Two Step Methods For Variational Inequalities On Hadamard Manifolds

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Appl. Math. Inf. Sci. 9, No.

4, 1863-1867 (2015) 1863


Applied Mathematics & Information Sciences
An International Journal

http://dx.doi.org/10.12785/amis/090424

Two-Step Methods for Variational Inequalities on


Hadamard Manifolds
Muhammad Aslam Noor∗ and Khalida Inayat Noor
Mathematics Department, COMSATS Institute of Information Technology, Park Road, Islamabad, Pakistan.

Received: 25 Oct. 2014, Revised: 25 Jan. 2015, Accepted: 26 Jan. 2015


Published online: 1 Jul. 2015

Abstract: In this paper, we suggest and analyze a two-step method for solving the variational inequalities on Hadamard manifold using
the auxiliary principle technique. The convergence of this new method requires only the partially relaxed strongly monotonicity, which
is a weaker condition than monotonicity. Results can be viewed as refinement and improvement of previously known results.

Keywords: Variational inequalities, Hadamard manifold, Implicit methods, convergence


2000 AMS Subject Classification: 26D07, 26D10, 39B62

1 Introduction 2 Preliminaries
We recall some fundamental and basic concepts need for
In recent years, much attention have been given to study
a reading of this paper. These results and concepts can be
the variational inequalities and related problems on
found in the books on Riemannian geometry [2,3,25].
Riemannian and Hadamard manifolds. This framework is
Let M be a simply connected m-dimensional
a useful for the developments of various fields on
manifold. Given x ∈ M, the tangent space of M at x is
nonlinear setting. Several ideas and techniques form the
denoted by Tx M and the tangent bundle of M by
Euclidean space have been extended and generalized to
T M = ∪x∈M Tx M, which is a naturally manifold. A vector
this nonlinear framework. Hadamard manifolds are
field A on M is a mapping of M into T M which associates
examples of hyperbolic spaces and geodesics, see [1,2,3,
to each point x ∈ M, a vector A(x) ∈ Tx M. We always
4,19,21,22] and the references therein. Nemeth [7], Tang
assume that M can be endowed with a Riemannian metric
et al [28] and Colao et al [2] have considered the
to become a Riemannian manifold.. We denote by h, ·, i ,
variational inequalities and equilibrium problems on
the scalar product on Tx M with the associated norm k.kx ,
Hadamard manifolds. In particular, Colao et al. [2] and
where the subscript x will be omitted. Given a piecewise
Tang et al [28] studied the existence of a solution solution
smooth curve γ : [a, b] −→ M joining x to y (that
of the equilibrium problems under some suitable
is,γ (a) = x and γ (b) = y,) by using the metric, we can
conditions. To the best of our knowledge, no one has R
considered the auxiliary principle technique for solving define the length of γ as L(γ ) = ab kγ ′ (t)kdt. Then, for
the variational inequalities on Hadamard manifolds. In any x, y ∈ M, the Riemannian distance d(x, y), which
this paper, we use the auxiliary principle technique to includes the original topology on M, is defined by
suggest and analyze a two-step iterative method for minimizing this length over the set of all such curves
solving the variational inequalities on Hadamard joining x to y.
manifolds. We show that the convergence of this new Let ∆ be the Levi-Civita connection with (M, h., .i).
method requires only the partially relaxed strongly Let γ be a smooth curve in M. A vector field A is said to be
monotonicity which is a weaker condition than parallel along γ , if ∆γ ′ A = 0. If γ ′ itself is parallel along
monotonicity. Our results represent the refinement of γ , then we say that γ is a geodesic and in this case kγ ′ k
previously known results for the variational inequalities. is constant. When kγ ′ k = 1, γ is said to be normalized. A
We hope that the technique and idea of this paper may geodesic joining x to y in M is said to be minimal, if its
stimulate further research in this area. length equals d(x, y).
∗ Corresponding author e-mail: noormaslam@hotmail.com
c 2015 NSP
Natural Sciences Publishing Cor.
1864 M. A. Noor, K. I. Noor: Two-Step Methods for Variational Inequalities on...

