Fixed points of contractions approximating 1-Lipschitz maps
Maxime Zavidovique

TL;DR
The paper investigates how fixed points of contractions approximating 1-Lipschitz maps behave as they converge to the original map, providing insights into elementary proof techniques for fixed point theorems.
Contribution
It offers an analysis of the convergence of fixed points of $\lambda$-contractions approximating 1-Lipschitz maps, enhancing understanding of elementary fixed point proofs.
Findings
Fixed points of $\lambda$-contractions converge to the fixed point of the 1-Lipschitz map.
Provides conditions under which convergence of fixed points occurs.
Strengthens elementary approaches to fixed point theorems for non-expansive maps.
Abstract
A -Lipschitz map from a convex compact set to itself has fixed points. This consequence of Brouwer's or Schauder's fixed point theorem has more elementary proofs by approximating by -contractions, . We study the convergence of the fixed points of those contractions as they converge to .
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Taxonomy
TopicsFixed Point Theorems Analysis · Advanced Differential Geometry Research · Optimization and Variational Analysis
Fixed points of contractions approximating -Lipschitz maps
M. ZAVIDOVIQUE IMJ, Université Pierre et Marie Curie, Case 247, 4 place Jussieu, F-75252 Paris cedex 05
Abstract
A -Lipschitz map from a convex compact set to itself has fixed points. This consequence of Brouwer’s or Schauder’s fixed point theorem has more elementary proofs by approximating by -contractions, . We study the convergence of the fixed points of those contractions as they converge to .
Introduction
Given a compact metric space and a continuous function , consider the map , from to itself, defined by
[TABLE]
It is easily checked that is -Lipschitz for the sup norm , therefore if the function is a -contraction from to itself. It follows from the Banach fixed point theorem that there exists a unique function verifying . The following theorem was proved in [2] (see also [3] for related results):
Theorem 0.1**.**
There exists a constant such that, as , uniformly converges to a function that verifies the following equation :
[TABLE]
The function is called a weak KAM solution following Fathi and the proof of this theorem uses heavily explicit formulas for the functions , Aubry-Mather theory and Fathi’s weak KAM theory.
However, the method of approaching the -Lipschitz map by contractions in order to find fixed points of can be applied in more general settings. Therefore it is a natural question wether the previous theorem is a particular case of a very general phenomenon or if it relies exclusively on the very special setting.
It turns out the answer is both yes and no.
On the positive side, we prove the following theorem:
Theorem 0.2**.**
Let be a normed real vector space and be a convex compact subset such that . Let be a -Lipschitz map. For any let us set to be the unique fixed point of the contraction , that is the only point of such that .
If is on , then the family converges as .
On the negative side, we provide in the appendix an explicit example of a map in equipped with the norm for which the family does not converge.
Of course, Theorem 0.1 is not a consequence of Theorem 0.2 for many reasons, but the most fundamental one is that the sup norm on is not . Indeed, balls for this norm have many corners.
One may wonder if a result can be obtained for -Lipschitz maps that do not have fixed points. The following theorem was established in [4] (see the reference for more precise statements and other very interesting results).
Theorem 0.3** (Kohlberg, Neyman).**
Let be a strictly convex and reflexive Banach space and a -Lipschitz map. For any let us set to be the unique fixed point of the contraction , then the family weakly converges as . Moreover, it strongly converges if the dual has Fréchet differentiable norm.
Organization of the paper
In the first part, we start with the case of a pre-Hilbertian norm, the results being more precise in this case and the proof making use of more classical results.
In the second part, we will prove Theorem 0.2.
In the last part, we will discuss a generalization where the compactness hypothesis is dropped, in infinite dimensional Hilbert spaces.
Finally, in the appendix, we develop two examples in , one for which the conclusions of Theorem 0.2 are not verified and one where the set of fixed points of is not convex.
Acknowledgement
The author warmly thanks Patrice Le Calvez for his help in finding the example in Appendix A, and Albert Fathi and Gilles Godefroy for their insight on the infinite dimensional aspects and Julien Grivaux for his contribution in the concluding remark. He also thanks Sébastien Gouëzel for bringing the reference [4] to his attention.
1 The pre-Hilbertian case
In this section, the norm is obtained from a scalar product . We keep the previous notations: is a convex compact subset such that and is a -Lipschitz map. If , is the only vector verifying the relation . Moreover, we set . It is the only vector verifying that
[TABLE]
It is clear that the convergence of the family is equivalent to that of , as , and that if they converge, they have the same limit. We start by three lemmas that shed light on the situation:
Lemma 1.1**.**
The set of fixed points of is a compact, nonempty and convex set.
Proof.
It is clearly compact by continuity of and nonempty as any accumulation point of as is a fixed point of . The fact that it is convex is true as soon as balls are strictly convex (which is the case for pre-Hilbertian spaces). Indeed, let and be fixed points of and . Setting , then the -Lipschitz property implies that must lie in both closed balls and . As their intersection is we get . ∎
The next lemma appears in [1] and is crucial to this paper.
