Long term dynamics of the subgradient method for Lipschitz path differentiable functions
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Abstract (arXiv)
We consider the long-term dynamics of the vanishing stepsize subgradient method in the case when the objective function is neither smooth nor convex. We assume that this function is locally Lipschitz and path differentiable, i.e., admits a chain rule. Our study departs from other works in the sense that we focus on the behavoir of the oscillations, and to do this we use closed measures. We recover known convergence results, establish new ones, and show a local principle of oscillation compensation for the velocities. Roughly speaking, the time average of gradients around one limit point vanishes. This allows us to further analyze the structure of oscillations, and establish their perpendicularity to the general drift.
Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). First posted on arXiv 29 May 2020.
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Citing papers per year: 2021: 1; 2022: 0; 2023: 2; 2024: 3.
6 papers.
- 2023Adam-family Methods with Decoupled Weight Decay in Deep Learningcited by 5
- 2021Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimizationcited by 4
- 2023Stochastic Subgradient Methods with Guaranteed Global Stability in Nonsmooth Nonconvex Optimizationcited by 3
- 2024Developing Lagrangian-based Methods for Nonsmooth Nonconvex Optimizationcited by 2
- 2024Convergence of Decentralized Stochastic Subgradient-based Methods for Nonsmooth Nonconvex functionscited by 1
- 2024Inexact subgradient methods for semialgebraic functionscited by 1
- 2024Inexact subgradient methods for semialgebraic functions30 Apr 2024
- 2024Developing Lagrangian-based Methods for Nonsmooth Nonconvex Optimization15 Apr 2024
- 2024Convergence of Decentralized Stochastic Subgradient-based Methods for Nonsmooth Nonconvex functions18 Mar 2024
- 2023Adam-family Methods with Decoupled Weight Decay in Deep Learning13 Oct 2023
- 2023Stochastic Subgradient Methods with Guaranteed Global Stability in Nonsmooth Nonconvex Optimization19 Jul 2023
- 2021Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization30 Nov 2021