English

Convergence of difference inclusions via a diameter criterion

Optimization and Control 2026-05-15 v1

Abstract

We study discrete dynamics governed by a difference inclusion whose increment is the sum of a selection from a set-valued map and a noise term. For any bounded realization, convergence follows once the inter-iterate diameter is controlled by the variation of a continuous potential. The limit point is then critical for a scaled outer limit of the update map. To certify this diameter criterion, we develop a stratified descent framework: we project iterates onto a suitable stratification and track a potential that decreases up to a summable error. Combining the diameter criterion with a diameter estimate obtained from this framework yields convergence of common first-order optimization methods under step sizes of order 1/k1/k. The guarantees cover inexact and stochastic subgradient methods, as well as the momentum method, for locally Lipschitz objectives definable in polynomially bounded o-minimal structures. Our arguments are entirely discrete, with no appeal to continuous-time approximations.

Keywords

Cite

@article{arxiv.2605.14345,
  title  = {Convergence of difference inclusions via a diameter criterion},
  author = {Lexiao Lai and Mingzhi Song},
  journal= {arXiv preprint arXiv:2605.14345},
  year   = {2026}
}

Comments

46 pages

R2 v1 2026-07-22T07:11:34.976Z