Author

Christian Ebenbauer

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Preprint Aug 2026

Stochastic Gradient Descent with Momentum: Analysis and Synthesis via Integral Quadratic Constraints

This article applies dynamic integral quadratic constraints (IQCs) to the analysis and synthesis of accelerated stochastic gradient algorithms and model the resulting stochastic gradient oracle as a feedback nonlinearity in the spirit of Lur'e systems from robust control.

Dennis Gramlich, Carsten W. Scherer, Christian Ebenbauer · 0 citations