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Research Article

Stability analysis of Gauss-type proximal point method for metrically regular mappings

ORCID Icon | (Reviewing editor)
Article: 1490161 | Received 07 Mar 2018, Accepted 11 Jun 2018, Published online: 11 Jul 2018

Abstract

In this article, we study the stability properties of a Gauss-type proximal point algorithm for solving the inclusion y ϵ T (x), where T is a set-valued mapping acting on a Banach space X with locally closed graph that is not necessarily monotone and y is a parameter. Consider a sequence of bounded constants {λk} which are away from zero. Under this consideration, we present the semi-local and local convergence of the sequence generated by an iterative method in the sense that it is stable under small variation in perturbation parameter y whenever the set-valued mapping T is metrically regular at a given point. As a result, the uniform convergence of the Gauss-type proximal point method will be established. A numerical experiment is given which illustrates the theoretical result.

AMS (MOS) Mathematics Subject classifications:

PUBLIC INTEREST STATEMENT

A large number of problems in engineering, optimization, economics and other disciplines can be brought in the form of equations. The unknowns of engineering equations can be differential equations, integral equations, systems of linear and nonlinear algebraic equations. The computational technique gives a lot of opportunity to researchers to solve these equations. The most commonly used solution methods for these equations are iterative and such iteration methods are applied for solving optimization problems. The generalized equation is an abstract model of a wide variety of variational problems including systems of inequalities, linear and nonlinear complementarity problems, system of nonlinear equations and first-order necessary conditions for nonlinear programming, equilibrium problems, etc. They have also plenty of applications in engineering and economics. In this communication, we have studied an iterative technique, namely Gauss-type proximal point method, to show the stability of the convergence of this method for solving generalized equation.

1. Introduction

This article is about to study the stability of the Gauss-type proximal point method for solving the perturbed inclusions involving set-valued mappings and parameters. We consider the perturbed inclusion of the following form:

(3.1) find xX such that yT(x),(3.1)

where T:X \vboxto.5ex\vss2X is a set-valued mapping with closed graph acting on a Banach space X and y is a parameter.

This type of inclusion is an abstract model for a wide variety of variational problems including complementary problems, systems of nonlinear equations and variational inequalities. In particular, it may characterize optimality or equilibrium. The classical proximal point algorithm (see Algorithm 5.1 in Section 3), whose origins can be traced back to (Krasnoselskii, Citation1955), was born in the 1960s (see, e.g. (Martinet, Citation1970; Moreau, Citation1965)).

Rockfellar (Citation1976a) presented a general convergence and rate of convergence analysis of the classical proximal point algorithm (see Algorithm 5.1 in Section 3) for solving 0T(x) (i.e. when y = 0) in the case when X is a Hilbert space and T is maximal monotone operator.

Furthermore, in his subsequent paper (Rockafellar, Citation1976b), he established its connection with the augmented Lagrangian method of constrained nonlinear optimization. In particular, Rockafellar (Rockafellar, Citation1976a, Theorem 1) showed that when xk+1 is an approximate solution of 0T(x) and T is maximal monotone, then the Algorithm 5.1 generates a sequence xk which is weakly convergent to a solution of 0T(x) for any starting point x0X.

For solving the inclusion 0T(x), Aragón Artacho, Dontchev, and Geoffroy (Citation2007) presented the following general version of the proximal point algorithm by considering a set-valued mapping T acting Banach spaces X and Y for the nonmonotone case and choosing a sequence of functions gk:XY with gk(0)=0 which are Lipschitz continuous

(3.2) 0gk(xk+1xk)+T(xk+1),for each k=0,1,2,,(3.2)

and proved the sequence obtained by (3.2) converges linearly. The uniform convergence analysis of the method (3.2) is given by Aragón Artacho and Geoffroy in (Aragón Artacho & Geoffroy, Citation2007). Many authors have been studied on proximal point algorithm and have also found applications of this method to specific variational problems. Most of the rapidly growing study on this subject has been concentrated on various versions of the algorithm for solving inclusions involving monotone mappings, and specially, on monotone variational inequalities (see (Anh, Muu, Nguyen, & Strodiot, Citation2005; Auslender & Teboulle, Citation2000; Bauschke, Burke, Deutsch, Hundal, & Vanderwerff, Citation2005; Solodov & Svaiter, Citation1999; Yang & He, Citation2005)). In recent work, Rashid et al. (Rashid, Jinhua, & Li, Citation2013) introduced the Gauss-type proximal point method and studied the semilocal and local convergence of the sequence generated by this method for solving the inclusion (3.1) when y=0. Moreover, by comparing with the results in Rockafellar (Rockafellar, Citation1976a, Theorem 1), these authors showed that the sequence generated by Gauss-type proximal point algorithm is more precise than the sequence generated by Algorithm 5.1. To see the further developments on perturbed generalized equations dealing with metrically regular mappings, one can refer to (Alom, Rashid, & Dey, Citation2016; Dontchev & Rockafellar, Citation2013; Rashid & Yuan, Citation2017).

Inspired by the works of Dontchev (Dontchev, Citation1996b) (or Aragón Artacho and Geoffroy (Citation2007)), we propose the restricted proximal point method (see Algorithm 5.2 in Section 3) and study the convergence analysis of this method for solving (3.1), which will imply the uniform convergence of the Gauss-type proximal point method introduced in (Rashid et al., Citation2013).

