Drori–Teboulle conjecture for the smooth convex gradient method

About 11 years old · traced to

Let f∈F0,L(Rd)f\in\mathcal{F}_{0,L}(\mathbb{R}^d) be a smooth convex function with a minimizer x∗x_*, let f∗=f(x∗)f_*=f(x_*), and let R=∥x0−x∗∥2R=\lVert x_0-x_*\rVert_2. For 0≤h≤20\leq h\leq 2, the gradient method with normalized step size h/Lh/L generates iterates

xi+1=xi−hL∇f(xi).x_{i+1}=x_i-\frac{h}{L}\nabla f(x_i).

Drori–Teboulle conjecture. Every sequence of iterates generated in this way satisfies

f(xN)−f∗≤LR22max⁡(12Nh+1,(1−h)2N).f(x_N)-f_*\leq \frac{LR^2}{2}\max\left(\frac{1}{2Nh+1},(1-h)^{2N}\right).

The conjecture gives the exact worst-case objective accuracy of the fixed-step gradient method. The source states that it was proved for 0≤h≤10\leq h\leq 1, while the range 1<h<21<h<2 remained open there; the bound is attained by two explicit one-dimensional functions.

References

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).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.