Lemma 1.2**.**
The function is monotone meaning that
[TABLE]
Proof.
The proof follows from a simple computation:
[TABLE]
where we used the Cauchy-Schwarz inequality first and then the hypothesis that is -Lipschitz. ∎
This next lemma will be used in section 3. However, we state it now as we believe it is of independent interest.
Lemma 1.3**.**
The function is constant if and increasing otherwise.
Proof.
If then clearly, for all .
Otherwise, [math] does not verify (1), except for . It follows that for and that the map is injective. Let . We apply the previous lemma to and . Using (1), we obtain that
[TABLE]
Hence, . Similarly,
[TABLE]
Hence . Finally, by summing those two inequalities, one gets
[TABLE]
∎
We finally state and prove the theorem in this case.
Theorem 1.4**.**
If is the orthogonal projection of [math] on , then .
Proof.
Once again, we apply Lemma 1.2 to for some and . We obtain that \big{(}1-\frac{1}{\lambda}\big{)}\langle y_{\lambda},y_{\lambda}-y\rangle\geqslant 0 and consequently . If is a sequence such that converges to some point , then and passing to the limit we find that
[TABLE]
It follows that and by compactness of , the result is proved. ∎
2 The general compact case
2.1 For norms
In this section, we assume that is a norm on that is on . It follows (and both facts are actually equivalent) that for all there exists a unique linear form such that and . Note that we use the same notation for the norm on and the norm induced on its dual . The linear form is the differential of at . Its kernel is the direction of the tangent hyperplane to the sphere of radius at . It follows that the map is continuous. Let us finally stress that for all , .
Let us now state and prove the main result of this section.
Theorem 2.1**.**
Let be a normed vector space such that is on . Let be a convex compact subset such that . Let be a -Lipschitz map. For any let us set the unique fixed point of the contraction , that is the only point of such that .
Then the family converges as .
Before entering the proof, let us stress that with those hypotheses, is not necessarily convex. The reader will see strong resemblance with the proof of Theorem 1.4. The characterization we find of the limit has however a less clear geometric interpretation.
Proof.
If then for all and the result is straightforward.
In the remaining case, and the map is injective. The first step is to mimic the monotonicity of . Let we compute that
[TABLE]
where we have used that and then that is -Lipschitz.
We then specialize the previous inequality to for some and to obtain \big{(}1-\frac{1}{\lambda}\big{)}\ell_{y_{\lambda}-y}(y_{\lambda})\geqslant 0 and finally
[TABLE]
Taking the limit in the previous inequality, we find that if is a limit of a sequence with then
[TABLE]
To conclude, we notice that there can be at most one point verifying the previous property. Indeed, assume by contradiction that for some ,
[TABLE]
We discover that
[TABLE]
[TABLE]
and summing those two inequalities
[TABLE]
This is a contradiction. ∎
2.2 For Gateaux-differentiable norms
The hypotheses of the previous theorem can be relaxed. First let us recall some definitions.
Definition 2.2**.**
A function is said to be Gateaux-differentiable at if there exists a linear form such that
[TABLE]
We then apply this definition to the norm:
Definition 2.3**.**
A norm is said to be smooth if it is Gateaux-differentiable on .
If is differentiable, if , we still denote by the Gateaux-differential of at . It can be proved that is the only continuous linear form such that and .
Lemma 2.4**.**
Let be a sequence of non zero vectors such that and . Then .
Proof.
By properties of weak limits, . Moreover, one computes that
[TABLE]
As and , it follows that . Hence the result. ∎
Theorem 2.5**.**
Let be a normed vector space such that is smooth. Let be a convex compact subset such that . Let be a -Lipschitz map. For any let us set the unique fixed point of the contraction , that is the only point of such that .
Then the family converges as .
Proof.
Let us give the elements to adapt the proof of Theorem 2.1. Up to restricting to , we assume that is separable. It follows from a theorem of Banach that any bounded sequence in has a weakly converging subsequence.
Let be such that . Let be such that . Up to extracting we may assume that is weakly converging. Using lemma 2.4, it follows that .
We now pass to the limit to obtain that
[TABLE]
The rest of the proof is the same as in Theorem 2.1. ∎
3 The Hilbert case
We assume now that is a real Hilbert space. We denote by the induced norm. In this section, is a closed, convex and bounded set such that and is a -Lipschitz map. We will use the same notations as in section 1. We state without more detailed proofs:
Lemma 3.1**.**
The set of fixed points of is a closed, nonempty and convex set.
Indeed, the convexity is obtained as previously, the fact it is not empty is the content of [1].
Lemma 3.2**.**
The function is monotone meaning that
[TABLE]
Lemma 3.3**.**
The function is constant if and increasing otherwise.
Theorem 3.4**.**
The family weakly converges as to the orthogonal projection of [math] on .
Proof.
By Kirszbraun’s Theorem, we may extend to a -Lipschitz map from to itself, that we still denote by . Note that the previous lemmas remain true for this extension of to . Recall that a closed bounded set is weakly compact.
Let be such that .
