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arXiv:2211.14850 [math.OC]AbstractReferencesReviewsResources

Lyapunov stability of the subgradient method with constant step size

Cédric Josz, Lexiao Lai

Published 2022-11-27Version 1

We consider the subgradient method with constant step size for minimizing locally Lipschitz semi-algebraic functions. In order to analyze the behavior of its iterates in the vicinity of a local minimum, we introduce a notion of discrete Lyapunov stability and propose necessary and sufficient conditions for stability.

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