On semismooth$^*$ path-following method and uniformity of strong metric subregularity at/around the reference point
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| Format: | Preprint |
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2024
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| author | Roubal, Tomáš Valdman, Jan |
| author_facet | Roubal, Tomáš Valdman, Jan |
| contents | 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: \mathbb{R} \longrightarrow \mathbb{R}^n $ that satisfies $ 0 \in F(t, x(t)) $ for each $ t \in [0, T] $, where $ F $ is a set-valued mapping from $ \mathbb{R} \times \mathbb{R}^n $ to $ \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. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2410_23871 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On semismooth$^*$ path-following method and uniformity of strong metric subregularity at/around the reference point Roubal, Tomáš Valdman, Jan Optimization and Control 49J53, 49J52 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: \mathbb{R} \longrightarrow \mathbb{R}^n $ that satisfies $ 0 \in F(t, x(t)) $ for each $ t \in [0, T] $, where $ F $ is a set-valued mapping from $ \mathbb{R} \times \mathbb{R}^n $ to $ \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. |
| title | On semismooth$^*$ path-following method and uniformity of strong metric subregularity at/around the reference point |
| topic | Optimization and Control 49J53, 49J52 |
| url | https://arxiv.org/abs/2410.23871 |