A Systematic Approach to Lyapunov Analyses of Continuous-Time Models in Convex Optimization
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Publication:6116244
DOI10.1137/22m1498486zbMath1522.90102arXiv2205.12772OpenAlexW4281562381MaRDI QIDQ6116244
Adrien B. Taylor, Unnamed Author, Francis Bach
Publication date: 11 August 2023
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.12772
convex optimizationordinary differential equationsstochastic differential equationsfirst-order methodscontinuous-time modelsperformance estimationworst-case analyses
Analysis of algorithms and problem complexity (68Q25) Semidefinite programming (90C22) Convex programming (90C25) Nonlinear programming (90C30)
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