Strongly convex gradient-norm worst-case conjecture
Strongly convex gradient-norm worst-case conjecture
Let be a smooth strongly convex function with minimizer , let , and set . For , the gradient method with normalized step size generates iterates
Strongly convex gradient-norm conjecture. Every sequence of iterates generated in this way satisfies
The conjecture predicts the exact worst-case gradient norm through one-dimensional piecewise quadratic functions, analogously to the objective-value results. It is based on numerical experiments in both the smooth convex and smooth strongly convex settings, and no proof or resolution is given in the source.
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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