A perturbed algorithm for variational inclusions
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This paper is devoted to the study of the following variational inequality (in the Hilbert space \(H\) with the scalar product \(\langle\cdot,\cdot\rangle\)): Find \(u\in H\) such that \[ \langle T(u)- A(u), v- g(u)\rangle\geq f(g(u))- f(v)\quad\forall v\in H,\tag{1} \] where \(f: H\to R\cup\{-\infty\}\) is a proper, convex, lower semicontinuous functional, \(A,T,g: H\to H\) are continuous operators. It is assumed that \(\text{Im }g\cap\text{dom }\partial f\neq\emptyset\), where \(\partial f\) denotes the subdifferential of \(f\). The problem (1) is transformed to a fixed point problem, for which a successive approximation method is proposed. For \(A\), \(T\), \(g\) to be Lipschitz continuous and \(T\), \(g\) be strongly monotone, the convergence of this method is proved.
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