Equivalence of variational inclusions with resolvent equations (Q1585026)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Equivalence of variational inclusions with resolvent equations
scientific article

    Statements

    Equivalence of variational inclusions with resolvent equations (English)
    0 references
    13 January 2002
    0 references
    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 \(\varphi\).
    0 references
    variational inequality
    0 references
    iteration method
    0 references
    variational inclusion
    0 references
    resolvent equation
    0 references

    Identifiers