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               Department of Systems Engineering and Engineering Management

                       The Chinese University of Hong Kong

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Date: Thursday, Dec 8, 4:30 pm – 5:30 pm

Venue: ERB 513, The Chinese University of Hong Kong

Title: Lyapunov Stability of the Subgradient Method with Constant Step Size

Speaker: Mr. Lexiao Lai, Columbia University

Abstract:

We consider the subgradient method with constant step size for minimizing locally Lipschitz semi-algebraic functions. In order to analyze the behavior of its iterates in the vicinity of a local minimum, we introduce a notion of discrete Lyapunov stability and propose necessary and sufficient conditions for stability.

Biography:

Lexiao Lai is a fourth year Ph.D. student at Columbia IEOR advised by Cédric Josz. His research interest lies in nonconvex optimization, semi-algebraic geometry, and low-rank matrix recovery. Prior to Columbia, he received a Bachelor of Science in Mathematics from the University of Hong Kong.

Everyone is welcome to attend the talk!

SEEM-5201 Website: http://seminar.se.cuhk.edu.hk

Email: seem5201@se.cuhk.edu.hk