1. Introduction

Throughout, H denotes a real Hilbert space and A a multi-valued operator with domain D(A). We know that A is called monotone if 〈u - v, x - y〉 ≥ 0, for any uAx, vAy; maximal monotone if its graph G(A) = {(x,y): xD(A), yAx} is not properly contained in the graph of any other monotone operator. Denote by S: = {xD(A): 0 ∈ Ax} the zero set and by J c : = (I + cA)-1 the resolvent of A. It is well known that J c is single valued and D(J c ) = H for any c > 0.

A fundamental problem of monotone operators is that of finding an element x so that 0 ∈ Ax. This problem is essential because it includes many concrete examples, such as convex programming and monotone variational inequalities. A successful and powerful algorithm for solving this problem is the well-known proximal point algorithm (PPA), which generates, for any initial guess, x0H, an iterative sequence as

x n + 1 = J c n ( x n + e n ) ,
(1.1)

where (c n ) is a positive real sequence and (e n ) is the error sequence (see [1]). To guarantee the convergence of PPA, there are two kinds of accuracy criterion posed on the error sequence:

(I) e n ε n , n = 0 ε n < or
(II) e n η n x ̃ n - x n , n = 0 η n < ,

where x ̃ n = J c n ( x n + e n ) . In 2001, Han and He [2] proved that in finite dimensional Hilbert space criterion (II) can be replaced by

(II’) e n η n x ̃ n - x n , n = 0 η n 2 < .

The infinite version was obtained by Marino and Xu [3].

There are various generations or modifications on the PPA. Among them Eckstein and Bertsekas [4] proposed the relaxed proximal point algorithm (RPPA):

x n + 1 = ( 1 - ρ n ) x n + ρ n J c n ( x n ) + e n ,
(1.2)

where (ρ n ) ⊂ (0, 2) is a relaxation factor. The weak convergence of (1.2) is guaranteed provided that (e n ) satisfies criterion (I),

c n c ̄ > 0 , 0 < δ ρ n 2 - δ .
(1.3)

On the other hand, since the PPA does not necessarily converge strongly (see [5]), many authors have conducted worthwhile studies on modifying the PPA so that the strong convergence is guaranteed (see, for instance, [68]). In particular, Marino and Xu [3] proposed the contraction-proximal point algorithm (CPPA):

x n + 1 = λ n u + ( 1 - λ n ) J c n ( x n ) + e n ,
(1.4)

where the parameters above satisfy (i) lim n λ n = 0, Σ n λ n = ∞; (ii) either Σ n |λ n +1- λ n | < ∞; or lim n λn/λ n +1 = 1; (iii) 0< c c n c ̄ <, n | c n + 1 - c n |<; (iv) Σ n ||e n || < ∞. Under these assumptions, the CPPA converges strongly to P S (u), the projection of u onto S.

In this article, we shall focus on the RPPA and CPPA. We note that the resolvent is in fact the arithmetic mean of the identity and a nonexpansive operator. By using this fact, we relax or remove some sufficient conditions to guarantee the convergence of the algorithms. As a result, we extend and improve some recent results on the PPA.

2. Some lemmas

We know that an operator T : HH is called (i) nonexpansive if ||Tx - Ty|| ≤ || x - y|| ∀x,yH; and (ii) firmly nonexpansive if 〈Tx - Ty, x - y〉 ≥ ||Tx - Ty||2x,yH. Denote by Fix(T) = {xH : x = Tx} the fixed point set of T. It is well known that firmly nonexpansive operators have the following properties.

Lemma 1 (Goebel-Kirk [9]). Let T be firmly nonexpansive. Then (1) 2T - I is nonexpansive; (2) 〈Tx - x, Tx - z〉 ≤ 0 for all x ∈ H and for all z ∈ H Fix(T).

It is well known that J c is firmly nonexpansive and consequently nonexpansive; moreover, S = Fix (J c ). Since the fixed point set of nonexpansive operators is closed convex, the projection P s onto the solution set S is well defined whenever S ≠ ∅. Hereafter, we assume that S is nonempty. The following lemmas play an important role in our convergence analysis.

Lemma 2 (resolvent identity [3]). Let c, t > 0. Then for any x ∈ H,

J c x = J t t c x + 1 - t c J c x .

