A numerical method for the solution of relaxed one-sided Lipschitz algebraic inclusions
Optimization and Control
2013-08-19 v1
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.
Cite
@article{arxiv.1308.3639,
title = {A numerical method for the solution of relaxed one-sided Lipschitz algebraic inclusions},
author = {Wolf-Jürgen Beyn and Janosch Rieger},
journal= {arXiv preprint arXiv:1308.3639},
year = {2013}
}
Comments
16 pages