Modification of the Convergence of GG-PPA for Solving Generalized Equations ()
1. Introduction
Consider X and Y are Banach spaces,
is a set-valued mapping with a locally closed graph. We proceed with the problem of seeking a point
, which satisfies the generalized equation
(1)
Robinson first introduced generalized equations as a hypothetical example for a wide range of variational issues, such as complementary issues, variational inequalities, and systems of nonlinear equations. For more information, see [1] [2]. It may specifically apply to optimality or equilibrium issues (for more details, see [3] ). Select a set of Lipschitz continuous functions
with
that are located in the vicinity of the solution. Martinet [4] first developed the bellow algorithm for use in convex optimization by taking into account a sequence of scalars
that are distinct from zero. For each t = 0, 1, 2, the expression is
(2)
Method (2) was thoroughly examined by Rockafellar [5] within the broad context of maximal monotone inclusions. Specifically, Rockafellar [5] demonstrated that for a scalar sequence
which is away from 0, iteration (2) creates a sequence
that is to a weakly convergent result of (1) for any beginning point
belongs to X if
represents an approximate solution of (1) and
is maximum monotone.
The proximal point technique has been investigated by several researchers, and they have also discovered uses for it in particular variational inequalities. Numerous iterations of the procedure for resolving generalized equations using monotone mappings, and in particular monotone variational inequalities, have received the majority of the attention in the literature on this topic. Spingarn [6] has investigated the first weaker version of monotonicity. In many situations, the mapping
frequently exhibits monotonicity.
However, there is interest in thinking about and researching such a system without monotony. First, monotonicity works with mappings of both a space and its dual, which typically results in a restriction of the procedure for mappings on a Hilbert space. As a result, we are able to work with mappings acting between two separate Banach spaces as metric regularity does not necessitate the condition of monotonicity. Second, omitting some mappings that are metrically regular since monotonicity sometimes proves to be a strong assumption. For the situation of non-monotone mappings, Aragon Artacho et al. [7] have given the generic version of the PPA for solving the inclusion problem (1). The findings of the PPA’s convergence without monotonicity are surveyed in [8]. Let
belongs to X. Consider
(3)
is the definition of the subset of X represented by
. Aragon Artacho et al. [7] established the GPPA that is listed below:
Algorithm 1 (GPPA):
Step 1: Set t equal to 0,
belongs to X,
is greater than 0.
Step 2: Stop if
; else, proceed to Step 3.
Step 3: Enter
and if
, select
so that
.
Step 4: Compose
equal to
.
Step 5: Compute t by t+ 1 before moving on to Step 2.
Under certain conditions, Aragon Artacho et al. [7] established that the aforementioned method creates only one sequence that converges linearly to the solution when the beginning point
is near the solution. We can therefore conclude that this type of procedure is not suitable for real application in light of practical computations. To overcome this difficulty, Alom et al. [9] introduced the general version of the Gauss-type Proximal Point Algorithm (GG-PPA) and proved the semi-local and local convergence results by using both the metric regularity condition and the Lipschitz-like property for set-valued mapping with some necessary conditions. We see that the procedure of Alom et al. [9] is comparatively lengthy and complex. To overcome the limitations of Aragon Artacho et al. [7] and prove the semi-local and local convergence results in the easiest way, we propose the modified GG-PPA for resolving the generalized Equation (1) with some new ideas to the key theorem and prove this by using only metric regularity condition in place of Lipschitz-like property.
To show the existence and the proof of convergence of any sequence generated by the GG-PPA, Alom et al. [9] considered the main theorem that
,
and
, while in the key theorem in this paper, we consider that
,
and
. We demonstrate that our approach is superior to the prior one for resolving the generalized Equation (1). The improved GG-PPA creates sequences whose any sequence is convergent, however, Algorithm 1 does not, which is the distinction between our suggested method 2 and Algorithm 1. So, the updated GG-PPA that we suggest here is given below:
Algorithm 2 (Modified GG-PPA):
Step 1: Set t equal to 0,
belongs to X,
is greater than 0 and
.
Step 2: Stop if
; else, proceed to Step 3.
Step 3: Enter
and if
, select
so that
and
.
Step 4: Compose
equal to
.
Step 5: Compute t by t+ 1 before moving on to Step 2.
From Algorithm 2, we note that:
1) Algorithm 2 simplifies to the traditional PPA defined by (2) if
equal to 1,
is single valued,
, and Y equal to X a Hilbert space.
2) if
equal to 1 and
is single valued, Algorithm 2 and Algorithm 1 are equivalent.
3) Algorithm 2 is equivalent to the traditional G-PPA that Rashid et al. [10] introduced when
, and Y equal to X is a Banach space.
