Lyapunov stability of the Euler method

math.OC arXiv:2509.11415
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Abstract

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.

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