Nam V. Tran, Le T. T. Hai, Truong V. An, Phan T. Vuong
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引用次数: 0
摘要
我们提出了一种用于解决希尔伯特空间中形式为 \(0\in A(x)+B(x)\) 的包含问题的前向后分裂动力学系统,其中 A 是最大算子,B 是单值算子。涉及的算子被假定满足广义单调性条件,该条件比标准单调性假定弱。在参数的温和条件下,我们建立了所提动力系统的定时稳定性。此外,我们还考虑了动态系统的显式前向欧拉离散化,从而提出了一种新的前向后向算法,并对该算法进行了收敛性分析。我们还介绍了对其他优化问题的应用,如约束优化问题、混合变分不等式和变分不等式,并给出了一些数值示例来说明理论结果。
A fixed-time stable forward–backward dynamical system for solving generalized monotone inclusions
We propose a forward–backward splitting dynamical system for solving inclusion problems of the form \(0\in A(x)+B(x)\) in Hilbert spaces, where A is a maximal operator and B is a single-valued operator. Involved operators are assumed to satisfy a generalized monotonicity condition, which is weaker than the standard monotone assumptions. Under mild conditions on parameters, we establish the fixed-time stability of the proposed dynamical system. In addition, we consider an explicit forward Euler discretization of the dynamical system leading to a new forward backward algorithm for which we present the convergence analysis. Applications to other optimization problems such as constrained optimization problems, mixed variational inequalities, and variational inequalities are presented and some numerical examples are given to illustrate the theoretical results.