Analysis of iterative optimization methods using lyapunov analysis

86 Views Asked by At

In analysis of iterative methods, is it possible that we have to use two time-lagged version of the time-varying system to analyze its convergence? (that is, we construct the evolution of x^k, x^(k-1), x^(k-2)). All the methods we saw just use one time-lagged (e.g. analysis of heavy ball method)

1

There are 1 best solutions below

0
On

Yes. See, e.g., recent work by Lessard et. al