Variational analysis of functions of the roots of polynomials

成果类型:
Article
署名作者:
Burke, JV; Lewis, AS; Overton, ML
署名单位:
University of Washington; University of Washington Seattle; Cornell University; New York University
刊物名称:
MATHEMATICAL PROGRAMMING
ISSN/ISSBN:
0025-5610
DOI:
10.1007/s10107-005-0616-1
发表日期:
2005
页码:
263-292
关键词:
摘要:
The Gauss-Lucas Theorem on the roots of polynomials nicely simplifies the computation of the subderivative and regular subdifferential of the abscissa mapping on polynomials (the maximum of the real parts of the roots). This paper extends this approach to more general functions of the roots. By combining the Gauss-Lucas methodology with an analysis of the splitting behavior of the roots, we obtain characterizations of the subderivative and regular subdifferential for these functions as well. In particular, we completely characterize the subderivative and regular subdifferential of the radius mapping (the maximum of the moduli of the roots). The abscissa and radius mappings are important for the study of continuous and discrete time linear dynamical systems.