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Strong metric subregularity of mappings in variational analysis and optimization

- Cibulka, Radek, Dontchev, Asen, Kruger, Alexander

**Authors:**Cibulka, Radek , Dontchev, Asen , Kruger, Alexander**Date:**2018**Type:**Text , Journal article**Relation:**Journal of Mathematical Analysis and Applications Vol. 457, no. 2 (2018), p. 1247-1287**Relation:**http://purl.org/au-research/grants/arc/DP160100854**Full Text:**false**Reviewed:****Description:**Although the property of strong metric subregularity of set-valued mappings has been present in the literature under various names and with various (equivalent) 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 Fréchet coderivative, and it is shown by a counterexample that surjectivity of the limiting coderivative is not a sufficient condition for this property, in general. Then 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. As applications to optimization, a characterization of the strong metric subregularity of the KKT mapping is obtained, as well as a radius theorem for the optimality mapping of a nonlinear programming problem. Finally, an error estimate is derived for a discrete approximation in optimal control under strong metric subregularity of the mapping involved in the Pontryagin principle.

On some open problems in optimal control

**Authors:**Dontchev, Asen**Date:**2018**Type:**Text , Book chapter**Relation:**Control Systems and Mathematical Methods in Economics : Essays in Honor of Vladimir M. Veliov (part of the Lecture Notes in Economics and Mathematical Systems book series) p. 3-13**Relation:**http://purl.org/au-research/grants/arc/DP160100854**Full Text:**false**Reviewed:****Description:**Several open problems are presented concerning regularity properties of solutions of optimal control problems with constraints.

The radius of metric subregularity

- Dontchev, Asen, Gfrerer, Helmut, Kruger, Alexander, Outrata, Jiri

**Authors:**Dontchev, Asen , Gfrerer, Helmut , Kruger, Alexander , Outrata, Jiri**Date:**2020**Type:**Text , Journal article**Relation:**Set-Valued and Variational Analysis Vol. 28, no. 3 (2020), p. 451-473, http://purl.org/au-research/grants/arc/DP160100854**Full Text:****Reviewed:****Description:**There is a basic paradigm, called here the radius of well-posedness, which quantifies the “distance” from a given well-posed problem to the set of ill-posed problems of the same kind. In variational analysis, well-posedness is often understood as a regularity property, which is usually employed to measure the effect of perturbations and approximations of a problem on its solutions. In this paper we focus on evaluating the radius of the property of metric subregularity which, in contrast to its siblings, metric regularity, strong regularity and strong subregularity, exhibits a more complicated behavior under various perturbations. We consider three kinds of perturbations: by Lipschitz continuous functions, by semismooth functions, and by smooth functions, obtaining different expressions/bounds for the radius of subregularity, which involve generalized derivatives of set-valued mappings. We also obtain different expressions when using either Frobenius or Euclidean norm to measure the radius. As an application, we evaluate the radius of subregularity of a general constraint system. Examples illustrate the theoretical findings. © 2019, Springer Nature B.V.**Description:**Funding details: Austrian Science Fund, FWF, P26132-N25, P26640-N25, P29190-N32 Funding details: National Science Foundation, NSF Funding details: Australian Research Council, ARC Funding details: Australian Research Council, ARC, DP160100854 Funding details: Austrian Science Fund, FWF Funding details: Universiteit Stellenbosch, US, P26640-N25 P26132-N25, BodyRef/PDF/11228_2019_Article_523.pdf Funding details: Grantová Agentura

**Authors:**Dontchev, Asen , Gfrerer, Helmut , Kruger, Alexander , Outrata, Jiri**Date:**2020**Type:**Text , Journal article**Relation:**Set-Valued and Variational Analysis Vol. 28, no. 3 (2020), p. 451-473, http://purl.org/au-research/grants/arc/DP160100854**Full Text:****Reviewed:****Description:**There is a basic paradigm, called here the radius of well-posedness, which quantifies the “distance” from a given well-posed problem to the set of ill-posed problems of the same kind. In variational analysis, well-posedness is often understood as a regularity property, which is usually employed to measure the effect of perturbations and approximations of a problem on its solutions. In this paper we focus on evaluating the radius of the property of metric subregularity which, in contrast to its siblings, metric regularity, strong regularity and strong subregularity, exhibits a more complicated behavior under various perturbations. We consider three kinds of perturbations: by Lipschitz continuous functions, by semismooth functions, and by smooth functions, obtaining different expressions/bounds for the radius of subregularity, which involve generalized derivatives of set-valued mappings. We also obtain different expressions when using either Frobenius or Euclidean norm to measure the radius. As an application, we evaluate the radius of subregularity of a general constraint system. Examples illustrate the theoretical findings. © 2019, Springer Nature B.V.**Description:**Funding details: Austrian Science Fund, FWF, P26132-N25, P26640-N25, P29190-N32 Funding details: National Science Foundation, NSF Funding details: Australian Research Council, ARC Funding details: Australian Research Council, ARC, DP160100854 Funding details: Austrian Science Fund, FWF Funding details: Universiteit Stellenbosch, US, P26640-N25 P26132-N25, BodyRef/PDF/11228_2019_Article_523.pdf Funding details: Grantová Agentura

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