An Iterative Method for Solving Relaxed One-Sided Lipschitz Algebraic Inclusions

Wolf-Jürgen Beyn () and Janosch Rieger ()
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Wolf-Jürgen Beyn: Universität Bielefeld
Janosch Rieger: Universität Frankfurt

Journal of Optimization Theory and Applications, 2015, vol. 164, issue 1, No 8, 154-172

Abstract: Abstract An existing solvability result for relaxed one-sided Lipschitz algebraic inclusions is improved. This enhanced solvability result allows the design of a robust iterative method for the numerical solution of the algebraic inclusion. Sharp error estimates, illustrative analytic examples, and a numerical example are provided for this method.

Keywords: Set-valued analysis; Algebraic inclusions; Relaxed one-sided Lipschitz property; Numerical method; 49J53; 65K10 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-014-0550-6

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