Equivalence of variational inclusions with resolvent equations (Q1585026): Difference between revisions

Let \(H\) be a Hilbert space with the scalar product \(\langle\cdot,\cdot\rangle\), let \(\varphi:H\times H\to\mathbb R\cup\{+\infty\}\) be proper, convex and lower semicontinuous and let \(T:H\to H\). Denote by \(\partial\varphi\) the subdifferential of \(\varphi\) and set \(J=J_{\partial\varphi(u)}:=[I+\rho\partial\varphi(u)]^{-1}\), where \(\rho\) is a given positive constant. The author shows the equivalence between the variational inequality \[ \langle Tu,v-u\rangle+\varphi(v,u)-\varphi(u,u) \geq 0 \quad\forall v\in H \] and the equation \(TJz+(z-Jz)/\rho=0\), where \(u=Jz\). Using this equivalence, he suggests several iterative methods for solving the inequality and proves the convergence of one of the methods under suitable assumptions on \(T\) and \(\varphi\).