions g, h : H H
We now summarize some basic properties and related such that
definitions which are essential in the following h (u) + t (g (v) h (u)) ,
discussions.
u, v H : h (u) , g (v) , t [0, 1] .
Lemma 1.Let be a closed and convex set in H . Then
for a given z H , u satisfies Clearly every convex set is hg-convex, but the
converse is not true, see [5]. hg-convex sets are also called
hu z, v ui 0, v , (5) nonconvex sets. For the properties and other aspects of
if and only if, hg-convex sets, see Cristescu and Lupsa [5] and
references therein. If h = g, then the hg-convex set is
u = P [z] , called the g-convex set, which was introduced by Noor
where P is the projection of H onto a closed and convex [18] in 1988 implicitly. For other properties of the
set in H . g-convex set, see Youness [31] .
c 2016 NSP
Natural Sciences Publishing Cor.
Appl. Math. Inf. Sci. 10, No. 2, 557-564 (2016) / www.naturalspublishing.com/Journals.asp 559
theoretical point of view. Using the fixed point
where F () is the differential of F at h(u) . formulations (10) and (11), we suggest and analyze some
iterative algorithms.
Lemma 3 implies that hg-convex programming We can rewrite (10) and (11) in the following
problem can be studied via extended general variational equivalent forms:
inequality (4) with Tu = F (h(u)). In a similar way, one
y = (1 n) y + n y h1 (y) + P1 [g1 (x) 1T1 x] (12)
can show that the extended general variational inequality ,
x = (1 n ) x + n x h2 (x) + P2 [g2 (y) 2 T2 y] (13)
(4) is the Fritz-John condition of the inequality ,
constrained optimization problem. where 0 n , n 1 for all n 0.
This alternative formulation is used to suggest the
We now show that the nonconvex minimax problem following algorithms for solving system of extended
can be characterized by a system of extended general general variational inequalities (7) and its variant forms.
variational inequalities of the type (1). This is the main
motivation of the next example. Algorithm 1For given x0 , y0 H : h1 (y0 ) 1 and
h2 (x0 ) 2 , find xn+1 and yn+1 by the iterative schemes
Example 1.Consider the following nonconvex minimax yn+1
problem as = (1 n ) yn + n yn h1 (yn ) + P1 [g1 (xn ) 1 T1 xn ] ,
xn+1
min max f (h2 (x) , h1 (y)) , (8) = (1 n ) xn + n xn h2 (xn ) + P2 [g2 (yn+1 ) 2 T2 yn+1 ] ,
(14)
xH :h2 (x)2 yH :h1 (y)1
where 0 n , n 1 for all n 0.
where f is twice differentiable in H H . The solution
of (8) is equivalent to the saddle point of f (h2 (x) , h1 (y)), Algorithm 1 can be viewed as a Gauss-Seidel method
that is, a point x , y H : h1 (y ) 1 , h2 (x ) 2 for solving a system of extended general variational
satisfies inequalities (7).
f (h2 (x ) , h1 (y)) f (h2 (x ) , h1 (y )) f (h2 (x) , h1 (y )) , We now discuss some special cases of Algorithm 1.
for all x, y H : h1 (y) 1 , h2 (x) 2 . I.If g1 = g2 = g, h1 = h2 = h and 1 = 2 = , then
Using the technique of Bazaraa et al [2], one can show Algorithm 1 reduces to following projection algorithm
that x , y is a saddle point of f (h2 (x) , h1 (y)) , if and only for solving the system (2).
if, it satisfies Algorithm 2For given x0 , y0 H : h (x0 ) , h (y0 ) , find
h1 x f (x , y ) , g1 (x) h1 (y )i 0,
xn+1 and yn+1 by the iterative schemes
(9)
2 y f (x , y ) , g2 (x) h2 (x ) 0, yn+1
where x H , g1 (x) 1 , g2 (x) 2 , 1 > 0 and 2 > 0 = (1 n) yn + n {yn h (yn ) + P [g (xn ) 1 T1 xn ]} ,
are constants. xn+1
Clearly problem (9) is a special case of (1) with
x f (x , y ) = T1 x and y f (x , y ) = T2 y. = (1 n) xn + n {xn h (xn ) + P [g (yn+1 ) 2 T2 yn+1 ]} ,
where 0 n , n 1 for all n 0.
c 2016 NSP
Natural Sciences Publishing Cor.
