[LA] Lipschitz continuous gradient

1. Definitions

f(x) is L- Lipschitz continuous, then we have

  • (1) f(x)f(y)2Lxy2 (note that this does not assume convexity of f(x) )
  • (2) L2xTxf(x) is convex ( if dom(f) is convex )
  • (3) 2f(x)LI ( if f(x) is twice differentiable )
  • (4) f(y)f(x)+f(x)(yx)+L2yx22 ( if f(x) is convex)

(一) (1) to (2): From the equivalent definition of convexity, that
f(x) is convex iff (f(x)f(y))T(xy)0 and dom(f) is convex.
We just need to prove that

[(Lxf(x))(Ly
  • 4
    点赞
  • 14
    收藏
    觉得还不错? 一键收藏
  • 4
    评论

“相关推荐”对你有帮助么?

  • 非常没帮助
  • 没帮助
  • 一般
  • 有帮助
  • 非常有帮助
提交
评论 4
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值