Exercise · ZW-CONVERGENCE-WITH-LIPSCHITZ-GRADIENT-002 · ★☆☆ Basic
If \( \nabla f \) is Lipschitz with constant \( L \), which gradient step is the standard choice?
Choose one option.
Show answer
- D. \( t=1/L \)
Explanation
The step \( 1/L \) is the one used in the proof of the \( O(1/k) \) rate. Taking \( t=L \) gives a step that is too large and does not guarantee descent.
Review the concept: Convergence with Lipschitz gradient
Result guaranteeing that gradient descent with a suitable step size converges for differentiable functions whose gradient \( \nabla f \) is Lipschitz continuous with constant \( L \).
\[f(x_k)-f^* \le \frac{L\|x_0-x^*\|^2}{2k}\]
More practice problems: convergence with lipschitz gradient
- ZW-CONVERGENCE-WITH-LIPSCHITZ-GRADIENT-001 What does it mean for ∇ f to be Lipschitz with constant L ?
- ZW-CONVERGENCE-WITH-LIPSCHITZ-GRADIENT-003 What is the function-value convergence rate for convex gradient descent with step 1/L ?
- ZW-CONVERGENCE-WITH-LIPSCHITZ-GRADIENT-004 Which inequality follows from the Lipschitz condition on the gradient?
- ZW-CONVERGENCE-WITH-LIPSCHITZ-GRADIENT-005 If ∇ f is Lipschitz, what does convexity of f add for the descent sequence?
- ZW-CONVERGENCE-WITH-LIPSCHITZ-GRADIENT-006 A function has L=4 . What step t is safe under the rule t=1/L ?
- ZW-CONVERGENCE-WITH-LIPSCHITZ-GRADIENT-007 For f(x)=x^2 on ℝ , what is the Lipschitz constant L of the gradient?
- ZW-CONVERGENCE-WITH-LIPSCHITZ-GRADIENT-008 If ∇ f is Lipschitz with L=3 and \|x_0-x^*\|=2 , what bound does the O(1/k) rate give for k=6 ?
- ZW-CONVERGENCE-WITH-LIPSCHITZ-GRADIENT-009 For f(x)=(1)/(2)x^2 with t=1/L , what is x_1 if x_0=4 ?
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