560 M. A. Noor et. al.: Some new algorithms for solving a system..
II.If h = g, then Algorithm 2 reduces to the following Proof.Let x, y H : h1 (y) 1 , h2 (x) 2 be a solution
algorithm for solving system of extended general of (7). Then from (13) and (14), we have
variational inequalities. kxn+1 xk
Algorithm 3For given x0 , y0 H : g (x0 ) , g (y0 ) , = k (1 n ) xn + n {xn h2 (xn )
compute sequences {xn } and {yn } by the iterative +P2 [g2 (yn+1 ) 2 T2 yn+1 ]
schemes
(1 n) x n x h2 (x) + P2 [g2 (y) 2 T2 y] k
yn+1
(1 n) kxn xk + n kxn x (h2 (xn ) h2 (x))k
= (1 n) yn + n {yn g (yn ) + P [g (xn ) 1 T1 xn ]} ,
+n
P2 [g2 (yn+1 ) 2T2 yn+1 ] P2 [g2 (y) 2T2 y]
xn+1
(1 n) kxn xk + n kxn x (h2 (xn ) h2 (x))k
= (1 n) xn + n {xn g (xn ) + P [g (yn+1 ) 2 T2 yn+1 ]} ,
+n kyn+1 y (g2 (yn+1 ) g2 (y))k
where 0 n , n 1 for all n 0.
+n kyn+1 y 2 (T2 yn+1 T2y)k . (15)
For suitable and appropriate choice of operators and
spaces, one can obtain several new and known iterative Since operator T2 is strongly monotone and Lipschitz
methods for solving system of extended general continuous with constants T2 > 0 and T2 > 0,
variational inequalities and related problems. It has been respectively. Then it follows that
shown [23] that the problem (1) has a solution under kyn+1 y 2 (T2 yn+1 T2 y)k2
some suitable conditions.
= kyn+1 yk2 22 hT2 yn+1 T2 y, yn+1 yi
We now investigate the convergence analysis of + kT2 yn+1 T2 yk2
Algorithm 1. This is the main motivation of our next 1 22T2 + 22T22 kyn+1 yk2 .
(16)
result.
In a similar way, we have
Theorem 4.Let operators T1 , T2 , g1 , g2 , h1 , h2 : H H
be strongly monotone with constants T1 > 0, T2 > 0, kxn x (h2 (xn ) h2 (x))k2
g1 > 0, g2 > 0, h1 > 0, h2 > 0 and Lipschitz 1 2h2 + h22 kxn xk2 ,
(17)
continuous with constants T1 > 0, T2 > 0, g1 > 0,
and
g2 > 0, h1 > 0, h2 > 0 respectively. If following
conditions hold: kyn+1 y (g2 (yn+1 ) g2 (y))k2
1 2g2 + g22 kyn+1 yk2 ,
q
(i)T1 = 1 21T1 + 12T21 < 1. (18)
q where we have used the strongly monotonicity and
(ii)T2 = 1 22T2 + 22T22 < 1. Lipschitz continuity of operators g2 , h2 with constants
(iii)0 n , n 1 for all n 0, g2 > 0, h2 > 0 and g2 > 0, h2 > 0, respectively.
