2025年09月06日 星期六 登录 EN

学术活动
Stochastic Subgradient Methods with Guaranteed Global Stability in Nonsmooth Nonconvex Optimization
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报告人:
Xiaoyin Hu, Associate Professor, Hangzhou City University
邀请人:
Xin Liu, Professor
题目:
Stochastic Subgradient Methods with Guaranteed Global Stability in Nonsmooth Nonconvex Optimization
时间地点:
11:00-12:00 September 8(Monday), Tencent Meeting: 180110846, Password: 311311
摘要:

In this talk, we focus on providing convergence guarantees for stochastic subgradient methods in minimizing nonsmooth nonconvex functions. We first investigate the global stability of a general framework for stochastic subgradient methods, where the corresponding differential inclusion admits a coercive Lyapunov function. We prove that, for any sequence of sufficiently small stepsizes and approximation parameters, coupled with sufficiently controlled noises, the iterates are uniformly bounded and asymptotically stabilize around the stable set of its corresponding differential inclusion. Moreover, we develop an improved analysis to apply our proposed framework to establish the global stability of a wide range of stochastic subgradient methods, where the corresponding Lyapunov functions are possibly non-coercive. These theoretical results illustrate the promising potential of our proposed framework for establishing the global stability of various stochastic subgradient methods.