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.
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).
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