An iterative algorithm for maximal monotone multivalued operator equations
The paper discusses a new proximal iterative algorithm for finding zeros of a set-valued maximal monotone operator \(T\) defined on a Hilbert space \(H\) (i.e., \(D(T)= H\)). First, the exact iterative scheme: \(x_{n+1}= ((1+ C)I+\theta_n T)^{-1}(x_n)\), for \(x_0\in H\) and \(C> 0\), is studied and the convergence of \((x_n)\) to \(y\in H\), such that \(0\in T(y)\), is established for \(\theta_n\to +\infty\). Then, the same is done for the proximal iterative scheme: \(x_n\in x_{n+1}+ Cx_{n+1}+ \theta_nT(x_{n+1})\). A concrete numerical example concerning initial value problems is presented.
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