Lyapunov stability of the Euler method

Fuente: arXiv
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Autore principale: Josz, Cédric
Natura: Preprint
Pubblicazione: 2025
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author Josz, Cédric
author_facet Josz, Cédric
contents We extend the Lyapunov stability criterion to Euler discretizations of differential inclusions. It relies on a pair of Lyapunov functions, one in continuous time and one in discrete time. In the context of optimization, this yields sufficient conditions for the stability of nonisolated local minima when using the Bouligand subgradient method.
format Preprint
id arxiv_https___arxiv_org_abs_2509_11415
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Lyapunov stability of the Euler method
Josz, Cédric
Optimization and Control
We extend the Lyapunov stability criterion to Euler discretizations of differential inclusions. It relies on a pair of Lyapunov functions, one in continuous time and one in discrete time. In the context of optimization, this yields sufficient conditions for the stability of nonisolated local minima when using the Bouligand subgradient method.
title Lyapunov stability of the Euler method
topic Optimization and Control
url https://arxiv.org/abs/2509.11415