In this article, our approach is to study the semilocal and local convergence of the sequence generated by Algorithm 5.2 under the assumption that T is metrically regular, which means the uniform convergence of the Gauss-type proximal point method in Rashid et al. (Citation2013) will be established. Indeed, we present a kind of convergence of the sequence generated by Algorithm 5.2 which is uniform in the sense that the attraction region (i.e. the ball in which the initial guess x0 can be taken arbitrarily) does not depend on small variations in the perturbation parameter y near y0 and for such values of y this method finds a solution x of (3.1) whenever T is metrically regular.

The main tools, we use in this study, are metric regularity and Lipschitz-like properties for set-valued mappings. Based on the information around the initial point, we establish convergence criteria in Section 3, which provides some sufficient conditions ensuring the convergence to a solution of any sequence generated by Algorithm 5.2. As a consequence, uniformity of the local convergence result for Gauss-type proximal point method is obtained.

The content of this article is organized as follows. In Section 2, we present some notations, notions and some preliminary results. In Section 3, we introduce the restricted proximal point method defined by Algorithm 5.2. Utilizing the concept of Lipchitz-like and metric regular property, we show the existence and the convergence of the sequence generated by Algorithm 5.2. As a result, stability properties of the Gauss-type proximal point method will be justified. In Section 4, a numerical experiment is provided to illustrate the theoretical result. In the last section, we give a summary of the major results presented in this article.

2. Notations and preliminary results

Let X be a real Banach space and F be a set-valued mapping on X, indicated by F:X \vboxto.5ex\vss2X. The domain domF, the inverse F1 and the graph gphF of F are, respectively, defined by

domF:={xX:F(x)\O},F1(y):={xX:yF(x)},

and

gphF:=(x,y)X×X:yF(x).

Let xX and r > 0. The closed ball centered at x with radius r is denoted by Br(x). All the norms are denoted by . Let AX. The distance function of A is defined by

d(x,A)=infxa∥:aA,for each xX,

while the excess from the set A to the set CX is defined by

e(C,A)=supd(x,A):xC.

We begin with the definition of metric regularity and pseudo-Lipschitz mappings for a set-valued mappings. The following concept of metric regularity for a set-valued mapping is extracted from Dontchev & Rockafellar (Citation2004), whereas the notion of pseudo-Lipschitz property was introduced by Aubin (Aubin, Citation1984; Aubin & Frankowska, Citation1990). In particular, connection to linear rate of openness, pseudo-Lipschitz continuty, coderivative and metric regularity of set-valued mappings were established by Penot (Penot, Citation1989) and Mordukhovich (Mordukhovich, Citation1992). To see more details on these topics, one can refer to Dontchev & Rockafellar (Citation2004, Citation2001), Ioffe (Citation2000), Mordukhovich (Citation1993) and books (Mordukhovich, Citation2006; Rockafellar & Wets, Citation1997).

Definition 4.1. Let F:X \vboxto.5ex\vss2X be a set-valued mapping, and let (x0,y0)gphF. Let rx0 > 0,ry0 > 0 and M > 0. Then

  1. F is said to be

    1. metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant M if the following inequality holds:

      (4.1) d(x,F1(y))M d(y,F(x)) for all xBrx0(x0), yBry0(y0).(4.1)

    2. metrically regular at x0 for y0 if there exist constants rx0 > 0, ry0 > 0 and M > 0 such that F is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant M.

  2. F1 is said to be

    1. (i) Lipchitz-like at (y0,x0) on Bry0(y0)×Brx0(x0) with constant M if the following inequality holds:

      (4.2) \quade(F1(y1)Brx0(x0),F1(y2))My1y2 for any y1, y2Bry0(y0).(4.2)

    2. pseudo-Lipchitz around (y0,x0) if there exist constants ry0 > 0,rx0 > 0 and M > 0 such that F1 is Lipschitz-like at (y0,x0) on Bry0(y0)×Brx0(x0) with constant M.

Remark 4.1. The infimum of the set of values M for which (4.1) holds is the modulus of metric regularity, denoted by regF(xˉ|yˉ). The absence of metric regularity at xˉ for yˉ corresponds to regF(xˉ|yˉ)=. The inequality (4.1) has direct use in providing an estimate for how far a point x is from being a solution to the generalized equation yF(x) and the expression d(y,F(x)) measures the residual when F(x)y.

Remark 4.2. Equivalently, for the property (b–i) we can say that F1 is Lipschitz-like at (y0,x0)gphF1 on Bry0(y0)×Brx0(x0) with constant M if for every x1,x2Brx0(x0) and for every x1F1(y1)Brx0(x0), there exists x2F1(y2) such that

x1x2∥≤My1y2, forevery y1,y2Bry0(y0).

The following lemma plays an important role to prove our main result. This lemma establishes the connection between the metric regularity and the Lipchitz-like property. To see the proof of this lemma, one can refer to Rashid et al. (Citation2013) or monogram (Dontchev & Rockafellar, Citation2009, Theorem 3E.6).

Lemma 4.1. Let F:X \vboxto.5ex\vss2X be a set-valued mapping and let (x0,y0)gphF. Then F is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant M if and only if F1 is Lipschitz-like at (y0,x0) on Bry0(y0)×Brx0(x0) with the same constant M, that is, the latter condition satisfies the following inequality:

(4.3) e(F1(y)Brx0(x0),F1(y))Myyholds for all y,yBry0(y0).(4.3)

Recall the following statement which is a refinement of the Lyusternik-Graves theorem for metrically regular mapping taken from Dontchev, Lewis, & Rockafellar (Citation2002), Theorem 3.3). Analogue developments on this result appear in Dontchev (Citation1996a), Theorem 1.4) or Section 1 in Ioffe (Citation2000). This theorem plays an important role in the theory of metric regularity. This theorem proves the stability of metric regularity of a generalized equation under perturbations. Roughly says that a generalized equation yˉF(x) with solution x=xˉ can be perturbed by adding a to F a single-valued mapping g which is Lipschitz continuous with g(xˉ)=0, by fundamental estimate so as to get a generalized equation yˉ(g+F)(x) still having solution x=xˉ. For its statement, we recall that a set CX is locally closed at zC if there exists a > 0 such that the set CBa(z) is closed.

