Convergence of solutions to a second order difference inclusion (Q413589)

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Convergence of solutions to a second order difference inclusion
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    Convergence of solutions to a second order difference inclusion (English)
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    7 May 2012
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    The author investigates the asymptotic behavior of solutions of the second order difference inclusion \[ \begin{aligned} u_{i+1}-&(1+\theta_i)u_i+\theta_i u_{i-1}\in c_i Au_i,\quad i\geq 1,\\ &u_0=x\in H,\quad \sup_{i\geq 0}|u_i|<+\infty, \end{aligned} \] where \(A\) is a maximal monotone operator in a real Hilbert space H, \(\{c_i\}\) and \(\{\theta_i\}\) are positive real sequences. In Section 2, a weak convergence of a solution \(u\) to an element of \(A^{-1}(0)\) is established, see Theorems 2.5 and 2.6. In Section 3, a similar result with a strong convergence is presented if \(A\) is strongly monotone, see Theorems 3.1 and 3.2, and also for a general maximal monotone operator \(A\), see Theorem 3.3. The special case \(A=\partial \varphi\), where \(\varphi\) is a convex, proper, and lower semicontinuous function, is studied in the final section.
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    second order difference inclusion
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    maximal monotone operator
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    asymptotic behavior
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    rate of convergence
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    minimization algorithm
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    Hilbert space
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