An iterative method for solving relaxed one-sided Lipschitz algebraic inclusions

DOI10.1007/S10957-014-0550-6zbMATH Open1311.49038arXiv1308.3639OpenAlexW1965814876MaRDI QIDQ2260653FDOQ2260653

Authors: Wolf-Jürgen Beyn, Janosch Rieger 

Publication date: 11 March 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

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

Full work available at URL: https://arxiv.org/abs/1308.3639

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zbMATH Keywords

numerical methodset-valued analysisrelaxed one-sided Lipschitz propertyalgebraic inclusions

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Set-valued and variational analysis (49J53)

Cites Work

• Title not available (Why is that?)
• Implicit Functions and Solution Mappings
• Set-valued analysis
• The implicit Euler scheme for one-sided Lipschitz differential inclusions
• Stability and Euler Approximation of One-sided Lipschitz Differential Inclusions
• Qualitative properties of a class of differential inclusions
• An implicit function theorem for one-sided Lipschitz mappings
• Surjectivity and fixed points of relaxed dissipative multifunctions. Differential inclusions approach
• Relaxed submonotone mappings

Cited In (2)

• Explicit formula for preimages of relaxed one-sided Lipschitz mappings with negative Lipschitz constants: a geometric approach
• Localized solvability of relaxed one-sided Lipschitz inclusions in Hilbert spaces

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