Variational Analysis of the Abscissa Mapping for Polynomials

James V. Burke (burkemath.washington.edu)
Michael L. Overton (overtoncs.nyu.edu)

Abstract: The abscissa mapping on the affine 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, 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.

Keywords: nonsmooth analysis, stability, Clarke regular

Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Citation: SIAM J. Control Optim.39 (2001), pp. 1651-1676

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Entry Submitted: 06/01/2001
Entry Accepted: 06/12/2001
Entry Last Modified: 06/01/2001

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