<p>In this paper, a regularized dynamical system of forward–backward–forward type method for solving structured monotone inclusions is studied. The novelty of the proposed dynamics consists of the fact that only the algebraic part of the dynamical system needs to be regularized, while the differential part remains unchanged. We obtain strong convergence of the generated trajectories to a solution of the original monotone inclusion and under strong monotonicity conditions we obtain a convergence estimate. A time discretization of the dynamical system by explicit Euler scheme provides an iterative regularization forward–backward–forward splitting method with relaxation parameters. Numerical experiments illustrate the effectiveness of the proposed dynamical system approach with regularization.</p>

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A simple regularized forward–backward–forward dynamical system for structured monotone inclusions

  • Pham Ky Anh,
  • Trinh Ngoc Hai

摘要

In this paper, a regularized dynamical system of forward–backward–forward type method for solving structured monotone inclusions is studied. The novelty of the proposed dynamics consists of the fact that only the algebraic part of the dynamical system needs to be regularized, while the differential part remains unchanged. We obtain strong convergence of the generated trajectories to a solution of the original monotone inclusion and under strong monotonicity conditions we obtain a convergence estimate. A time discretization of the dynamical system by explicit Euler scheme provides an iterative regularization forward–backward–forward splitting method with relaxation parameters. Numerical experiments illustrate the effectiveness of the proposed dynamical system approach with regularization.