A frequency-domain analysis of inexact gradient methods

被引:0
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作者
Oran Gannot
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来源
Mathematical Programming | 2022年 / 194卷
关键词
90C25; 93C80; 93D09; 93D05; 68Q25;
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摘要
We study robustness properties of some iterative gradient-based methods for strongly convex functions, as well as for the larger class of functions with sector-bounded gradients, under a relative error model. Proofs of the corresponding convergence rates are based on frequency-domain criteria for the stability of nonlinear systems. Applications are given to inexact versions of gradient descent and the Triple Momentum Method. To further emphasize the usefulness of frequency-domain methods, we derive improved analytic bounds for the convergence rate of Nesterov’s accelerated method (in the exact setting) on strongly convex functions.
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页码:975 / 1016
页数:41
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