Abstract
Many convex optimization problems in a Hilbert space ℋ can be written as the following variational inequality problem VIP (ℱ, C): Find such that
for all z ∈ C, where C ⊂ ℋ is closed convex and ℱ: ℋ → ℋ is monotone. We consider a special case of VIP (ℱ, C), where
and U
i
: ℋ → ℋ are quasi-nonexpansive operators having a common fixed point, i ∈ I: = {1, 2,…, m}. A standard method for VIP (ℱ, C) is the projected gradient method u
k+1 = P
C
(u
k
− μℱu
k
) which generates sequences converging to a unique solution of VIP (ℱ, C) if ℱ is strongly monotone and Lipschitz continuous. Unfortunately, the method cannot be applied for
, because, in general, P
C
u cannot be computed explicitly, u ∈ ℋ. Lions in 1977 and Bauschke in 1996 considered a special case of
, where ℱ = Id −a, for some a ∈ ℋ, U
i
are firmly nonexpansive or nonexpansive, respectively, and studied the convergence properties of the following method: u
k+1 = U
i
k
u
k
− λ
k
ℱU
i
k
u
k
, where λ
k
↓ 0 and
is a cyclic control, i.e., i
k
= k(mod m) +1 for all k ≥ 0 (see [Citation1, Citation22]). We apply this method in case ℱ is strongly monotone and Lipschitz continuous, U
i
are quasi-nonexpansive and
is almost-cyclic. We present the method in a more general form
ACKNOWLEDGMENTS
The authors thank two anonymous referees for their constructive comments which helped to improve the paper.