Combining (15) (18), we obtain
n 1 h2 n g1 + T1 0
kxn+1 xk
n 1 h1 0
q
(1 n ) kxn xk + n 1 2h2 + h22 kxn xk
n g2 + T2 0, q
+n 1 2g2 + g22 kyn+1 yk
such that
q
+n 1 22T2 + 22T22 kyn+1 yk
n 1 h2 n (g1 + T1 ) =
n=0
= 1 n 1 h2 kxn xk
n 1 h1 = +n (g2 + T2 ) kyn+1 yk. (19)
n=0 Similarly, using strongly monotonicity and Lipschitz
n (g2 + T2 ) = , continuity of operators T1 , g1 , h1 with constants
T1 > 0, g1 > 0, h1 > 0 and T1 > 0, g1 > 0, h1 > 0,
n=0
respectively. From (12) and (14), we have
where
q q kyn+1 yk
g1 = 1 2g1 + g2 , g2 = 1 2g2 + g2 ,
1 2 = k (1 n) yn + n {yn h1 (yn )
and +P1 [g1 (xn ) 1 T1 xn ]
q q
h1 = 1 2h1 + h21 , h2 = 1 2h2 + h22 , (1 n) y n y h1 (y) + P1 [g1 (x) 1T1 x] k
then sequences {xn } and {yn } obtained from (1 n) kyn yk + n kyn y (h1 (yn ) h1 (y))k
+n
P [g1 (xn ) 1 T1 xn ] P [g1 (x) 1T1 x]
Algorithm 1 converge to x and y respectively. 1 1
c 2016 NSP
Natural Sciences Publishing Cor.
Appl. Math. Inf. Sci. 10, No. 2, 557-564 (2016) / www.naturalspublishing.com/Journals.asp 561
+n g2 + T2 kyn+1 yk + 1 n 1 h1 kyn yk .
We now consider the convergence analysis of
Algorithm 5, using the technique of Theorem 4. For the
From which, we have sake of completeness and to convey an idea, we include
kxn+1 xk + (1 n (g2 + T2 )) kyn+1 yk all the details.
1 n 1 h2 + n (g1 + T1 ) kxn xk
Theorem 6.Let operators T1 , T2 , g1 , g2 , h1 , h2 : H H
+ 1 n 1 h1 kyn yk, be strongly monotone with constants T1 > 0, T2 > 0,
g1 > 0, g2 > 0, h1 > 0, h2 > 0 and Lipschitz
which implies that continuous with constants T1 > 0, T2 > 0, g1 > 0,
kxn+1 xk + kyn+1 yk g2 > 0, h1 > 0, h2 > 0 respectively. If following
max (1 , 2 ) (kxn xk + kyn yk) conditions hold:
= (kxn xk + kyn yk) ,
q
(21) (i)T1 = 1 21T1 + 12 T21 < 1.
where q
(ii)T2 = 1 22T2 + 22 T22 < 1.
= max (1 , 2 ) (iii)0 n , n 1 for all n 0,
1 = 1 n 1 h2 n (g1 + T1 )
n 1 h2 n g1 + T1 0
2 = 1 n 1 h1
= 1 n (g2 + T2 ) . n 1 h1 0
c 2016 NSP
Natural Sciences Publishing Cor.
562 M. A. Noor et. al.: Some new algorithms for solving a system..
From (16) , (18) , (25) and (29), we have This implies that
kwn wk lim kxn+1 xk = 0,
n
= kg2 (yn+1 ) 2T2 yn+1 g2 (y) + 2 T2 yk
kyn+1 y (g2 (yn+1 ) g2 (y))k and
+ kyn+1 y 2 (T2 yn+1 T2y)k lim kyn+1 yk = 0.
n
(g2 + T2 ) kyn+1 yk . (32)
This is the required result.