A Riemannian manifold is complete, if for any x ∈ M From the law of cosines in inequality (3), we have the
all geodesics emanating from x are defined for all t ∈ R. By following inequality, which is a general characteristic of
the Hopf-Rinow Theorem, we know that if M is complete, the spaces with nonpositive curvature [25]:
then any pair of points in M can be joined by a minimal
geodesic. Moreover, (M, d) is a complete metric space and hexp−1 −1 −1 −1 2
x y, expx zi + hexpy x, expy zi ≥ d (x, y). (4)
bounded closed subsets are compact. From the properties of the exponential map, we have the
Let M be complete. Then the exponential map following known result.
expx : Tx M −→ M at x is defined by expx v = γv (1, x) Lemma 2.4 [25]. Let x0 ∈ M and {xn } ⊂ M such that
for each v ∈ Tx M, where γ (.) = γv (., x) is the geodesic xn −→ x0 . Then the following assertions hold.
starting at x with velocity (i). For any y ∈ M,
v(i.e., γ (0) = x and γ ′ (0) = v) Thus
expx tv = γv (t, x) for each real number t. exp−1 −1
xn y −→ expxo y and exp−1 −1
y xn −→ expy xo .
A complete simply connected Riemannian manifold (ii). If {vn } is a sequence such that vn ∈ Txn M and vn −→
of nonpositive sectional curvature is called a Hadamard v0 , then v0 ∈ Tx0 M.
manifold. Throughout the remainder of this paper, we (iii). Given the sequences {un } and {vn } satisfying
always assume that M is a Hadamard m- manifold. un , vn ∈ Txn M. If un −→ u0 and vn −→ v0 with
We also recall the following well known results, which u0 , v0 ∈ Tx0 M, then
are essential for our work.
Lemma 2.1 [25]. Let x ∈ M. Then expx : Tx M −→ M is a hun , vn i −→ hu0 , v0 i.
diffeomorphism, and for any two points x, y ∈ M, there
A subset K ⊆ M is said to be convex if for any two
exists a unique normalized geodesic joining x to y, γx,y ,
points x, y ∈ K, the geodesic joining x and y is contained
which is minimal.
in K, that is, if, γ : [a, b] −→ M is a geodesic such that
So from now on, when referring to the geodesic x = γ (a) and y = γ (b), then γ ((1 −t)a +tb) ∈ K, ∀t ∈
joining two points, we mean the unique minimal [0, 1].
normalized one. Lemma 2.1 says that M is diffeomorphic
From now onward K ⊆ M will denote a nonempty,
to the Euclidean space Rm . Thus M has the same topology
closed and convex set, unless explicitly stated otherwise.
and differential structure as Rm . It is also known that
Hadamard manifolds and euclidean spaces have similar A real-valued function f defined on K is said to be a
geometrical properties. Recall that a geodesic triangle convex function, if for any geodesic γ of M, the
△(x1 , x2 , x3 ) of a Riemannian manifold is a set consisting composition function f ◦ γ : R −→ R is convex, that is,
of three points x1 , x2 , x3 and three minimal geodesics ( f ◦ γ )(ta + (1 − t)b) ≤ t( f ◦ γ )(a) + (1 − t)( f ◦ γ )(b),
joining these points.
∀a, b ∈ R, t ∈ [0, 1].
Lemma 2.2 [2,3,25]. (Comparison theorem for
triangles). Let △(x1 , x2 , x3 ) be a geodesic triangle. The subdifferential of a function f : M −→ R is the
Denote, for each i = 1, 2, 3(mod3), by γi : [0, li ] −→ M, set-valued mapping ∂ f : M −→ 2T M defined as:
the geodesic joining xi to xi+1 , and ∂ f (x) = {u ∈ Tx M : hu, exp−1
x yi ≤ f (y) − f (x), ∀y ∈ M},
αi ; = L(γi′ (0), −γl′ (i − 1)(li − 1)), the angle between the
vectors γi′ (0) and −γi−1 ∀x ∈ M,
i−1 ), and li ; = L(γi ). Then
′ (l