Proposition 4.1. Let F:X \vboxto.5ex\vss2X be a set-valued mapping and let (x0,y0)gphF. Let F be a metrically regular at x0,y0) on Brx0(x0)×Bry0(y0) with constant κ > 0 and gphF (Brx0(x0)×Bry0(y0)) be closed. Consider a function g:XX which is Lipschitz continuous at x0 with Lipschitz constant λ such that λ < κ1. Then the mapping g+F is metrically regular at (x0,y0+g(x0)) on Brx0(x0)×Bry0(y0+g(x0)) with constant κ1κλ.

We end this section with the following fixed point lemma for set-valued mappings, which was proved in Dontchev & Hager (Citation1994), Lemma (fixed point), is a generalization of the fixed point theorem (Ioffe & Tikhomirov, Citation1979).

Lemma 4.2. Let Φ:X \vboxto.5ex\vss2X be a set-valued mapping. Let η0X, r > 0 and 0 < α < 1 be such that

(4.4) d(η0,Φ(η0)) < r(1α)(4.4)

and

(4.5) e(Φ(x1)Br(η0),Φ(x2))αx1x2 foranyx1,x2Br(η0).(4.5)

Then Φ has a fixed point in Br(η0), that is, there exists xBr(η0) such that xΦ(x). If Φ is additionally single-valued, then the fixed point of Φ in Br(η0) is unique.

3. Stability of convergence analysis

Throughout, we suppose that X is a Banach space and let T:X \vboxto.5ex\vss2X be a set-valued mapping. Let (x0,y0)gphT and rx0 > 0,ry0 > 0 be such that Brx0(x0)dom T and Bry0(y0)T(X), the image of T. Assume that T is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant κ > 0 and gphT (Brx0(x0)×Bry0(y0)) is closed.

Let 0 < Δ,λ > 0 and λk(0,λ). For any xX, we define ΛΔ(λk,x) by

ΛΔ(λk,x):=vX:yλkv+T(x+v).

Recall the classical proximal point method, introduced in Rockafellar (Citation1976a), which is defined as follows:

Algorithm 5.1. (The Proximal Point Method (PPM))

Step 1. Initialize y=0,λ > 0, λk(0,λ), x0X, and put k:=0.

Step 2. If 0ΛΔ(λk,xk) then stop; otherwise go to Step 3.

Step 3. If 0ΛΔ(λk,xk),choose vk such that vkΛΔ(λk,xk).

Step 4. Set xk+1:=xk+vk.

Step 5. Update k:=k+1 and go to Step 2.

The restricted proximal point method we propose here is given in the following:

Algorithm 5.2. (The Restricted Proximal Point Method (RPPM))

Step 1. Given η[1,), λ > 0, λk(0,λ), 0 < Δ, x0X,and put k:=0.

Step 2. If 0ΛΔ(λk,xk) then stop; otherwise go to Step 3.

Step 3. If 0ΛΔ(λk,xk),choose vkΛΔ(λk,xk) such that there exists vˉΛΔ(λk,xk) and

vk∥≤η minvˉΛΔ(λk,xk)vˉ.

Step 4. Set xk+1:=xk+vk.

Step 5. Update k:=k+1 and go to Step 2.

We remarked that if y=0 and the set ΛΔ(λk,xk) is singleton for each k=0,1,2,, Algorithm 5.1 and Algorithm 5.2 are coincident. However, when ΛΔ(λk,xk) is not singleton, Algorithm 5.2 is a restricted version of Algorithm 5.1 since it imposes a restriction on the length of vk, vk∥:=η minvˉΛΔ(λk,xk)vˉ. Moreover, if y=0, the Algorithm 5.2 coincides with the Gauss-type proximal point algorithm introduced in Rashid et al. (Citation2013).

This section is intended to prove that whenever T is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant κ, then, for starting point x0 and for every element yBry0(y0), there is a sequence xk generated by Algorithm 5.2 which is convergent to a solution x of (3.1) for y.

In order to proceed, let γ > 0 and xX. For our convenience, define a mapping P(γ,x):X \vboxto.5ex\vss2X by

(5.1) P(γ,x)():=γ(x)+T(),(5.1)

and I:XX is an identity Lipschitz continuous function on Brx0(0).