Lemma 3 ([10]). Let (ρ n ) be real sequence satisfying

0 < l i m i n f n ρ n l i m s u p n ρ n < 1.

Assume that (x n ) and (y n ) are bounded sequences in H satisfying x n +1 = (1 - ρ n )x n + ρ n y n . If

limsup n ( y n + 1 - y n - x n + 1 - x n ) 0 ,

then lim n →∞||x n -y n || = 0.

Lemma 4 For r, s, > 0, let T r = 2J r - I. Then for any xH,

T s x - T r x 1 - s r x - T r x .
(2.1)

Proof. Using the resolvent identity, we have

T s x - T r x = 2 J s x - J s s r x + 1 - s r J r x 2 x - s r x + 1 - s r J r x = 2 1 - s r x - J r x = 1 - s r x - T r x ,

where the inequality uses the nonexpansive property of the resolvent.

Lemma 5 ([11]). Let (ε n ) and (s n ) be positive real sequences. Assume that Σ n ε n < ∞. If either (i) s n+ 1≤ (1 + ε n )s n , or (ii) s n+ 1≤ ε n , then the limit of (s n ) exists.

3. The relaxed proximal point algorithm

Under criterion (II'), Ceng et al. [12] considered another type, RPPA:

x ̃ n = J c n ( x n + e n ) , x n + 1 = ( 1 - ρ n ) x n + ρ n x ̃ n ,
(3.1)

and proved the weak convergence of (3.1) under the assumptions:

c n c ̄ > 0 , 0 < δ ρ n 1 .

We note that the choice of (ρ n ) excludes the case whenever ρ n ∈ (1,2), the overrelaxation. The overrelaxation, however, may indeed speed up the convergence of the algorithm (see [13]). Below, we shall improve their conditions on the relaxation factor from 0 < δρ n ≤ 1 to 0 < δρ n ≤ 2 - δ.

Theorem 6. Assume that the following conditions hold:

(a) c n c ̄ >0;

(b) 0 < δρ n ≤ 2 - δ;

(c) n e n η n x ̃ n - x n , n η n 2 <.

Then the sequence generated by (3.1) converges weakly to a point in S.

Proof. The key point of our proof is to show lim n s n = 0, where s n = x n - J c n ( x n ) . To see this, let zS be fixed. Since J c n is firmly nonexpansive and z Fix ( J c n ) , applying Lemma 1 yields x ̃ n - z , x ̃ n - x n - e n 0. This together with (3.1) enables us to get

x n + 1 - z 2 - x n - z 2 = ( x n - z ) + ρ n ( x ̃ n - x n ) 2 - x n - z 2 = 2 ρ n x n - z , x ̃ n - x n + ρ n 2 x ̃ n - x n 2 = 2 ρ n x ̃ n - z , x ̃ n - x n - ρ n ( 2 - ρ n ) x ̃ n - x n 2 2 ρ n x ̃ n - z , e n - ρ n ( 2 - ρ n ) x ̃ n - x n 2 = 2 ρ n x ̃ n - x n , e n + 2 ρ n x n - z , e n - ρ n ( 2 - ρ n ) x ̃ n - x n 2 2 ρ n e n x ̃ n - x n + 2 ρ n e n x n - z - ρ n ( 2 - ρ n ) x ̃ n - x n 2 2 ρ n η n x ̃ n - x n 2 + 2 ρ n η n x ̃ n - x n x n - z - ρ n ( 2 - ρ n ) x ̃ n - x n 2 .

Using the basic inequality 2aba2 / ε + εb2 (a,b ∈ ℝ, ε > 0), we arrive at

2 ρ n η n x n - z x ̃ n - x n 2 ρ n 2 - ρ n η n x n - z 2 + 2 - ρ n 2 ρ n ρ n x ̃ n - x n 2 = 2 ρ n η n 2 2 - ρ n x n - z 2 + ρ n ( 2 - ρ n ) 2 x ̃ n - x n 2 2 ( 2 - δ ) η n 2 δ x n - z 2 + ρ n ( 2 - ρ n ) 2 x ̃ n - x n 2 = ε n x n - z 2 + ρ n ( 2 - ρ n ) 2 x ̃ n - x n 2 ,

where ε n =2 ( 2 - δ ) η n 2 δ is a summable sequence. Substituting this into above yields

x n + 1 - z 2 ( 1 + ε n ) x n - z 2 - ρ n ( 2 - ρ n - 4 η n ) 2 x ̃ n - x n 2 .

