Lyapunov stability of the subgradient method with constant step size.

Cédric Josz Lexiao Lai

Published in: Math. Program. (2023)

Keyphrases

step size
subgradient method
lyapunov stability
cost function
optimization problems
convergence rate
convergence speed
nonlinear systems
gradient method
lagrangian relaxation
objective function
control law
optimal control
temporal difference
search algorithm
wavelet coefficients
machine learning