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On semismooth$^*$ path-following method and uniformity of strong metric subregularity at/around the reference point (2410.23871v1)

Published 31 Oct 2024 in math.OC

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: \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.

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