Since by Lemma 5 the limit of ||x n - z ||2 exists and lim inf n ρ n (2 - ρ n -4η n ) ≥ δ (2 - δ), this implies that x ̃ n - x n 0. On the other hand, we note that for all n ∈ ℕ

s n ( 1 + η n ) x n - x ̃ n 0 ;

therefore, lim n s n = 0. The rest proof is similar to that of [12, Theorem 3.1].

We now turn to the RPPA (1.2). Under the criterion (I), the assumptions on relaxation factors can be relaxed to Σρ n (2 - ρ n ) = ∞ (see [3, Theorem 3.3]). Since the proof there is very technical, we wang to restate this result with a simple proof.

Theorem 7. Assume that the following conditions hold:

(a) Σ n ||e n || < ∞;

(b) Σ n ρn(2 - ρ n ) = ∞;

(c) 0< c ̄ c n c ̃ <;

(d) Σ n |c n +1- c n | < ∞.

Then the sequence generated by (1.2) converges weakly to a point in S.

Proof. The key step is to show lim n s n = 0, where s n = x n - J c n ( x n ) . It has been shown that Σ n ρ n (2 - ρ n )s n < ∞ (see [3, Lemma 3.2]). Therefore, it remains to show that lim n s n exists. By letting T n = 2J n - I, we rewrite (2) as

x n + 1 = 1 - ρ n 2 x n + ρ n 2 T n x n + e n .

In view of Lemma 4 and condition (c),

T n + 1 x n + 1 - T n x n T n + 1 x n + 1 - T n + 1 x n + T n + 1 x n - T n x n x n - x n + 1 + T n + 1 x n - T n x n x n - x n + 1 + 1 - c n + 1 c n T n x n - x n x n - x n + 1 + | c n + 1 - c n | c ̄ T n x n - x n x n - x n + 1 + M | c n + 1 - c n | ,

where M > 0 is a suitable number. Consequently,

x n + 1 - T n + 1 x n + 1 = 1 - ρ n 2 x n + ρ n 2 T n x n + e n - T n + 1 x n + 1 = 1 - ρ n 2 ( x n - T n x n ) + ( T n x n - T n + 1 x n + 1 ) + e n 1 - ρ n 2 x n - T n x n + T n x n - T n + 1 x n + 1 + e n 1 - ρ n 2 x n - T n x n + x n - x n + 1 + M | c n + 1 - c n | + e n = 1 - ρ n 2 x n - T n x n + ρ n 2 ( x n - T n x n ) + e n + M | c n + 1 - c n | + e n x n - T n x n + M | c n + 1 - c n | + 2 e n .

Using s n = || x n - T n x n ||/2, we therefore arrive at

s n + 1 s n + σ n ,

where σ n = 2M |c n +1- c n | + 4||e n || satisfying Σ n σ n < ∞ (due to (a) and (d)). By Lemma 5, we finally conclude that lim n s n = 0.

4. The contraction-proximal point algorithm

Recently, Yao and Noor [14] extended the CPPA to the following form:

x n + 1 = λ n u + r n x n + δ n J c n ( x n ) + e n ,
(4.1)

where (λ n ),(r n ),(δ n )⊆ (0,1) and λ n + r n + δ n = 1. They proved the strong convergence of the algorithm provided that (i) c n c ̄ >0, lim n | c n + 1 - c n |=0; (ii) 0 < lim inf n r n ≤ lim sup n r n < 1; and (iii) Σ n ||e n || < ∞. Also, they claimed that their algorithm includes the CPPA as a special case. This is, however, not the case, because condition (ii) excludes the special case r n ≡ 0. To overcome this drawback, we shall show the same result by replacing condition (ii) with the weak condition:

l i m s u p n r n <1 l i m i n f n δ n >0.

In this situation, the CPPA is evidently a special case of algorithm (4.1). The idea of the following proof is followed by the second author [15].

Theorem 8. Let be (λ n ), (r n ) and (δ n ) be parameters in (4.1). Assume that the following conditions hold:

(a) lim n λ n = 0, Σ n λ n = ∞;

(b) lim sup n r n < 1 ⇔ lim inf n δ n > 0;

(c) c n c ̄ >0,| c n + 1 - c n |0;

(d) Σ n ||e n || < ∞.

