Abstract
We consider a problem of solution of a multi-valued inclusion on a cone segment. In the case where the underlying mapping possesses Z type properties we suggest an extension of Gauss–Seidel algorithms from nonlinear equations. We prove convergence of a modified double iteration process under rather mild additional assumptions. Some results of numerical experiments are also presented.
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In this work, the third author was supported by the joint RFBR–NNSF grant, project No. 07-01-92101.
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Allevi, E., Gnudi, A., Konnov, I.V. et al. Gauss–Seidel method for multi-valued inclusions with Z mappings. J Glob Optim 53, 97–105 (2012). https://doi.org/10.1007/s10898-011-9705-2
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DOI: https://doi.org/10.1007/s10898-011-9705-2