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Journal of Mathematical Analysis and Applications
Article . 2018 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2017
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Strong metric subregularity of mappings in variational analysis and optimization

Authors: R. Cibulka; A.L. Dontchev; A.Y. Kruger;

Strong metric subregularity of mappings in variational analysis and optimization

Abstract

Although the property of strong metric subregularity of set-valued mappings has been present in the literature under various names and with various definitions for more than two decades, it has attracted much less attention than its older "siblings", the metric regularity and the strong metric regularity. The purpose of this paper is to show that the strong metric subregularity shares the main features of these two most popular regularity properties and is not less instrumental in applications. We show that the strong metric subregularity of a mapping F acting between metric spaces is stable under perturbations of the form f + F, where f is a function with a small calmness constant. This result is parallel to the Lyusternik-Graves theorem for metric regularity and to the Robinson theorem for strong regularity, where the perturbations are represented by a function f with a small Lipschitz constant. Then we study perturbation stability of the same kind for mappings acting between Banach spaces, where f is not necessarily differentiable but admits a set-valued derivative-like approximation. Strong metric q-subregularity is also considered, where q is a positive real constant appearing as exponent in the definition. Rockafellar's criterion for strong metric subregularity involving injectivity of the graphical derivative is extended to mappings acting in infinite-dimensional spaces. A sufficient condition for strong metric subregularity is established in terms of surjectivity of the Frechet coderivative. Various versions of Newton's method for solving generalized equations are considered including inexact and semismooth methods, for which superlinear convergence is shown under strong metric subregularity.

31 pages

Keywords

Numerical methods based on nonlinear programming, perturbations and approximations, Newton-type methods, strong metric subregularity, optimal control, Newton's method, Nonlinear programming, Optimization and Control (math.OC), Regularity of solutions in optimal control, nonlinear programming, FOS: Mathematics, Mathematics - Optimization and Control, generalized derivatives, Set-valued and variational analysis

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
39
Top 10%
Top 10%
Top 10%
Green
bronze