Abstract
An algorithm to compute a fixed point of an upper semicontinuous point to set mapping using a simplicial subdivision is introduced. The new element of the algorithm is that for a given grid it does not start with a subsimplex but with one (arbitrary) point only; the algorithm will terminate always with a subsimplex. This subsimplex yields an approximation of a fixed point and provides the starting point for a finer grid. Some numerical results suggest that this algorithm converges more rapidly than the known algorithms. Moreover, it is very simple to implement the algorithm on the computer.
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van der Laan, G., Talman, A.J.J. A restart algorithm for computing fixed points without an extra dimension. Mathematical Programming 17, 74–84 (1979). https://doi.org/10.1007/BF01588226
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DOI: https://doi.org/10.1007/BF01588226