There is substantial work on the analysis of the local convergence of Algorithm 1, but no additional analysis of the semi-local convergence of Algorithm 1 is available. Rashid et al. provided a semi-local convergence study for the traditional proximal point approach of the Gauss type in [10]. Rashid developed the G-PPA for solving the issue of variational inequality in his subsequent study [11], which also yielded local and semi-local convergence findings. Numerous contributions to the study of the analysis of semi-local convergence for the Gauss-Newton method have been made in [12]. For the purpose of solving smooth generalized equations, Alom and Rashid [13] presented the GGPPA and examined the local and semi-local convergence results. Recently, Khaton and Rashid [14] developed the extended Newton-type method and got the local and semi-local convergence results for solving the generalized Equation (1).
According to our knowledge, Algorithm 2’s semi-local and local convergence analysis of the applied system has never been studied before. As a result, we draw the conclusion that the contributions made in this work appear novel. Basically, Algorithm 2 is subject to two different kinds of convergence problems. While one of them, the convergence criterion depending on information near the starting point
is the focus of a technique called semi-local analysis, the other, known as local convergence analysis, is focused on the convergence ball depending on information close to a solution of (1). Our goal in the current work is to investigate the results of semi-local convergence of the modified GG-PPA as stated by Algorithm 2. Our study mainly relies on the metric regularity conditions of the mappings with set values.
The primary findings come from the convergence analysis introduced in Section 3, which is dependent on the zone of attraction surrounding the beginning point and provides certain necessary assumptions for any sequence produced by Algorithm 2 to converge to a solution. As a consequence, the result of the local convergence analysis of the modified GG-PPA is produced.
This paper is arranged in the form: In Section 3, we investigate the modified GG-PPA that was described in this part. Applying the ideas of metric regularity axiom for the mapping
with set values, we will establish the convergence of the sequence produced by Algorithm 2 and demonstrate its existence. In Section 4, we offer a numerical example to verify the result of the semi-local convergence analysis of the modified GG-PPA. We provide an overview of the key findings from this effort in Section 5.
2. Notations and Preliminaries
This part of the paper serves as a review of several common notations, foundational ideas, and mathematical findings that will be used often in the next part. Assume X and Y both are general Banach spaces. The expression
is a symbol for mapping with set values from X to subset of Y. Allow r is greater than 0 and x belongs to X.
indicates a closed ball with centered at x and radius r.
The terms graph of
is represented by
and is expressed by
,
the domain of
is represented by
and is expressed by
,
and the inverse of
is represented by
and is expressed by
.
By the symbol
, we represents all the norms. Allow S and D are subsets of X respectively.
for all x belongs to X, defines the distance from x to S, where as
defines the excess between sets S and D. The above definitions are collect from [10].
For a mapping with set-values, we accept the following concept of metric regularity from [15].
Definition 1. Metrically Regular Mapping:
Assuming
, where
is a set-valued mapping. Let
,
, and
all be greater than zero. When
for each
,
,
then at
on
relative to
with constant
, the mapping H is said to be metrically regular.
For set-valued mappings, we recall the concepts of Lipchitz-like continuity from [16]. This idea was first put by Aubin in [17].
Definition 2. Lipschitz-Like Continuity:
Assume that
is a mapping with set-values and that
belongs to
. Suppose
,
and k all be greater than zero. Then at
on
relative to
together with constant k, the mapping
is said to be Lipschitz-like, when the subsequent disparity exists: for every
belongs to
,
We collect the following lemma from [11], which establishes the relationship between the Lipschitz-like continuity of the inverse
at
and a mapping
of metric regularity at
.
Lemma 1. Let
, where
be a mapping with set values. Suppose
and
both are greater than zero. It follows that at
on
relative to
the mapping
is metrically regular with constant L for any
, iff at
on
relative to
the inverse
is Lipschitz-like with constant L, that is,
(4)
We have taken the Lyusternik-Graves theorem from [18]. We conduct that a set G is a subset of X is locally closed at z belongs to G if t is greater than 0 so that the set
is closed.
Lemma 2. Lyusternik-Graves Theorem: Suppose
, here
is a mapping with set values and
is locally closed are taken into consideration. Let
have constant
and be metrically regular at
for any
. Take into consideration a function
that has a Lipschitz constant
and is continuous at
, such that
is less than
. The mapping
then has constant
and is metrically regular at
for
.
The fixed point lemma for set-valued mappings was generalized from the fixed point theorem [6] and proved by Dontchev and Hagger in [19]. To demonstrate the existence of any sequence, this lemma is absolutely essential.
