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A numerical method for the solution of relaxed one-sided Lipschitz algebraic inclusions (1308.3639v1)
Published 16 Aug 2013 in math.OC
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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