# Long term dynamics of the subgradient method for Lipschitz path differentiable functions

arXiv: https://arxiv.org/abs/2006.00098 · HTML: https://mlsanity.com/paper/2006.00098/

## Key facts

- Cited by 6 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 29 May 2020.

## Built on by (most cited first, 6 of 6)

- [Adam-family Methods with Decoupled Weight Decay in Deep Learning](https://mlsanity.com/paper/2310.08858/) (2023)
- [Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization](https://mlsanity.com/paper/2111.15645/) (2021)
- [Stochastic Subgradient Methods with Guaranteed Global Stability in Nonsmooth Nonconvex Optimization](https://mlsanity.com/paper/2307.10053/) (2023)
- [Developing Lagrangian-based Methods for Nonsmooth Nonconvex Optimization](https://mlsanity.com/paper/2404.09438/) (2024)
- [Convergence of Decentralized Stochastic Subgradient-based Methods for Nonsmooth Nonconvex functions](https://mlsanity.com/paper/2403.11565/) (2024)
- [Inexact subgradient methods for semialgebraic functions](https://mlsanity.com/paper/2404.19517/) (2024)

## 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.