Similarly, from (20) , (24) and (28), we have
kzn zk
= kg1 (xn ) 1T1 xn g1 (x) + 1 T1 xk 5 Conclusion
kxn x (g1 (xn ) g1 (x))k + kxn x 1 (T1 xn T1 x)k
In this paper, we have considered a new system of
(g1 + T1 ) kxn xk . (33) extended general variational inequalities. It is shown that
Combining (30) , (32) and (31) , (33), we have the optimality conditions of the differentiable nonconvex
minimax problem on the nonconvex sets can be
kxn+1 xk characterized by a new system of extended general
1 n 1 h2 kxn xk + n (g2 + T2 ) kyn+1 (34) yk , variational inequalities. We have proved that the system
of extended general variational inequalities is equivalent
and to systems of fixed point problems. This equivalent
formulation has been used to propose and analyze several
kyn+1 yk Gauss-Seidel type algorithms for solving system of
1 n 1 h1 kyn yk + n (g1 + T1 ) kxn xk
(35)
. extended general variational inequalities. Convergence of
these new Gauss-Seidel type algorithms is investigated
Adding (34) and (35), we have
under some suitable conditions. Several special cases are
kxn+1 xk + kyn+1 yk
also discussed. The implementation of these algorithms
1 n 1 h2 kxn xk + n (g2 + T2 ) kyn+1 yk and their comparison with other techniques need further
research. The idea and technique of this paper may
+ 1 n 1 h1 kyn yk + n (g1 + T1 ) kxn xk
motivate for further research in this area.
= 1 n 1 h2 + n (g1 + T1 ) kxn xk
+n (g2 + T2 ) kyn+1 yk
+ 1 n 1 h1 kyn yk .
Acknowledgement
From which, we have
kxn+1 xk + (1 n (g2 + T2 )) kyn+1 yk Authors would like to thank Dr. S. M. Junaid Zaidi (H.I.,
S.I. ), Rector, COMSATS Institute of Information
1 n 1 h2 + n (g1 + T1 ) kxn xk
Technology, Pakistan, for providing excellent research
+ 1 n 1 h1 kyn yk,
facilities.
c 2016 NSP
Natural Sciences Publishing Cor.
Appl. Math. Inf. Sci. 10, No. 2, 557-564 (2016) / www.naturalspublishing.com/Journals.asp 563
c 2016 NSP
Natural Sciences Publishing Cor.
564 M. A. Noor et. al.: Some new algorithms for solving a system..
Editorial Board of several reputed international journals Awais Gul Khah obtained
of Mathematics and Engineering sciences. He has more his Ph.D degree from
than 800 research papers to his credit which were COMSATS Institute
published in leading world class journals. of Information Technology,
Islamabad, Pakistan.
His field of interest is
Khalida Inayat Noor Variational inequalities and
is a leading world-known Numerical Optimization. He
figure in mathematics and has published several papers
is presently employed as HEC in outstanding journals of
Foreign Professor at CIIT, Mathematics and Engineering
Islamabad. She obtained her sciences.
PhD from Wales University
(UK). She has a vast
experience of teaching and Rafia Latif obtained her
research at university levels MS degree from COMSATS
in various countries including Institute of Information Technology, Islamabad, Pakistan.
Iran, Pakistan, Saudi Arabia, Canada and United Arab She is a Ph.D scholar. Her field of interest is Variational
Emirates. She was awarded HEC best research paper inequalities and Numerical Optimization.
award in 2009 and CIIT Medal for innovation in 2009.
She has been awarded by the President of Pakistan:
Presidents Award for pride of performance on August 14,
2010 for her outstanding contributions in mathematical
sciences and other fields. Her field of interest and
specialization is Complex analysis, Geometric function
theory, Functional and Convex analysis. She introduced a
new technique, now called as Noor Integral Operator
which proved to be an innovation in the field of geometric
function theory and has brought new dimensions in the
realm of research in this area. She has been personally
instrumental in establishing PhD/MS programs at CIIT.
Dr. Khalida Inayat Noor has supervised successfully
several Ph.D and MS/M.Phil students. She has been an
invited speaker of number of conferences and has
published more than 400 (Four hundred ) research articles
in reputed international journals of mathematical and
engineering sciences. She is member of editorial boards
of several international journals of mathematical and
engineering sciences.
c 2016 NSP
Natural Sciences Publishing Cor.