Then, we obtain the following equivalence

(5.2) zP(γ,x)1(y)yγ(zx)+T(z) for any zX and yT(x).(5.2)

In particular,

(5.3) x0P(γ,x0)1(y0) for each (x0,y0)gphT.(5.3)

Note that

(3.1); T(x)y0,whenx=x0and(x0,y0)gphT;0,whenx=xandxisasolutionof;y,foreveryxexceptx.(3.1);

It is obvious that the mapping γI(x0) is Lipschitz continuous on Brx0(0)+x0. Since T is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant κ > 0 and gphT (Brx0(x0)×Bry0(y0)) is closed, by applying Lyusternik-Graves theorem (see Proposition 4.1) we have that the mapping P(γ,x0) is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant κ1κ. Setting

(5.4) r:=min2ry05γrx02,rx0(1κ(1+2γ))4κ.(5.4)

Then

(5.5) r > 0γ < min1κ2κ,2ry05rx0.(5.5)

To prove an important result in this section, we need the following lemma. This lemma plays an important role for convergence analysis of the restricted proximal point method. Up to some minor adjustment and simplifications of (Aragón Artacho & Geoffroy, Citation2007, Lemma 3.1), we state the modified result as follows:

Lemma 5.1. Let γ > 0. Assume that the mapping P(γ,x0) is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant κ1κ so that

(5.6) γ < min1κ2κ,2ry05rx0.(5.6)

Let xBrx02(x0). Then P(γ,x)1() is Lipschitz-like at (y0,x0) on Br(y0)×Brx02(x0) with constant κ1κ(1+2γ), that is,

(5.7) e(P(γ,x)1(y1)Brx02(x0),P(γ,x)1(y2))κ1κ(1+2γ)y1y2 for any y1, y2Br(y0).(5.7)

Proof. According to our assumption on P(γ,x0), we obtain through Lemma 4.1 that the mapping P(γ,x0)1 is Lipschitz-like at (y0,x0) on Bry0(y0)×Brx0(x0) with κ1κ, that is, the following inequality holds:

(5.8) e(P(γ,x0)1(y)Brx0(x0),P(γ,x0)1(y))κ1κyyfor all y,yBry0(y0).(5.8)

Note, by (5.5) and (5.6), that r > 0. Take

(5.9) μ:=κ1κ.(5.9)

Then it is clear by (5.6) and (5.9)) that 2γμ < 1. Let

(5.10) y1,y2Br(y0)andxP(γ,x)1(y1)Brx02(x0).(5.10)

It suffices to show that there exists x′′P(γ,x)1(y2) such that

xx∥≤μ12γμy1y2.

To complete this, we will proceed by mathematical induction on k and verify that there exists a sequence xkBrx0(x0) such that

(5.11) y2γ(xkx0)+γ(xk1x)γ(xk1x0)+T(xk),(5.11)

and

(5.12) xkxk1∥≤μy1y2(2γμ)k2(5.12)

hold for each k=2,3,4,. Define

(5.13) zi:=yiγ(xx)+γ(xx0) for each i=1,2.(5.13)

By (5.10), we obtain

(5.14) xx∥≤∥xx0+x0x∥≤rx0.(5.14)

Now, we obtain that

ziy0∥=∥yiγ(xx)+γ(xx0)y0∥≤∥yiy0+γxx0
(5.15) ≤∥yiy0+γ(xx+xx0).(5.15)

Then by 2r2ry05γrx0 in (5.4) together with (5.10) and (5.14), (5.15) yields that

(5.16) ziy0∥≤r+3γrx02ry0.(5.16)

This means that ziBry0(y0) for each i=1,2. Denote x1:=x. Noting that x1xBrx0(0) by (5.14). Then, we obtain x1P(γ,x)1(y1) by (5.10), that is,

(5.17) y1γ(x1x)+T(x1).(5.17)

Inclusion (5.17) can be written as

y1γ(x1x)+γ(x1x0)γ(x1x0)+T(x1).

This, by the definition of z1, implies that z1γ(x1x0)+T(x1). Hence, we get x1P(γ,x0)1(z1). This together with (5.10) gives that

x1P(γ,x0)1(z1)Brx0(x0).

From the Lipschitz-like property of P(γ,x0)1 and noting that z1,z2Bry0(y0) by (5.16), it follows from (5.8) that there exists x2P(γ,x0)1(z2) such that

(5.18) x2x1∥≤κ1κz1z2∥=μy1y2.(5.18)

Moreover, for x1=x and by the definition of z2, we have

x2P(γ,x0)1(z2)=P(γ,x0)1(y2γ(x1x)+γ(x1x0)).

This implies that

(5.19) y2γ(x2x0)+γ(x1x)γ(x1x0)+T(x2).(5.19)

Therefore, (5.18) and (5.19) are ensuring us that (5.11) and (5.12) are true with constructed points x1,x2.

Assume that x1,x2,...,xn are constructed such that (5.11) and (5.12) are true for k=2,3,,n. We have to construct xn+1 such that (5.11) and (5.12) are also true for k=n+1. Write

zin:=y2γ(xn+i1x)+γ(xn+i1x0) foreachi=0,1.

Then, we have from the inductional assumption,

z1nz0n∥=∥γ(xnx)+γ(xnx0)+γ(xn1x)γ(xn1x0)
 ≤∥γ(xnx)γ(xn1x)+γ(xnx0)γ(xn1x0)
 γxnxn1+γxnxn1
(5.20)  =2γxnxn1∥≤∥y1y2(2γμ)n1.(5.20)

Since 2γμ < 1, x1x0∥≤rx02 by (17) and y1y2∥≤2r by (5.10), it follows from (5.12) that

xnx0∥≤k=2nxkxk1+x1x0
 2μrk=2n(2γμ)k2+rx02
(5.21)  2μr12γμ+rx02.(5.21)

Utilizing the fact 4κrrx0(1κ(1+2γ)) from (5.4) together with (5.9) in (5.21), we have

(5.22) xnx0∥≤2κr1(1+2γ)κ+rx02rx0.(5.22)

Moreover, taking into account that

(5.23) xnx∥≤∥xnx0+x0x∥≤32rx0.(5.23)

Furthermore, using (5.22) and (5.23), one has that, for each i=0,1,

ziny0∥≤∥y2y0+γxx0∥≤r+γ(xxn+xnx0)
r+5γrx02.

