Variational analysis of the abscissa mapping for polynomials

被引:10
作者
Burke, JV [1 ]
Overton, ML
机构
[1] Univ Washington, Dept Math, Seattle, WA 98195 USA
[2] NYU, Courant Inst Math Sci, New York, NY 10012 USA
关键词
nonsmooth analysis; polynomials; stability; subgradient; Clarke regular;
D O I
10.1137/S0363012900367655
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The abscissa mapping on the a ne variety M-n of monic polynomials of degree n is the mapping that takes a monic polynomial to the maximum of the real parts of its roots. This mapping plays a central role in the stability theory of matrices and dynamical systems. It is well known that the abscissa mapping is continuous on M-n, but not Lipschitz continuous. Furthermore, its natural extension to the linear space P-n of polynomials of degree n or less is not continuous. In our analysis of the abscissa mapping, we use techniques of modern nonsmooth analysis described extensively in Variational Analysis (R. T. Rockafellar and R. J.-B. Wets, Springer-Verlag, Berlin, 1998). Using these tools, we completely characterize the subderivative and the subgradients of the abscissa mapping, and establish that the abscissa mapping is everywhere subdifferentially regular. This regularity permits the application of our results in a broad context through the use of standard chain rules for nonsmooth functions. Our approach is epigraphical, and our key result is that the epigraph of the abscissa map is everywhere Clarke regular.
引用
收藏
页码:1651 / 1676
页数:26
相关论文
共 4 条
[1]  
BURKE JV, IN PRESS MATH PROGRA
[2]  
BURKE JV, IN PRESS P AM MATH S
[3]  
LEVANTOVSKII LV, 1980, VESTN MOSK U MAT M+, V35, P19
[4]  
Rockafellar R.T., 1998, VARIATIONAL ANAL