Lyapunov stability of the subgradient method with constant step size
Optimization and Control
2023-03-08 v2
Abstract
We consider the subgradient method with constant step size for minimizing locally Lipschitz semi-algebraic functions. In order to analyze the behavior of its iterates in the vicinity of a local minimum, we introduce a notion of discrete Lyapunov stability and propose necessary and sufficient conditions for stability.
Cite
@article{arxiv.2211.14850,
title = {Lyapunov stability of the subgradient method with constant step size},
author = {Cédric Josz and Lexiao Lai},
journal= {arXiv preprint arXiv:2211.14850},
year = {2023}
}
Comments
11 pages, 2 figures