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Averaged projected-gradient bound
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Mathematics
Area of mathematics
Mathematical optimization
Convex optimization
Projected gradient descent
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If
∥∇
F
(
x
i
)
∥
≤
G
and
∥
x
1
−
x
∗
∥
≤
D
, then
F
(
k
1
∑
i
=
1
k
x
i
)
−
F
(
x
∗
)
≤
2
η
k
D
2
+
2
η
G
2
.
(6)
It follows by expanding the squared distance after each projected step, using nonexpansiveness of projection, summing the resulting inequalities, and applying convexity.
Ancestors
(6)
Projected gradient descent
Convex optimization
Mathematical optimization
Area of mathematics
Mathematics
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