相关论文: The gradient's limit of a definable family of func…

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…

We establish the following result: if the graph of a (nonsmooth) real-extended-valued function $f:\mathbb{R}^{n}\to \mathbb{R}\cup\{+\infty\}$ is closed and admits a Whitney stratification, then the norm of the gradient of $f$ at…

We analyze the constant step size subgradient method on nonsmooth, nonconvex functions. We identify geometric assumptions on the objective function under which i) its domain admits a partition (stratification) into smooth manifolds (strata)…

Given an objective function that is invariant under an action of a Lie group, we study how its subgradients relate to the orbits of the action. Our main finding is that they satisfy projection formulae analogous to those stemming from the…

Fractional derivatives are a well-studied generalization of integer order derivatives. Naturally, for optimization, it is of interest to understand the convergence properties of gradient descent using fractional derivatives. Convergence…

We show that gradient descent can converge to any local minimum of a smooth semi-algebraic function. This holds if the step sizes are nonsummable and sufficiently small. The same results hold for the subgradient method on locally Lipschitz…

These notes focus on the Lipschitz geometry of sets that are definable in o-minimal structures (expanding the real field). We show that every set which is definable in a polynomially bounded o-minimal structure admits a stratification which…

We propose to grok Lipschitz stratifications from a non-archimedean point of view and thereby show that they exist for closed definable sets in any power-bounded o-minimal structure on a real closed field. Unlike the previous approaches in…

We investigate smooth approximations of functions, with prescribed gradient behavior on a distinguished stratified subset of the domain. As an application, we outline how our results yield important consequences for a recently introduced…

We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path differentiable functions constitute a proper subclass of Lipschitz functions which admit conservative gradients, a notion of…

This work considers the question: what convergence guarantees does the stochastic subgradient method have in the absence of smoothness and convexity? We prove that the stochastic subgradient method, on any semialgebraic locally Lipschitz…

We consider stochastic gradient descents on the space of large symmetric matrices of suitable functions that are invariant under permuting the rows and columns using the same permutation. We establish deterministic limits of these random…

We show that the subgradient method converges only to local minimizers when applied to generic Lipschitz continuous and subdifferentially regular functions that are definable in an o-minimal structure. At a high level, the argument we…

We prove the existence of Verdier stratifications for sets definable in any o-minimal structure on (R, +, .). It is also shown that the Verdier condition (w) implies the Whitney condition (b) in o-minimal structures on (R, +, .). As a…

Using a geometric argument, we show that under a reasonable continuity condition, the Clarke subdifferential of a semi-algebraic (or more generally stratifiable) directionally Lipschitzian function admits a simple form: the normal cone to…

We prove a theorem which provides a method for constructing points on varieties defined by certain smooth functions. We require that the functions are definable in a definably complete expansion of a real closed field and are locally…

We analyze the stochastic proximal subgradient descent in the case where the objective functions are path differentiable and verify a Sard-type condition. While the accumulation set may not be reduced to unique point, we show that the time…

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

We consider a class of integral functionals with convex integrand with respect to the gradient variable, assuming that the function that measures the oscillation of the integrand with respect to the x variable belongs to a suitable Sobolev…

We consider the class of measurable functions defined in all of $\mathbb{R}^n$ that give rise to a nonlocal minimal graph over a ball of $\mathbb{R}^n$. We establish that the gradient of any such function is bounded in the interior of the…