7 papers
Stochastic Gradient Descent with Momentum: Analysis and Synthesis via Integral Quadratic Constraints
Dennis Gramlich, Carsten W. Scherer, Christian Ebenbauer
This article applies dynamic integral quadratic constraints (IQCs) to the analysis and synthesis of accelerated stochastic gradient algorithms. We consider composite objective func…
Global Stability and Step Size Robustness of RMSProp
Naum Dimitrieski, Maria Christine Honecker, Carsten Scherer +1
In this paper, an input-to-state Lyapunov function for the RMSProp optimization algorithm is introduced. Global asymptotic stability of the RMSProp algorithm for constant step size…
Global exponential stabilization of a force- and torque-actuated unicycle by flexible-step MPC
Ala Kolsi, Christian Ebenbauer, Bahman Gharesifard +1
We study the problem of global exponential stabilization of a force- and torque-controlled unicycle model in discrete time. To this end, we extend a recently introduced approach to…
Global Extremum Seeking With Double Integrators in the Presence of Local Extrema
Raik Suttner, Christian Ebenbauer, Sergey Dashkovskiy
We study the problem of global extremum seeking in the presence of local extrema. We investigate two different perturbation-based methods: 1) a well-known classical extremum seekin…
Non-Local Extremum Seeking Based on the Divergence Theorem
Raik Suttner, Christian Ebenbauer, Sergey Dashkovskiy
We propose a new design strategy for extremum seeking control for a multi-dimensional single-integrator system in the presence of local extrema. The proposed method employs suitabl…
A Poisson Jump-driven SDE Approach to Distributed Gradient Descent with Sparse Communication
Marc Weber, John Paul Strachan, Christian Ebenbauer
To bridge the gap between idealised communication models and the stochastic reality of networked systems, we introduce a framework for embedding asynchronous communication directly…