Global convergence of the gradient method for functions definable in o-minimal structures
Optimization and Control
2024-12-02 v5
Abstract
We consider the gradient method with variable step size for minimizing functions that are definable in o-minimal structures on the real field and differentiable with locally Lipschitz gradients. We prove that global convergence holds if continuous gradient trajectories are bounded, with the minimum gradient norm vanishing at the rate if the step sizes are greater than a positive constant. If additionally the gradient is continuously differentiable, all saddle points are strict, and the step sizes are constant, then convergence to a local minimum holds almost surely over any bounded set of initial points.
Cite
@article{arxiv.2303.03534,
title = {Global convergence of the gradient method for functions definable in o-minimal structures},
author = {Cédric Josz},
journal= {arXiv preprint arXiv:2303.03534},
year = {2024}
}
Comments
34 pages, 1 figure