α1 + α2 + α3 ≤ π (1) and its elements are called subgradients. The


ll + li+1 − 2Li li+1 cos αi+1 ≤ li−1 .
2 2 2
(2) subdifferential ∂ f (x) at a point x ∈ M is a closed and
convex (possibly empty) set. Let D(∂ f ) denote the
In terms of the distance and the exponential map, the domain of ∂ f defined by
inequality (2) can be rewritten as:
D(∂ f ) = {x ∈ M : ∂ f (x) 6= 0}.
/
d 2 (xi , xi+1 ) + d 2 (xi+1 , xi+2 ) − 2hexp−1 −1
xi+1 xi , expxi+1 xi+2 i
The existence of subgradients for convex functions is
≤ d 2 (xi−1 , xi ), (3) guaranteed by the following proposition, see [29].
since Lemma 2.4 [25,29]. Let M be a Hadamard manifold and
xi+1 xi , expxi+1 xi+2 i = d(xi , xi+1 )d(xi+1 , xi+2 ) cos αi+1 .
hexp−1 −1 f : M −→ R be convex. Then, for any x ∈ M, the
subdifferential ∂ f (x) of f at x is nonempty. That is,
Lemma 2.3 [25]. Let △(x, y, z) be a geodesic triangle in a D(∂ f ) = M.
Hadamard manifold M. Then, there exist x′ , y′ , z′ ∈ R2 such
that For a given single-valued vector field T : M −→ T M,
we consider the problem of finding u ∈ K such that
d(x, y) = kx′ − y′ k, d(y, z) = ky′ − z′ k, d(z, x) = kz′ − x′ k.
hTu, exp−1
u vi ≥ 0, ∀v ∈ K, (5)
The triangle △(x′ , y′ , z′ ) is called the comparison triangle
of the geodesic triangle △(x, y, z), which is unique up to which is called the variational inequality. This problem
isometry of M. was considered by Nemeth [7], Colao et al [2], Tang et al

c 2015 NSP
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Appl. Math. Inf. Sci. 9, No. 4, 1863-1867 (2015) / www.naturalspublishing.com/Journals.asp 1865

[27,28] and Noor and Noor [18,19]. Colao et al [2] which is known as the two-step method method for solving
proved the existence of a solution of Problem (5) by the variational inequalities. For the convergence analysis
proving and using the KKM principle on Hadamard of Algorithm 3.2, see [9,10].
manifolds. In the linear setting, variational inequalities Using the projection technique, Algorithm 3.3 is
have been studied extensively, see [5,7,8,9,10,11,12,13, equivalent to the following two-step projection iterative
14,15,16,17,18,19,24,26,30]and the references therein. method for solving the variational inequalities in the
Definition 2.1. An operator T is said to be partially linear setting.
relaxed strongly monotonicity, if and only if, there exists Algorithm 3.4. For a given u0 ∈ Rn , find the approximate
a constant α > 0 such that solution un+1 by the iterative schemes
v zi + hT v, expz vi ≤ α d (z, u),
hTu, exp−1 −1 2
∀u, v, z ∈ M. yn = PK [un − ρ Tun]
We note, if z = u, then partially relaxed strongly un+1 = PK [yn − ρ Tyn], n = 0, 1, 2, . . .
monotonicity reduces to monotonicity, but the converse is
Algorithm 3.4 is also called the double projection
not true.
method. For the convergence analysis and numerical
aspects of Algorithm 3.4, see Noor [10].
In a similar way, one can obtains various iterative
3 Main Results methods for solving the variational inequalities and
related problems.
We now use the auxiliary principle technique of
Glowinski et al [5] to suggest and analyze an explicit We now consider the convergence analysis of
iterative method for solving the variational inequality (5) Algorithm 3.1 and this is the main motivation of our next
on the Hadamard manifolds. See also Noor and Noor [18, result.
19] for recent applications of the auxiliary principle Theorem 3.1. Let T be a partially relaxed strongly
technique. monotone vector field with a constant α > 0. Let un be a
For a given u ∈ K satisfying (5), consider the problem approximate solution of the variational inequality
of finding w ∈ K such that (2.5)obtained from Algorithm 3.1. Then

