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

TL;DR

This paper explores a semismooth$^*$ path-following method for algebraic inclusions, emphasizing the importance of uniform strong subregularity to enhance stability and convergence of solution trajectories.

Contribution

It introduces a framework combining semismooth$^*$ properties with uniform subregularity to improve robustness of path-following algorithms for set-valued mappings.

Findings

Uniform subregularity ensures robustness of the path-following method.

Two approaches to semismooth$^*$ properties along paths are analyzed.

Framework enhances stability and convergence of solution trajectories.

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.