By (5.4), the fact 2r2ry05γrx0 reduces the above inequality that

(5.24) ziny0∥≤ry0.(5.24)

Inequality (5.24) shows that zinBry0(y0) for each i=0,1.

By our assumption (5.11) holds for k=n, so we have

(5.25) y2γ(xnx0)+γ(xn1x)γ(xn1x0)+T(xn).(5.25)

This can be written as

y2γ(xn1x)+γ(xn1x0)γ(xnx0)+T(xn)

Then by the definition of z0n, we have z0nγ(xnx0)+T(xn). This, together with (5.22), yields that

xnP(γ,x0)1(z0n) Brx0(x0).

Now, by (5.8), there exists an element xn+1P(γ,x0)1(z1n) such that

(5.26) xn+1xn∥≤κ1κz1nz0n∥=μz1nz0n.(5.26)

Then by (5.20), we have

(5.27) xn+1xn∥≤μy1y2(2γμ)n1.(5.27)

Since xn+1P(γ,x0)1(z1n), by definition of z1n it follows that

(5.28) y2γ(xn+1x0)+γ(xnx)γ(xnx0)+T(xn+1).(5.28)

Therefore, the inclusion (5.28) together with (5.27) completes the induction step and ensure the existence of the sequence xk satisfying (5.11) and (5.12).

Since 2γμ < 1, we see from (5.12) that xk is a Cauchy sequence and hence there exists xBrx0(x0) such that x′′:=limkxk. From the previous proof, we have that (xn+1,y2γ(xnx)+γ(xnx0))gphT (Brx0(x0)×Bry0(y0)) for each n=0,1,. Taking limit n to (5.11) and since gphT (Brx0(x0)×Bry0(y0)) is closed, we obtain that

y2γ(x′′x)+T(x′′),

that is, x′′P(γ,x)1(y2). Moreover,

xx′′∥≤limsupnk=2nxkxk1∥≤limnk=2nμy1y2(2γμ)k2
=μ12γμy1y2∥=κ1κ(1+2γ)y1y2.

This completes the proof of the Lemma 5.1.

Remark 5.1. Let yBrγrx02(y0+γ(x0x)). Then, for every xBrx02(x0), we have that

yy0∥≤∥yy0γ(x0x)+γ(x0x)∥≤rγrx02+γrx02r.

It follows that Brγrx02(y0+γ(x0x))Br(y0). Therefore, P(γ,x)1() is Lipschitz-like at (y0+γ(x0x),x0) on Brγrx02(y0+γ(x0x))×Brx02(x0) with constant κ1κ(1+2γ).

Before going to demonstrate the main result in this section, we need to introduce some notation. Let xX and λ > 0. Choose a sequence of scalars λk such that λk(0,λ). Set γ:=λk in (5.1) for every k . Then the set-valued mapping P(γ,x) can be rewritten as follows:

(5.29) P(λk,x)():=λk(x)+T().(5.29)

Then, by Algorithm 5.2, we have that

(5.30) ΛΔ(λk,x)=vX:x+vP(λk,x)1(y).(5.30)

and we obtain the following equivalence

(5.31) zP(λk,x)1(y)yλk(zx)+T(z) for any zX and yT(z).(5.31)

In particular,

(5.32) x0P(λk,x0)1(y0) for each (x0,y0)gphT.(5.32)

Also, we can rewrite (5.4) as follows:

(5.33) rˉ:=min2ry05λkrx02,rx0(1κ(1+2λk))4κ.(5.33)

Then

(5.34) rˉ > 0λk < min1κ2κ,2ry05rx0.(5.34)

Moreover, the mapping P(λk,x0) is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant κ1κ by Lyusternik-Graves theorem (see Proposition 4.1). Then by Lemma 4.1, we have P(λk,x0)1 is Lipschitz-like at (y0,x0) on Bry0(y0)×Brx0(x0) with constant κ1κ, that is, the following inequality holds:

(5.35) e(P(λk,x0)1(y1)Brx0(x0),P(λk,x0)1(y2))κ1κy1y2for all y1,y2Bry0(y0).(5.35)

For our convenience, we define for each xX and yT(X), the mapping Z(λk,x):XX by

(5.36) Z(λk,x)():=y+λk(x0)λk(x),(5.36)

and the set-valued mapping Φ(λk,x):X \vboxto.5ex\vss2X by

(5.37) Φ(λk,x)()=P(λk,x0)1[Z(λk,x)()].(5.37)

Then

Z(λk,x)(x)Z(λk,x)(x′′)∥=∥λk(xx0)λk(xx)λk(x′′x0)+λk(x′′x)
 ≤∥λk(xx0)λk(x′′x0)+λk(xx)λk(x′′x)
 λkxx′′+λkxx′′
(5.38)  =2λkxx′′for each x,x′′X.(5.38)

We are now able to prove the semilocal convergence of the sequence generated by Algorithm 5.2 for solving (3.1) when T is metrically regular.

Theorem 5.1. Suppose that η > 1, λ > 0 and let x0X. Let λk be a sequence of scalars such that λk(0,λ). Assume that the mapping P(λk,x0) is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant κ1κ so that the following inequality holds:

(5.39) λ:=1κ2(η+2)κ.(5.39)

Let rˉ be defined in (5.33) and let δ > 0 and σ > 0 be such that

δmin{rx02,rˉ3λ,ry0(2η+1)λ,1};

σ < λδ.

