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Higher-order metric subregularity and its applications

Boris Mordukhovich () and Wei Ouyang ()

Journal of Global Optimization, 2015, vol. 63, issue 4, 777-795

Abstract: This paper is devoted to the study of metric subregularity and strong subregularity of any positive order $$q$$ q for set-valued mappings in finite and infinite dimensions. While these notions have been studied and applied earlier for $$q=1$$ q = 1 and—to a much lesser extent—for $$q\in (0,1)$$ q ∈ ( 0 , 1 ) , no results are available for the case $$q>1$$ q > 1 . We derive characterizations of these notions for subgradient mappings, develop their sensitivity analysis under small perturbations, and provide applications to the convergence rate of Newton-type methods for solving generalized equations. Copyright Springer Science+Business Media New York 2015

Keywords: Variational analysis; Metric subregularity and strong subregularity of higher order; Newton and quasi-Newton methods; Generalized normals and subdifferentials; 49J52; 90C30; 90C31 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10898-015-0271-x

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