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The Annals of Statistics45(4), 1694–1727 (2017)

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math.OC 1

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2026 1

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IRON: Implicit Resolvent Optimization under Noise

math.OC · 2026-05-06 · unverdicted · novelty 6.0

Fully implicit resolvent discretization of noisy accelerated gradient dynamics produces a Lyapunov mean-square recursion whose contraction factor improves and stationary error scales as O(1/α), vanishing for large α under accurate inner solves.

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  • IRON: Implicit Resolvent Optimization under Noise math.OC · 2026-05-06 · unverdicted · none · ref 19

    Fully implicit resolvent discretization of noisy accelerated gradient dynamics produces a Lyapunov mean-square recursion whose contraction factor improves and stationary error scales as O(1/α), vanishing for large α under accurate inner solves.