hρ Tu + (exp−1 −1 d 2 (un+1 , u) ≤ d 2 (yn , u) − (1 − 2αρ )d 2(un+1 , yn ) (9)


u w), expw vi ≥ 0, ∀v ∈ K, (6)
which is called the auxiliary variational inequality on d (yn , u) ≤ d (un , u) − (1 − 2ρα )d (yn , un ),
2 2 2
(10)
Hadamard manifolds. Here ρ > 0 is a constant. We note where u ∈ K is a solution of the variational inequality (5).
that, if w = u, then w is a solution of the variational Proof. Let u ∈ K be a solution of the variational inequality
inequality (5). This observation enables to suggest and (5). Then,
analyze the following two-step iterative method for
solving the variational inequality (2.5). hρ T (u), exp−1
u vi ≥ 0, ∀v ∈ K. (11)
Algorithm 3.1. For a given u0 ∈ K, compute the Taking v = yn in (6), we have
approximate solution by the iterative scheme
hρ T (u), exp−1
u yn i ≥ 0. (12)
hρ Tun + exp−1 −1
un yn , expyn vi ≥ 0, (7)
Taking v = u in (7), we have
hρ Tyn + exp−1 −1
yn un+1 , expun+1 vi ≥ 0, ∀v ∈ K. (8)
hρ Tun + exp−1 −1
un yn , expyn ui ≥ 0. (13)
Algorithm 3.1 is called the two-step iterative method for
From (12) and (13), we have
solving the variational inequality on the Hadamard
manifolds. Using the technique of Tang et al [28], one can −hexp−1 −1
yn un , expyn ui
show that Algorithm 3.1 is well-defined.
≥ −αρ {hT (u), exp−1 −1
u yn i + hTun , expyn ui}
If yn = un , then Algorithm 3.1 reduces to the explicit
iterative method for solving the variational inequalities on ≥ −ρα d 2 (yn , un ),
Hadamard manifolds. which implies that
Algorithm 3.2. For a given u0 ∈ K, compute the
yn un , expyn ui ≤ ρα d (yn , un ).
hexp−1 −1 2
approximate solution by the iterative scheme (14)

hρ Tun + exp−1 −1
un un+1 , expun+1 vi ≥ 0, ∀v ∈ K.
For the geodesic triangle △(un , yn , u), the inequality (3)
can be written as:
If M = Rn , then Algorithm 3.1 collapses to:
d 2 (yn , u) + d 2 (yn , un ) − hexp−1 −1 2
yn un , expyn ui ≤ d (un , u).
(15)
Algorithm 3.3. For a given u0 ∈ K, find the approximate
solution un+1 by the iterative scheme. Thus, from (14) and (15), we obtain
hρ Tun + yn − un, v − yn i ≥ 0, ∀v ∈ K d 2 (yn , u) ≤ d 2 (un , u) − (1 − 2ρα )d 2(yn , un ), (16)
hρ Tyn + un+1 − yn, v − un+1i ≥ 0, ∀v ∈ K, the required inequality (10).

c 2015 NSP
Natural Sciences Publishing Cor.
1866 M. A. Noor, K. I. Noor: Two-Step Methods for Variational Inequalities on...

Take v = yn in (6), we have Acknowledgement


hρ T (u), exp−1
u yn i ≥ 0. (17)
and take v = u in (7) to have The authors are grateful to Dr. S. M. Junaid Zaidi, Rector,
COMSATS Institute of Information Technology, Pakistan
hρ Tun + exp−1 −1
yn un+1 , expun+1 ui ≥ 0. (18) for providing the excellent research facilities.
From (17) and (18), we have
−hexp−1 −1
un+1 yn , expun+1 ui
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Appl. Math. Inf. Sci. 9, No. 4, 1863-1867 (2015) / www.naturalspublishing.com/Journals.asp 1867

