English

On semismooth$^*$ path-following method and uniformity of strong metric subregularity at/around the reference point

Optimization and Control 2024-11-01 v1

Abstract

This paper investigates a path-following method inspired by the semismooth^* approach for solving algebraic inclusions, with a primary emphasis on the role of uniform subregularity. Uniform subregularity is crucial for ensuring the robustness and stability of path-following methods, as it provides a framework to uniformly control the distance between the input and the solution set across a continuous path. We explore the problem of finding a mapping x:RRn x: \mathbb{R} \longrightarrow \mathbb{R}^n that satisfies 0F(t,x(t)) 0 \in F(t, x(t)) for each t[0,T] t \in [0, T] , where F F is a set-valued mapping from R×Rn \mathbb{R} \times \mathbb{R}^n to Rn \mathbb{R}^n . The paper discusses two approaches: the first considers mappings with uniform semismooth^* properties along continuous paths, leading to a consistent grid error throughout the interval, while the second examines mappings exhibiting pointwise semismooth^* properties at individual points along the path. The uniform strong subregularity framework is integrated into these approaches to strengthen the stability of solution trajectories and improve algorithmic convergence.

Keywords

Cite

@article{arxiv.2410.23871,
  title  = {On semismooth$^*$ path-following method and uniformity of strong metric subregularity at/around the reference point},
  author = {Tomáš Roubal and Jan Valdman},
  journal= {arXiv preprint arXiv:2410.23871},
  year   = {2024}
}

Comments

27 pages, 3 figures