Drori–Teboulle conjecture for the smooth convex gradient method
Drori–Teboulle conjecture for the smooth convex gradient method
Let be a smooth convex function with a minimizer , let , and let . For , the gradient method with normalized step size generates iterates
Drori–Teboulle conjecture. Every sequence of iterates generated in this way satisfies
The conjecture gives the exact worst-case objective accuracy of the fixed-step gradient method. The source states that it was proved for , while the range remained open there; the bound is attained by two explicit one-dimensional functions.
Sources & referencesView supporting material
Primary source
Adrien B. Taylor, Julien M. Hendrickx and François Glineur, “Smooth Strongly Convex Interpolation and Exact Worst-case Performance of First-order Methods”, arXiv:1502.05666 (2016).
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