Infinite-order resolution ODE convergence conjecture

Let g(z,s)g(z,s) be a discrete-time update, and let fi(Z)f_i(Z) be the coefficient functions defined recursively by the paper's construction. Define

f()(Z,s):=i=0fi(Z)si.f^{(\infty)}(Z,s):=\sum_{i=0}^{\infty}f_i(Z)s^i.

For any zz and z+=g(z,s)z^+=g(z,s), let Z(s)Z(s) denote the solution at time t=st=s of

dZdt=f()(Z,s),Z(0)=z.\frac{dZ}{dt}=f^{(\infty)}(Z,s),\qquad Z(0)=z.

Infinite-order resolution ODE conjecture. Under certain regularity conditions on g(z,s)g(z,s) and ss, including, for example, that g(z,s)g(z,s) is infinitely differentiable and that ss is sufficiently small, the series defining f()(Z,s)f^{(\infty)}(Z,s) converges for every ZZ, and the resulting ODE satisfies

Z(s)=z+.Z(s)=z^+.

This conjecture asserts that the infinite-order resolution ODE exactly reproduces one step of the discrete-time algorithm. The finite-order construction preceding it provides approximate resolution ODEs, but the supplied text does not specify precise sufficient regularity conditions or establish convergence and exactness in the infinite-order case.

Sources & referencesView supporting material

Primary source

Haihao Lu, “An O(s^r)-Resolution ODE Framework for Understanding Discrete-Time Algorithms and Applications to the Linear Convergence of Minimax Problems”, arXiv:2001.08826 (2021).

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