Question: Let f : Rn R be a continuous differentiable function that has an achievable finite global minimum f (x) = f with an L-Lipschitz continuous
Let f : Rn R be a continuous differentiable function that has an achievable finite global minimum f (x) = f with an L-Lipschitz continuous gradient. Given some starting point x0 Rn such that f (x0) is finite, suppose that we optimization the function f using gradient descent (GD) with iterates xk+1 = xk f (xk), (1) where (0, 1 L ]. (a) (5 points) Show that j=0 f (xj )2 2
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