Then the sequence generated by (4.1) converges strongly to P S (u).

Proof. All we need to do is to prove ||x n +1- x n || → 0, since the rest proof is similar to that of [14, Theorem 3.3]. To this end, set J n = J c n and T n = 2J n - I. It then follows from (4.1) that

x n + 1 = λ n u + r n x n + δ n 2 ( I + T n ) x n + e n = r n + δ n 2 x n + λ n u + δ n 2 T n x n + e n .

Let ρ n = λ n + (δ n /2). Then the algorithm has the form:

x n + 1 = ( 1 - ρ n ) x n + ρ n y n ,
(4.2)

where y n = (2λ n u + δ n T n x n + 2e n )/2ρ n. Using nonexpansiveness of T n and Lemma 4, we have

T n + 1 x n + 1 - T n x n T n + 1 x n + 1 - T n + 1 x n + T n + 1 x n - T n x n x n + 1 - x n + 1 - c n + 1 c n T n x n - x n x n + 1 - x n + | c n - c n + 1 | c ̄ T n x n - x n .
(4.3)

On the other hand, it follows from the definition of y n that

y n + 1 - y n = 1 2 ρ n + 1 ( 2 λ n + 1 u + δ n + 1 T n + 1 x n + 1 + 2 e n + 1 ) - 1 2 ρ n ( 2 λ n u + δ n T n x n + 2 e n ) λ n + 1 ρ n + 1 - λ n ρ n u + e n + 1 ρ n + 1 + e n ρ n + δ n + 1 2 ρ n + 1 T n + 1 x n + 1 - δ n 2 ρ n T n x n λ n + 1 ρ n + 1 - λ n ρ n u + e n + 1 ρ n + 1 + e n ρ n + δ n + 1 2 ρ n + 1 - δ n 2 ρ n T n + 1 x n + 1 + δ n 2 ρ n T n + 1 x n + 1 - T n x n .
(4.4)

Since (x n ) is bounded and T n is nonexpansive, we can find M > 0 so that (||T n x n || + ||x n || + ||u||) ≤ M for all n ∈ ℕ Adding (4.3) and (4.4) and noting δ n ≤ 2ρ n yield

y n + 1 - y n λ n + 1 ρ n + 1 - λ n ρ n u + e n + 1 ρ n + 1 + e n ρ n + δ n + 1 2 ρ n + 1 - δ n 2 ρ n T n + 1 x n + 1 + x n + 1 - x n + | c n - c n + 1 | c ̄ T n x n - x n x n + 1 - x n + M λ n + 1 ρ n + 1 - λ n ρ n + e n + 1 ρ n + 1 + e n ρ n + δ n + 1 2 ρ n + 1 - δ n 2 ρ n + | c n - c n + 1 | c ̄ .

With the knowledge that ||e n ||→ 0 and

λ n ρ n = 2 λ n 2 λ n + δ n 0 , δ n 2 ρ n = δ n 2 λ n + δ n 1 ,

we therefore deduce from (b) and (c) that

l i m s u p n ( y n + 1 y n x n + 1 x n ) l i m s u p n M ( | λ n + 1 ρ n + 1 λ n ρ n | + e n + 1 ρ n + 1 + e n ρ n + | δ n + 1 2 ρ n + 1 δ n 2 ρ n | + | c n c n + 1 | c ¯ ) 0.

Note that lim inf n ρ n = lim inf n (δ n /2)> 0 and lim sup n ρ n = lim sup n (δ n /2) ≤ 1/2 < 1. On the other hand, it is easy to check that (x n ) is bounded and so is (y n ) We therefore apply Lemma 3 to yield lim n ||x n - y n || = 0. By means of (4.2), we finally have

x n + 1 - x n = ρ n x n - y n ,

and thus the required result at once follows.

As a corollary, we improve [3, Theorem 4.1] as follows.

Theorem 9. Assume that the following conditions hold:

(a) lim n λ n = 0, Σ n λ n = ∞;

(b) c n c ̄ >0,| c n + 1 - c n |0;

(c) Σ n ||e n || < ∞.

Then the sequence generated by (1.4) converges strongly to P S (u).