Gradient descent convergence for β-smooth functions

Let ff be a β-smooth convex function and assume we have ||𝐱*𝐱(1)||2R||\mathbf{x}^* - \mathbf{x}^{(1)}||_2 \leq R. If we run GD for TT steps, we have: f(𝐱(T))f(𝐱*)2βR2Tf(\mathbf{x}^{(T)}) - f(\mathbf{x}^{*}) \leq \frac{2\beta R^2}{T}

Corollary

If T=O(βR2ϵ)T = O(\frac{\beta R^2}{\epsilon}) we have f(𝐱(T))f(𝐱*)ϵf(\mathbf{x}^{(T)}) - f(\mathbf{x}^{*}) \leq \epsilon


Compare to: Gradient descent convergence bound, Gradient descent convergence for α-strongly convex functions