Then, for every yBσ(y0), any sequence xk generated by Algorithm 5.2 with initial point x0 converges to a solution x of (3.1) for y.

Proof. Since η > 1 and λk(0,λ), we have from (46) that

(5.40) λk < λ=1κ2(η+2)κ < 1κ2κ.(5.40)

Let M:=κ1κ(1+2λk). Thus, Lemma 5.1 is applicable with constants rx02, rˉ and M. Moreover, inasmuch as λk(0,λ), we have that

(5.41) M:=κ1κ(1+2λk) < κ1κ(1+2λ).(5.41)

It follows, for λ=1κ2(η+2)κ, that

Mηληλκ1κ(1+2λ)=η(1κ)2(1κ)(η+2)2(1κ)
=η2(η+1)12.

Note that the metric regularity of the mapping P(λk,x0) at (x0,y0) on Brx0(x0)×Bry0(y0) with constant κ1κ implies through Lemma 4.1 that P(λk,x0)1 is Lipschitz-like at (y0,x0) on Bry0(y0)×Brx0(x0) with constant κ1κ, that is, (5.35) holds.

Let yBσ(y0). Since (x0,y0)gphT, then for σ∥< λδ in assumption (b), we have that

(5.42) d(y,T(x0))≤∥yy0∥≤σ < λδ.(5.42)

To complete the proof, we will proceed by mathematical induction. It suffices to show that the Algorithm 5.2 generates at least one sequence and any generated sequence xk satisfies

(5.43) xk+1P(λk,xk)1(y)Brx0(x0)(5.43)

and

(5.44) xk+1xk∥≤(Mηλ)k+1δ(5.44)

for each k=0,1,2,. To this end, define

(5.45) rˆx:=2κ1κ(λxx0+yy0) for each xX.(5.45)

Since η > 1, by using (5.39) and the fact σ < λδ in assumption (b) we have from (5.45) that

(5.46) rˆx2κ1κ(λδ+σ) < 4κλ1κδ < 2η+2δ < δ for each xBδ(x0).(5.46)

First, we will prove that

(5.47) ΛΔ(λ0,x0)rˆx0(0)\O.(5.47)

To do this, we will consider the mapping Φ(λ0,x0) defined by (5.37) and apply Lemma 4.2 to Φ(λ0,x0) with η0:=x0, r:=rˆx0 and α:=12. It’s sufficient to show that assertions (4.4) and (4.5) of Lemma 4.2 hold for Φ(λ0,x0) with η0:=x0, r:=rˆx0 and α:=12. To proceed, we note that x0P(λ0,x0)1(y0)Brˆx0(x0). Then by the definition of Φ(λ0,x0) and excess e, we have

d(x0,Φ(λ0,x0)(x0))e(P(λ0,x0)1(y0)Brˆx0(x0),Φ(λ0,x0)(x0))
(5.48)  e(P(λ0,x0)1(y0)Brx0(x0),P(λ0,x0)1[Z(λ0,x0)(x0)]).(5.48)

(noting that Brˆx0(x0)Bδ(x0)Brx0(x0)). For each xBδ(x0), we have that

(5.49) Z(λ0,x0)(x)y0∥=∥y+λ0(xx0)λ0(xx0)y0(5.49)
 ≤∥yy0∥≤σ.

Then by the relations σ < λδ and (2η+1)λδry0 in assumptions (b) and (a), respectively, we obtain that

(5.50) Z(λ0,x0)(x)y0∥≤λδry02η+1ry0,(5.50)

that is, for each xBδ(x0), Z(λ0,x0)(x)Bry0(y0). In particular, letting x=x0 in (5.49), then we obtain that

(5.51) Z(λ0,x0)(x0)y0∥=∥yy0(5.51)
σλδ.

This yields that Z(λ0,x0)(x0)Bry0(y0). Hence, by using (5.51) and Lipschitz-like property of P(λ0,x0)1() in (5.48), we obtain that

d(x0,Φ(λ0,x0)(x0))κ1κy0Z(λ0,x0)(x0)∥≤κ1κyy0
=(112)rˆx0=(1α)r.

This implies that assertion (4.4) of Lemma 4.2 is satisfied. Below, we will show that the assertion (4.5) of Lemma 4.2 is also hold. To show this, let x,x′′Brˆx0(x0). Then, by the fact 2δrx0 in assumption (a) and (4.46), we have x,x′′Brˆx0(x0)Bδ(x0)Brx0(x0). Moreover, we have from (4.50) that Z(λ0,x0)(x),Z(λ0,x0)(x′′)Bry0(y0). Then, by Lipschitz-like property of P(λ0,x0)1(), we have

e(Φ(λ0,x0)(x)Brˆx0(x0),Φ(λ0,x0)(x′′))
e(Φ(λ0,x0)(x)Brx0(x0),Φ(λ0,x0)(x′′))
=e(P(λ0,x0)1[Z(λ0,x0)(x)]Brx0(x0),P(λ0,x0)1[Z(λ0,x0)(x′′)])
(5.52) κ1κZ(λ0,x0)(x)Z(λ0,x0)(x′′).(5.52)

Applying (5.38) and (5.39) in (5.52), we obtain

e(Φ(λ0,x0)(x)Brˆx0(x0),Φ(λ0,x0)(x′′))
2κλ01κxx′′∥≤2λκ1κxx′′ < 1η+2xx′′
(5.53)  < 12xx′′∥=αxx′′.(5.53)

