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Convergence of sequences: a survey

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arxiv 2111.11374 v1 pith:HXQDA2QN submitted 2021-11-22 math.OC cs.MA

classification math.OCcs.MA
keywords theoryconvergencesequencessurveyanalysiscomputationalconnectionconvergent
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Convergent sequences of real numbers play a fundamental role in many different problems in system theory, e.g., in Lyapunov stability analysis, as well as in optimization theory and computational game theory. In this survey, we provide an overview of the literature on convergence theorems and their connection with Fejer monotonicity in the deterministic and stochastic settings, and we show how to exploit these results.

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  1. Convergence of Momentum-Based Optimization Algorithms with Time-Varying Parameters

    math.OC 2025-06 conditional novelty 6.0 of 10

    A unified momentum-based optimization algorithm with time-varying parameters is shown to converge almost surely under generalized Robbins-Monro and Kiefer-Wolfowitz-Blum conditions, even with biased, unbounded-varianc...

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