An algorithm for finding a solution to the inclusion 0\(\in F(x)\) (Q911036)

Using the steepest-descent method combined with the Armijo stepsize rule, we give an algorithm for finding a solution to the inclusion \(0\in F(x)\), where F is a set-valued map with smooth support function. As an example, we consider the special case \(F(x)=g(x)+K\), with K being a convex cone and g a single-valued function. The relation between the present algorithm and that given by \textit{J. Burke} and \textit{S.-P. Han} [Math. Oper. Res. 11, 632-643 (1986; Zbl 0623.90072)] is also discussed.