Therefore, the assertion (4.5) of Lemma 4.2 is also satisfied. Since both assertions (4.4) and (4.5) of Lemma 4.2 are fulfilled, there exists a fixed point

(5.54) xˆ1Brˆx0(x0) such that xˆ1Φ(λ0,x0)(xˆ1),(5.54)

which translates to Z(λ0,x0)(xˆ1)P(λ0,x0)(xˆ1), that is, yλ0(xˆ1x0)+T(xˆ1). This shows that xˆ1x0ΛΔ(λ0,x0) and hence (5.47) is hold. Consequently, inasmuch as η > 1, we can choose v0ΛΔ(λ0,x0) such that there exists vˉΛΔ(λ0,x0) and

(5.55) v0∥≤η minvˉΛΔ(λ0,x0)vˉ.(5.55)

By Algorithm 5.2, x1:=x0+v0 is defined. Hence, the point x1 is generated by Algorithm 5.2. Furthermore, by the definition of ΛΔ(λ0,x0), from (5.30) we can write

ΛΔ(λ0,x0):=v0X:x0+v0P(λ0,x0)1(y)
  =v0X:x1P(λ0,x0)1(y),

and since there exists vˉΛΔ(λ0,x0), we have

(5.56) minvˉΛΔ(λ0,x0)vˉ∥=d(0,ΛΔ(λ0,x0))=d(x0,P(λ0,x0)1(y)).(5.56)

Thus, from (5.55) we have v0∥≤ηd(0,ΛΔ(λ0,x0)). This implies that

v0∥≤ηrˆx0ηδ.

Then by assumptions (a) and (b), we get that

yλ0v0y0∥≤∥yy0+ λ0v0∥≤σ+ληδλ(η+1)δry0,

and so yλ0v0Bry0(y0). This, together with the closedness of gphT (Brx0(x0)×Bry0(y0)) and the fact v0ΛΔ(λ0,x0), implies that yλ0v0T(x1). Then, by (5.31) we have that x1P(λ0,x0)1(y). Because of v0ΛΔ(λ0,x0), by (61) it follows that (5.54) holds for k=0.

Since (5.40) holds and P(λk,x0)() is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant κ1κ, it follows from Lemma 5.1 that the mapping P(λk,x)1() is Lipschitz-like at (y0,x0) on Brˉ(y0)×Brx02(x0) with constant M for each xBrx02(x0). In particular, P(λ0,x0)1() is Lipschitz-like at (y0,x0) on Brˉ(y0)×Brx02(x0) with constant M as the ball Brx02(x0) contains the point x0. Furthermore, the facts 3λδrˉ and σ < λδ in assumptions (a) and (b), respectively, imply that

σ < λδrˉ3 < rˉ,

and hence we have that yBσ(y0)Brˉ(y0). Applying Lemma 4.1, we have that the mapping P(λ0,x0)() is metrically regular at (x0,y0) on Brx02(x0)×Brˉ(y0) with constant M such that

(5.57) d(x0,P(λ0,x0)1(y))M d(y,P(λ0,x0)(x0)) for x0Brx02(x0) and yBrˉ(y0).(5.57)

Using (5.56), (5.57) and (5.42) in (5.55), we obtain that

x1x0∥=∥v0∥≤η d(0,ΛΔ(λ0,x0))=η  d(x0,P(λ0,x0)1(y))
ηM d(y,P(λ0,x0)(x0))=ηM d(y,T(x0))
(5.58) (Mηλ)δ.(5.58)

This shows that (5.44) holds for k=0.

We assume that the points x1,,xn are generated by Algorithm 5.2 such that (5.43) and (5.44) are true for k=0,1,2,,n1. We show that there exists xn+1 such that (5.43) and (5.44) hold for k=n. Because (5.43) and (51) hold for kn1, we have, for Mηλ12, that

(5.59) xnx0∥≤i=1ndi1∥≤δi=1n(Mηλ)iMηλ1Mηλδδ,(5.59)

and so xnBδ(x0). Now with almost same arguments as we used for the case when k=0, we can show that (5.43) and (5.44) hold for k=n. Hence, (5.43) and (5.44) hold for each k. This implies that xn is a Cauchy sequence which is generated by Algorithm 5.2 and there exists xBrx0(x0) such that xnx. Thus, passing to the limit xn+1P(λn,xn)1(y) and since gphT (Brx0(x0)×Bry0(y0)) is closed, it follows that yT(x). Hence, the proof is complete.

The special case is that when x0 is a solution of (1) for y=0, Theorem 5.1 can be reduced to the following corollary which gives the local convergence result for restricted proximal point method defined by Algorithm 5.2.

Corollary 5.1. Suppose that η > 1, λ > 0 and xˉ is a solution of (1) for y=0. Let λk be a sequence of scalars such that λk(0,λ). Let T be metrically regular at (xˉ,0) which have locally closed graph at (xˉ,0). Let λ < 1M2(η+2)M, where M:=regT(xˉ|0). Suppose that

(5.60) limxxˉd(0,T(x))=0.(5.60)

Then there exist constants δˆ > 0 and σ > 0 such that for every yBσ(0) there exists any sequence xk generated by Algorithm 5.2 with initial point x0Bδˆ(xˉ), which is convergent to a solution x of (1) for y.

Proof. Let κ > M be such that λ=1κ2(η+2)κ. Since gphT is locally closed at (xˉ,0) and T is metrically regular at (xˉ,0), there exist constants rxˉ,r0 > 0 such that T is metrically regular at (xˉ,0) on Brxˉ(xˉ)×Br0(0) with constant κ and gphT (Brxˉ(xˉ)×Br0(0)) is closed. Since λkI(xˉ) is Lipschitz continuous on Brxˉ(0)+xˉ, by Proposition 4.1 we have that P(λk,xˉ) is metrically regular at (xˉ,0) on Brxˉ(xˉ)×Br0(0) with constant κ1κ.