[20] F Wang, HK Xu, Cyclic algorithms for split feasibility Khalida Inayat Noor
problems in Hilbert spaces, Nonlinear Analysis: Theory, is a leading world-known
Methods & Applications, 74, 4105-4111 Elsevier (2011). figure in mathematics and
[21] A Moudafi, A relaxed alternating CQ-algorithm for convex is presently employed as HEC
feasibility problems, Nonlinear Analysis: Theory, Methods Foreign Professor at CIIT,
& Applications, 79, 117-121 Elsevier (2013). Islamabad. She obtained her
[22] Z Kang, Y Luo, Non-probabilistic reliability-based topology PhD from Wales University
optimization of geometrically nonlinear structures using (UK). She has a vast
convex models, Computer Methods in Applied Mechanics experience of teaching and
and Engineering, 198, 3228-3238, Elsevier (2009).
research at university levels
[23] MA Noor, Projection methods for nonconvex variational
in various countries including
inequalities, Optimization Letters, 3, 411-418, Springer
(2009).
Iran, Pakistan, Saudi Arabia, Canada and United Arab
[24] A. Pitea and M. Postolache, Duality theorems for a new Emirates. She was awarded HEC best research award in
class multitime multiobjective variational problems, J. Glob. 2009 and CIIT Medal for innovation in 2009. She has
Optim. 54(2012), No. 1, 47-58. been awarded by the President of Pakistan: Presidents
[25] T. Sakai, Riemannian Geometry, Vol. 149, Amer. Math. Award for pride of performance on August 14, 2010 for
Soc., Providence, RI, USA, 1996. her outstanding contributions in mathematical sciences
[26] G. Stampacchia, Formes bilineaires coercivities sur les and other fields. Her field of interest and specialization is
ensembles coercivities sur les ensembles convexes, C. R. Complex analysis, Geometric function theory, Functional
Acad. Sci. Paris, 258(1964), 4413-4416. and Convex analysis. She introduced a new technique,
[27] G. J. Tang and N. J. Huang, Korpelevich’s method for now called as Noor Integral Operator which proved to be
variational inequality problems on Hadamard manifolds, J. an innovation in the field of geometric function theory
Global Optim. 54(2012), 493-509. and has brought new dimensions in the realm of research
[28] G. Tang, L. W. Zhou and N. J. Huang, The proximal point in this area. She has been personally instrumental in
algorithm for pseudomonotone variational inequalities on establishing PhD/ MS programs at CIIT. Dr. Khalida
Hadamard manifolds, Optim. Lett: DOI 10.1007/s11590- Inayat Noor has supervised successfully several Ph.D
0459-7. students and MS/M.Phil students. She has been an invited
[29] C. Udriste, Convex Functions and Optimization Methods speaker of number of conferences and has published more
on Riemannian Manifolds, Kluwer Academic Publishers,
than 400 (Four hundred ) research articles in reputed
Dordrecht, Holland, 1994.
international journals of mathematical and engineering
[30] Y. Yao, M. A. Noor and Y. C. Liou, Strong convergence
of a modified extra-gradient method to the minimum-norm
sciences. She is member of educational boards of several
solution of variational inequalities, Abstract and Applied international journals of mathematical and engineering
Analysis, Volume 2012, Article ID 817436, 9 pages, sciences.
doi:10.1155/2012/817436.

M. Aslam Noor earned


his PhD degree from Brunel
University, London, UK
(1975) in the field of Applied
Mathematics (Numerical
Analysis and Optimization). He
has vast experience of teaching
and research at university levels
in various countries including
Pakistan, Iran, Canada, Saudi Arabia and UAE. His field of
interest and specialization is versatile in nature. It covers many
areas of Mathematical and Engineering sciences such as
Variational Inequalities, Operations Research and Numerical
Analysis. He has been awarded by the President of Pakistan:
President’s Award for pride of performance on August 14, 2008,
in recognition of his contributions in the field of Mathematical
Sciences. He was awarded HEC Best Research award in 2009.
He is currently member of the Editorial Board of several reputed
international journals of Mathematics and Engineering sciences.
He has more than 780 research papers to his credit which were
published in leading world class journals.

c 2015 NSP
Natural Sciences Publishing Cor.

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