Lemma 3. Banach Fixed Point Lemma:
Consider
is a mapping with set values. Suppose
belongs to X, r belongs to
and
be such that
, (5)
and for all
,
(6)
are respectively satisfied. Consequently, there is a fixed point for
in
, indicating that x belongs to
exists and
. If
is also single-valued, the only fixed point of
is in
.
3. Convergence Analysis
In this part, we consider that
is a mapping with set-values with a locally closed graph at
belongs to
so that at
with constant
, the mapping
is metrically regular. Consider
is a (single-valued) function with
equal to 0 and a Lipschitz constant
that is Lipschitz continuous in the area near the origin. Create a set-valued mapping
defined by
, for all
. (7)
Hence, for each
and
, we have the following result:
both implies
. (8)
As for example,
for any
. (9)
Suppose
is greater than 0,
is greater than 0, and let
belongs to
. Assuming that with constant
, the mapping
is metrically regular at
, we use the Lemma 2, which leads to the relation
for each
. (10)
Select
. (11)
After that,
both implies
. (12)
Due to the refinement of [11], the analysis of convergence of the modified GG-PPA depends on the following lemma.
Lemma 4. Assume that satisfying (11) and (12), the mapping
is metrically regular at
on
relative to
with constant
. Consider
and
are the subsets of the neighbourhood of origin. Then the mapping
is Lipschitz-like at
on
relative to
with constant
, i.e. for each
,
.
For the benefit, we take into account a collection of functions
with
that are Lipschitz continuous near the origin, identical for all t, with Lipschitz constants
satisfying
(13)
Remark 1. For each
, we define the set-valued mapping
by using
in place of g in (7) that
for all
. (14)
By the relation (13), we can write
. Thus by Lemma 1 and Lemma 2, we conclude that the mapping
is Lipschitz-like at
on
relative to
with constant
which satisfies (10).
Therefore, we obtain
. (15)
Additionally, we specify the set-valued mapping
for each x belongs to X by
, (16)
and
is a set-valued mapping followed by
for all
. (17)
Thus, for all
belongs to X,
(18)
Let us consider that
(19)
The key finding of this work was as follows, which outlines certain necessary conditions for the modified GG-PPA to converge with the initial point
.
Theorem 1. Consider that
is greater than 1,
is metrically regular at
on
relative to
with constant
and
is a sequence of Lipschitz continuous function with Lipschitz constants
where
. Suppose
. Allow
is a subset of the neighbourhood of origin and
be defined as follows:
1)
.
2)
.
3)
.
Then, there are some
is greater than 0 so that every sequence
created by Algorithm 2 beginning with
belongs to
linearly converges to a result
of (1), i.e. 0 belongs to
is satisfied by
.
Proof. According to the statement of the theorem,
is metrically regular at
on
relative to
with constant
and
is a sequence of Lipschitz continuous function with Lipschitz constants
which are away from zero. Thus, we get
by (13). Then by applying Lyusternik-Graves theorem on (14), we have the set-valued mapping
is metrically regular at
on
relative to
with constant
. For our convenience, we choose the constant
. (20)
Then, by applying the assumption
, it becomes
. (21)
We can take
under the conditions of assumption
and (19) such that for each
,
. (22)
Using logical deduction, we’ll proceed to demonstrate that Algorithm 2 creates one or more sequences and that each sequence
produced by Algorithm 2 fulfills the following claims:
, (23)
and for every
,
. (24)
To prove the inequalities (23) and (24), we choose another constant
by
for every
. (25)
By applying assumptions
and
with
, we have for every
,
. (26)
The fact that (23) holds true for
is simple. We must demonstrate that
exists, i.e.
not equal to empty, in order to demonstrate that (24) is valid for
. Lemma 3 is applied to the mapping
with
equal to
, we can demonstrate that
. Let’s verify that Lemma 3’s assertions (5) and (6) are true for
and
.
From (17), we can write
. We, therefore, obtain
. (27)
Now, by the definition of metric regularity, we can write that
(28)
as
by the definition of the set-valued mapping
. Thus from (27) and (28), we obtain
. (29)
From the definition of the set-valued mapping
in (16), we get
(30)
by using the definition of Lipschitz continuous mapping and the choice of
. As
, which is a subset of
, then by the assumption
in 2) and by the assumption
in 3), we write from (30) that
. (31)
This shows that for every
,
. More specifically,
(32)
This implies that
. By using (28) in (29), we obtain
(33)
By using (33) in (25) with
and
, we get
It demonstrates that Lemma 3’s assertion (5) is true. Now, we demonstrate that Lemma 3’s assertion (6) is true. Suppose
belongs to
. Therefore we get
by using (26) and by the first assumption
in 2), we can write
. Now, from (31),
belongs to
. Therefore by using (17) and the definition of metric regularity, we can write
(34)
Now, by using (18) in (34) and the choice of
in (13), we observe that
(35)
Since
by (13), so put
in (35), we get
It follows that condition (6) of Lemma 3 is also valid. Since conditions (5) and (6) of Lemma 3 are true, we may infer that there is a fixed point
belongs to
so that
belongs to
, that translates to
belongs to
, i.e. 0 belongs to
, and so
not equal to empty.