Choose rx0(0,rxˉ) and ry0(0,r0) be such that 2ry05λkrx0 > 0. Since η > 1 and λk(0,λ), we have that

λk < λ=1κ2(η+2)κ < 1κ2κ.

This yields that 1κ(1+2λk) > 0. Then define

rˉ:=min2ry05λkrx02,rx0(1κ(1+2λk))4κ > 0.

It follows that

λk < min2ry05rx0,1κ2κ.

Let δ > 0 be such that

δmin{rx02,rˉ3λ,ry0(2η+1)λ,1}.

Let yBσ(0). Since (5.60) holds, we can take 0 < δˆδ so that for each x0Bδˆ(xˉ) there exists y0 near 0 such that y0T(x0), that is, y0P(λk,x0)(x0). Then for such y0 we have that yBσ(y0) so that

(5.61) σ λδ.(5.61)

It follows that Brx0(x0)Brxˉ(xˉ) and Bry0(y0)Br0(0) and hence gphT (Brx0(x0)×Bry0(y0)) is closed. Thus, by the property of P(λk,xˉ), we conclude that P(λk,x0) is metrically regular at (x0,y0) on Brx0(x0)×Bry0(y0) with constant κ1κ. Now, it is routine to check that all assumptions in Theorem 5.1 hold. Thus, Theorem 5.1 is applicable to complete the proof of the Corollary 5.1.

4. Numerical experiment

In this section, a numerical experiment is given to validate the stability of convergence of Gauss-type proximal point method.

Example 6.1. Let X=Y=R,y=1,x0=1.5,η=3,κ=0.2 and λ=0.4. Define a set-valued mapping T on R by T(x)=5x2,3x1. Then Algorithm 5.2 generates a sequence for solving (3.1), which is converges to x=0.6667.

Solution: Let us consider T(x)=5x2. It is obvious from the statement that T has a closed graph at (1.5,9.5)gphT. From the definition of ΛΔ(λ,xk), we have that

ΛΔ(λ,xk)=vkR:yλvk+T(xk+vk)
  =vkR:vk=y5xk+2λ+5.

On the other hand, the nonemptyness of ΛΔ(λ,xk) implies that

yλ(xk+1xk)+T(xk+1)
xk+1=y+λxk+2λ+5,

and we have, Theorem 5.1, that

vk∥=∥xk+1xk∥≤η d(0,ΛΔ(λ,xk))=η d(xk,P(λ,xk)1(y))
 ηM d(y,P(λ,xk)(xk))=ηM d(y,T(xk))
(6.1)  Mηλxkxk1∥=Mηλvk1.(6.1)

Then by the definition of M, we obtain that M < 5160.31, and hence for given values of η,κ and λ, we see that Mηλ < 38 < 1. Thus, this implies that the sequence generated by Algorithm 5.2 converges linearly. Using Mat lab program, we present the solution of (3.1), which is 0.6667, when the number of iterations are k=7. Similarly, we can use the same approach for finding the solution of (3.1) when T(x)=3x1. The Table shows the numerical results and Figure gives the graphical representation of T(x)=5x2,3x1.

Table 1. Finding a solution of generalized equation

 Figure 1. The figure for set-valued mappings T(x)=5x2,3x1.

 Figure 1. The figure for set-valued mappings T(x)=5x−2,3x−1.

5. Concluding remarks

When η > 1, we have established the semilocal and local convergence of the restricted proximal point method defined by Algorithm 5.2 under the assumption that T is metrically regular. Our proposed method coincides with the Gauss-type proximal point algorithm introduced by Rashid et al. in Rashid et al. (Citation2013) when y=0. Moreover, when y=0, η=1 and the set ΛΔ(λk,xk) is singleton, the Algorithm 5.2 reduces to the classical proximal point algorithm defined by Algorithm 5.1. The convergence result established in the present article is ensuring the validity of the Gauss-type proximal point method, introduced by Rashid et al. in Rashid et al. (Citation2013), in the sense that the convergence result is uniform. Therefore, this study improves and extends the result corresponding to (Rashid et al., Citation2013). Finally, we have presented a numerical experiment that illustrated the theoretical result.

Acknowledgements

The author thanks the anonymous referees for their insightful comments and constructive suggestions, which contribute to the improvement of the initial versions of this manuscript. The author is also grateful to the associate editor for his constructive suggestions which have improved the presentation of this manuscript.

Additional information

Funding

This work was supported by the Ministry of Education, Bangladesh [37.20.0000.004.033.013.2015].

Notes on contributors

M.H. Rashid

Mohammed Harunor Rashid is an Associate Professor in the Department of Mathematics, University of Rajshahi, Bangladesh, where he teaches calculus, geometry, real analysis, numerical analysis, vector and tensor analysis, operations research, functional analysis and other courses in both undergraduate and graduate level. Presently, he is a Postdoctoral Fellow at the Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China. He has completed his PhD from Zhejiang University, China. His research interests focus on fuzzy Mathematics, nonlinear numerical functional analysis and nonlinear optimization, especially on generalized equations. In his investigation, he has shown how to solve generalized equations using an iterative method under some suitable conditions. He has published his research contributions in some internationally renowned journals whose publishers are Springer, Taylor & Francis, Yokohama and other journals.

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