
In this paper, we improve upon our previous work[24,22] and establish convergence bounds on the objective function values of approximate proximal-gradient descent (AxPGD), approximate accelerated proximal-gradient descent (AxAPGD) and approximate proximal ADMM (AxWLM-ADMM) schemes. We consider approximation errors that manifest rare extreme events and we propagate their effects through iterations. We establish probabilistic asymptotic and non-asymptotic convergence bounds as functions of the range (upper/lower bounds) and variance of approximation errors. We use the derived bound to assess AxPGD in a sparse model predictive control of a spacecraft system and compare its accuracy with previously derived bounds.
Signal Processing (eess.SP), 49M37, 65K05, 90C25, Optimization and Control (math.OC), FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, Electrical Engineering and Systems Science - Signal Processing, Mathematics - Optimization and Control
Signal Processing (eess.SP), 49M37, 65K05, 90C25, Optimization and Control (math.OC), FOS: Mathematics, FOS: Electrical engineering, electronic engineering, information engineering, Electrical Engineering and Systems Science - Signal Processing, Mathematics - Optimization and Control
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