Beyond convexity-Contraction and global convergence of gradient descent.

This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on gradient descent based on convexity can be replaced by much more ge...

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Bibliographic Details
Main Authors: Patrick M Wensing, Jean-Jacques Slotine
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2020-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0236661