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

Author

Listed:
  • Wolf-Jürgen Beyn

    (Universität Bielefeld)

  • Janosch Rieger

    (Universität Frankfurt)

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.

Suggested Citation

  • Wolf-Jürgen Beyn & Janosch Rieger, 2015. "An Iterative Method for Solving Relaxed One-Sided Lipschitz Algebraic Inclusions," Journal of Optimization Theory and Applications, Springer, vol. 164(1), pages 154-172, January.
    • Handle: RePEc:spr:joptap:v:164:y:2015:i:1:d:10.1007_s10957-014-0550-6
    DOI: 10.1007/s10957-014-0550-6
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    Cited by:

    1. Andrew S. Eberhard & Boris S. Mordukhovich & Janosch Rieger, 2020. "Explicit Formula for Preimages of Relaxed One-Sided Lipschitz Mappings with Negative Lipschitz Constants: A Geometric Approach," Journal of Optimization Theory and Applications, Springer, vol. 185(1), pages 34-43, April.

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