Proximal point approach and approximation of variational inequalities (Q2706147)

The following variational inequality for a monotone operator \({\mathcal T}: V\to 2^{V'}\) on a Hilbert space \(V\) with dual \(V'\) (i.e. \(\langle w-z,u-v\rangle\geq 0\) for all \(w\in {\mathcal T}u\), \(z\in{\mathcal T}v\)) is considered. Find for a given convex closed subset \(K\) of \(V\) a point \(u\in K\) such that there exists a \(y\in{\mathcal T}u\) with the property \(\langle y,v-u\rangle\geq 0\) for all \(u\in K\). According to the respective concrete problem it is proposed to embed \(V\) into a larger Hilbert space \(H\), chose a closed subspace \(V_1\) of \(V\) with orthogonal projector \({\mathcal P}: V\to V_1\), and solve approximately a sequence of variational inequalities NEWLINE\[NEWLINE\langle{\mathcal T}_i u,v-u\rangle+ \chi_i({\mathcal P}u-{\mathcal P}u^{i,s-1},{\mathcal P}v-{\mathcal P}u)_H\geq 0NEWLINE\]NEWLINE for all \(v\in K_i\), where \({\mathcal T}_i: V\to V'\) and \(K_i\) are approximations for \({\mathcal T}\) and \(K\) respectively and \(\{\chi_i\}\) is a positive bounded controlling sequence. The convergence of this scheme -- called multistep regularization (MSR) method -- to a solution of the original problem is studied and estimates of the rate of convergence for \(H= V= V_1\) are given.