Examples of Pathological Dynamics of the Subgradient Method for Lipschitz Path-Differentiable Functions

DOI10.1287/MOOR.2021.1241MaRDI QIDQ5870372zbMATH OpenOpenAlexFDO

Authors Rodolfo Ríos-Zertuche

Publication date 9 January 2023

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.11699

zbMATH Keywords

gradient descentlarge-scale optimization

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Gradient-like behavior; isolated (locally maximal) invariant sets; attractors, repellers for topological dynamical systems (37B35) Numerical optimization and variational techniques (65K10)

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Cites work

• A Chain Rule for Essentially Smooth Lipschitz Functions
• A function not constant on a connected set of critical points
• Action minimizing invariant measures for positive definite Lagrangian systems
• Characterizations of Łojasiewicz inequalities: Subgradient flows, talweg, convexity
• Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning
• Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
• Differentiable functions
• Generalized subdifferentials: a Baire categorical approach
• Introduction to Piecewise Differentiable Equations
• Measure theory and fine properties of functions
• Pathological subgradient dynamics
• Stochastic subgradient method converges on tame functions

Cited in

(8)

• Stochastic proximal subgradient descent oscillates in the vicinity of its accumulation set
• Pathological subgradient dynamics
• Sufficient Conditions for Instability of the Subgradient Method with Constant Step Size
• Conservative parametric optimality and the ridge method for tame min-max problems
• Examples of pathological dynamics of the subgradient method for Lipschitz path-differentiable functions
• Long term dynamics of the subgradient method for Lipschitz path differentiable functions
• Global stability of first-order methods for coercive tame functions
• Geometric and computational hardness of bilevel programming

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