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Title (deu)
Inexact subgradient algorithm with errors for semialgebraic functions
Speaker / Lecturer
Edouard Pauwels
TSE, Toulouse
Description (deu)

Motivated by the widespread use of approximate derivatives in machine learning and optimization, we study inexact subgradient methods with non-vanishing additive errors. In the nonconvex semialgebraic setting, under boundedness or coercivity assumptions, we prove that the method provides points that eventually fluctuate close to the critical set, in relation to the geometry of the problem and the magnitud of the errors. We cover two step size regimes: vanishing step sizes and small constant step sizes. The main technique relates to the ODE method, and we obtain as byproducts of our analysis, a descent-like lemma for nonsmooth nonconvex problems and an invariance result for the small step limits of algorithmic squences.

Keywords (deu)
One World Optimization Seminar
Subject (eng)
ÖFOS 2012 -- 101 -- Mathematics
Type (eng)
Language
[eng]
Persistent identifier
https://phaidra.univie.ac.at/o:2069733
Date created
2024-06-05
Place of creation (eng)
ESI
Duration
21 minutes 26 seconds
Content
Details
Object type
Video
Format
video/mp4
Created
07.06.2024 11:11:12
Metadata