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

DOI10.1007/S10957-014-0550-6MaRDI QIDQ2260653zbMATH OpenOpenAlexFDO

Authors Wolf-Jürgen Beyn, Janosch Rieger

Publication date 11 March 2015

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 3855514 (Why is no real title available?)
• An implicit function theorem for one-sided Lipschitz mappings
• Implicit Functions and Solution Mappings
• Qualitative properties of a class of differential inclusions
• Relaxed submonotone mappings
• Set-valued analysis
• Stability and Euler Approximation of One-sided Lipschitz Differential Inclusions
• Surjectivity and fixed points of relaxed dissipative multifunctions. Differential inclusions approach
• The implicit Euler scheme for one-sided Lipschitz differential inclusions

Cited in

(2)

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

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