3 papers
math.OC2026
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…
math.OC2025
Stochastic Gradient Descent for Constrained Optimization based on Adaptive Relaxed Barrier Functions
Naum Dimitrieski, Jing Cao, Christian Ebenbauer
This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum…
math.OC2024
Time-delay Induced Stochastic Optimization and Extremum Seeking
Naum Dimitrieski, Michael Reyer, Mohamed-Ali Belabbas +1
In this paper a novel stochastic optimization and extremum seeking algorithm is presented, one which is based on time-delayed random perturbations and step size adaptation. For the…