We now demonstrate that (24) is true for
. Keep in mind that
is greater than 0 by (12). Therefore, (12) is true for (13). As the set-valued mapping
is Lipschitz-like at
on
relative to
, the Lemma 4 states that with constant
, the mapping
is Lipschitz-like at
on
relative to
for every x belongs to
. Particularly, by the choice of
and the assumption
in 2) we can say that the mapping
is Lipschitz-like at
on
relative to
with constant
as
. Additionally, by the assumption
and the assumption
in 2), we obtain that
(36)
It shows that 0 belongs to
. Consequently, according to Lemma 1, with constant
, the mapping
is metrically regular at
on
. As a result, by using Lemma 1, we obtain
(37)
Equation (22) implies that this is the case
(38)
This leads us to the conclusion that
(39)
which we get from (15) and use in (38). We discover that
(40)
from Algorithm 2 and by using (20) and (39). It follows from this that (24) is valid for
. Assume that points
have been found and that (23), (24) are valid for
. We shall demonstrate that there is a location
where (23), (24) are satisfied for
as well. The assumptions (23) and (24) are true for every
, hence we obtain the relation below:
(41)
It follows that (23) is valid for
. Now, using a nearly identical argument to the one we used to prove that
applies, we can discover that the mapping
is Lipschitz-like at
on
relative to
with constant
. Then, by using Algorithm 2 once more, we obtain
(42)
It demonstrates that (24) is true for
. As a result, Theorem 1’s proof is finished.
Consider that
equal to 0.
In the specific scenario where
is the outcome of (1), i.e.
, the following corollary of Theorem 1 is created and it provides the analysis of local convergence of the sequence produced by the modified GG-PPA specified by Algorithm 2.
Corollary 1. Consider that
is greater than 1,
is metrically regular at
on
relative to
with constant
and
is a sequence of Lipschitz continuous function with Lipschitz constants
where
. Assume that
verifies
. Consider that
is such that
is a subset of the neighbourhood of origin. Then, every sequence
produced by Algorithm 2 with an starting point in
converges to a result
of (1), meaning
satisfies that
. This holds for some
is greater than 0.
Proof. According to the statement of the corollary,
is metrically regular at
on
relative to
with constant
and
is a sequence of Lipschitz continuous function with Lipschitz constants
which are away from zero. Thus, we get
by (13).
Then by applying Lyusternik-Graves theorem on (14), we have the set-valued mapping
is metrically regular at
on
relative to
with constant
.
There are positive constants
,
and
so that with constant
, the set-valued mapping
is metrically regular at
on
relative to
. Then for each
with for every
,
,
.
Suppose
is set up so that
is less than or equal to
. To ensure that
is less than or equal to
and
is greater than 0, use
belongs to
. Therefore,
,
and
As a result, we can select
such that
.
Checking the validity of inequalities 1) through 3) from Theorem 1 is now routine. As a result, Theorem 1 can be used to support the corollary 1 and complete the proof.
4. Numerical Experiment
Within this part, we’ll give a numerical illustration to support the modified GG-PPA’s semi-local convergence finding.
Example 1. In the case
,
,
,
and
, consider a mapping
with set values on
by
. Think about
a sequence of continuous Lipschitz functions, where
and
. Finally, Algorithm 2 produces a sequence that converges to the value
equal to 0.125.
Solution: The claim that at
, a metrically regular mapping
and a continuous Lipschitz function
in the vicinity of the solution with a Lipschitz constant
is clear. Think about
. Therefore, based on (3), we obtain that
However, if
not equal to empty is true, we see that
,
As a result, from (42) we deduce that
We can see that
for the specified values
Table 1. Finding a solution of generalized equation.
of
. It follows that the sequence produced by Algorithm 2 converges linearly in this case. Table 1, produced by the Matlab program, shows that the generalized equation’s solution is 0.125 for n equal to 6.
Figure 1 is the graphical representation of
.
5. Concluding Remarks
For the purpose of resolving the generalized equation
, we have established the results of local and semi-local convergence for the modified GG-PPA by taking into account the assumptions
is greater than 1,
is metrically regular and
is a sequence of Lipschitz continuous functions with
in the neighborhood of origin. A numerical experiment has also been provided to verify the semi-local convergence result of the modified GG-PPA. This result strengthens and broadens the one found in [7] [9].