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Automated Lyapunov Analysis of Primal-Dual Optimization Algorithms: An Interpolation Approach

2023· article· en· W4391021271 on OpenAlexaff
Bryan Van Scoy, John W. Simpson-Porco, Laurent Lessard

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEngineering
TopicSparse and Compressive Sensing Techniques
Canadian institutionsUniversity of Toronto
FundersNational Science Foundation
KeywordsRate of convergenceLyapunov functionLinear matrix inequalityConvex optimizationConvergence (economics)Mathematical optimizationConvex functionInterpolation (computer graphics)MathematicsAlgorithmComputer scienceRegular polygon

Abstract

fetched live from OpenAlex

Primal-dual algorithms are frequently used for iteratively solving large-scale convex optimization problems. The analysis of such algorithms is usually done on a case-by-case basis, and the resulting guaranteed rates of convergence can be conservative. Here we consider a class of first-order algorithms for linearly constrained convex optimization problems, and provide a linear matrix inequality (LMI) analysis framework for certifying worst-case exponential convergence rates. Our approach builds on recent results for interpolation of convex functions and linear operators, and our LMI directly constructs a Lyapunov function certifying the guaranteed convergence rate. By comparing to rates established in the literature, we show that our approach can certify significantly faster convergence for this family of algorithms.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.769
Threshold uncertainty score0.338

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.023
GPT teacher head0.267
Teacher spread0.244 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2023
Admission routes1
Has abstractyes

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