We first prove that is a fixed point of following [1]. We apply lemma 3.2 to for any vector , and to obtain
[TABLE]
As , the left hand side of the bracket strongly converges to (because the are bounded) and the right hand side weakly converges to . Hence we obtain, passing to the limit that
[TABLE]
Letting going to [math], we discover that and letting going to [math], that . In conclusion
[TABLE]
which establishes that is a fixed point of .
We now notice that by weak convergence,
[TABLE]
Hence . Applying now lemma 3.2 to and it follows that for all . Then, using (3) and by weak convergence we get
[TABLE]
Hence is again the orthogonal projection of [math] on .
∎
4 A concluding remark
In all of the versions of our result, the point [math] plays a distinguished role. This is arbitrary and can be dropped. In any of the contexts of Theorem 0.2, 1.4, 2.1, 2.5 or 3.4, let us not assume anymore that . If and , the map is well defined and a contraction. If is its unique fixed point, our theorem yields that as , converges to a fixed point of that we denote by . It is characterized by the property:
[TABLE]
If are such that , by two symmetric applications of the previous property, it follows that
[TABLE]
Hence
[TABLE]
It follows that the map is -Lipschitz. As it is obviously the identity on it is a continuous retraction of on 111Note that such a retraction in the cases where is compact can be obtained by a fixed point argument applied to the mapping ..
Appendix A An example where diverges
We consider here where the norm is defined by . The convex compact set we are interested in is the triangle
[TABLE]
Of course, . If , we aim at constructing a function of the form f(x,y)=\big{(}x+\varepsilon(y),\alpha\big{(}y+\frac{1}{2}\big{)}-\frac{1}{2}\big{)} where \varepsilon:\big{[}-\frac{1}{2},\frac{1}{2}\big{]}\to\mathbb{R} is a function to be determined verifying \varepsilon\big{(}-\frac{1}{2}\big{)}=0. It will follow that the bottom side of will be made of fixed points of .
As we want to take values in , we have to check that for , if x\in\big{[}y-\frac{1}{2},\frac{1}{2}-y\big{]} then -\frac{1}{2}\leqslant\alpha\big{(}y+\frac{1}{2}\big{)}-\frac{1}{2}\leqslant-|x+\varepsilon(y)|+\frac{1}{2}. This is verified if and only if
[TABLE]
The condition that is -Lipschitz is realized if for all and in
[TABLE]
This is true if we take to be -Lipschitz. Note that if this is the case and \varepsilon\big{(}-\frac{1}{2}\big{)}=0 then (4) is verified.
We now assume is -Lipschitz. If remember that is defined by . Denoting by the unique fixed point of , an explicit computation gives
[TABLE]
By setting , one checks that
[TABLE]
Hence is an increasing bi-Lipschitz map from to . We now set defined by h(x)=x\sin\big{(}\ln(x)\big{)} for and that is a Lipschitz function. It follows that for small enough, the function is -Lipschitz on \big{[}-\frac{1}{2},0\big{]} and verifies \varepsilon\big{(}-\frac{1}{2}\big{)}=0. We extend it by if y\in\big{[}0,\frac{1}{2}\big{]}.
For the function obtained this way, we find that
[TABLE]
It does not converge as .
Appendix B An example where is not convex
The setting here is with . Let be a -Lipschitz map and f:(x,y)\mapsto\big{(}x,g(x)\big{)} be the vertical projection on the graph of . Then is -Lipschitz. Indeed, if \big{(}(x,y),(x^{\prime},y^{\prime})\big{)}\in(\mathbb{R}^{2})^{2},
[TABLE]
Of course, the set of fixed points of is the graph of which is in general not convex.
Let now with . Then by still denoting the restriction of to by , we obtain a map . If , the point such that is \big{(}0,\lambda f(0)\big{)} and obviously X_{\lambda}\to\big{(}0,f(0)\big{)} as .
The norm is not on . Let us consider a norm obtained from by rounding off the corners of the unit ball. It then verifies that for all . Let us assume is close enough to in the sense that is . Then for all pairs , \big{\|}\big{(}x,g(x)\big{)}-\big{(}x^{\prime},g(x^{\prime})\big{)}\big{\|}=\big{\|}\big{(}x,g(x)\big{)}-\big{(}x^{\prime},g(x^{\prime})\big{)}\big{\|}_{\infty}=|x-x^{\prime}|. It follows that for all ,
[TABLE]
Hence is still -Lipschitz for .
The reference list from the paper itself. Each links out to its DOI / PubMed record.
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- 2[2] A. Davini, A. Fathi, R. Iturriaga, and M. Zavidovique , Convergence of the solutions of the discounted equation: the discrete case , Math. Z., 284 (2016), pp. 1021–1034.
- 3[3] , Convergence of the solutions of the discounted Hamilton-Jacobi equation , Invent. Math., 206 (2016), pp. 29–55.
- 4[4] E. Kohlberg and A. Neyman , Asymptotic behavior of nonexpansive mappings in normed linear spaces , Israel J. Math., 38 (1981), pp. 269–275.
