How $||nabla f(x) - nabla f(overlinex)||le L|x-overlinex|$ implies $(nabla f(x) -nabla f(overlinex))^Tp_kle L|x-overlinex||p_k|$

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I'm trying to understand how the lipschitz condition (3.13) implies the last equation. The rest is specific for optimization and is not needed to understand the question but I leave it here for context. The book is from Nocedal.



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As far as I understood, the Lipstichtz condition is on the norm. We can only say what's in 3.13. However, the least equation of the image is not on the norm. How do I prove such implication? (the right side is just $L||x_k+alpha_k p_k - x_k||$)



Not necessary for the question but just to inform:



If you want to know more about it, the conditions 3.6b and 3.1 are, respectively:



$$nabla f_k+1^Tp_kge c_2nabla f_k^Tp_k$$
$$x_k+1 = x_k + alpha_k p_k$$










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    up vote
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    down vote

    favorite












    I'm trying to understand how the lipschitz condition (3.13) implies the last equation. The rest is specific for optimization and is not needed to understand the question but I leave it here for context. The book is from Nocedal.



    enter image description here



    As far as I understood, the Lipstichtz condition is on the norm. We can only say what's in 3.13. However, the least equation of the image is not on the norm. How do I prove such implication? (the right side is just $L||x_k+alpha_k p_k - x_k||$)



    Not necessary for the question but just to inform:



    If you want to know more about it, the conditions 3.6b and 3.1 are, respectively:



    $$nabla f_k+1^Tp_kge c_2nabla f_k^Tp_k$$
    $$x_k+1 = x_k + alpha_k p_k$$










    share|cite|improve this question

























      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite











      I'm trying to understand how the lipschitz condition (3.13) implies the last equation. The rest is specific for optimization and is not needed to understand the question but I leave it here for context. The book is from Nocedal.



      enter image description here



      As far as I understood, the Lipstichtz condition is on the norm. We can only say what's in 3.13. However, the least equation of the image is not on the norm. How do I prove such implication? (the right side is just $L||x_k+alpha_k p_k - x_k||$)



      Not necessary for the question but just to inform:



      If you want to know more about it, the conditions 3.6b and 3.1 are, respectively:



      $$nabla f_k+1^Tp_kge c_2nabla f_k^Tp_k$$
      $$x_k+1 = x_k + alpha_k p_k$$










      share|cite|improve this question















      I'm trying to understand how the lipschitz condition (3.13) implies the last equation. The rest is specific for optimization and is not needed to understand the question but I leave it here for context. The book is from Nocedal.



      enter image description here



      As far as I understood, the Lipstichtz condition is on the norm. We can only say what's in 3.13. However, the least equation of the image is not on the norm. How do I prove such implication? (the right side is just $L||x_k+alpha_k p_k - x_k||$)



      Not necessary for the question but just to inform:



      If you want to know more about it, the conditions 3.6b and 3.1 are, respectively:



      $$nabla f_k+1^Tp_kge c_2nabla f_k^Tp_k$$
      $$x_k+1 = x_k + alpha_k p_k$$







      linear-algebra multivariable-calculus derivatives optimization






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      edited Sep 10 at 9:44









      Siong Thye Goh

      83k1456104




      83k1456104










      asked Sep 9 at 1:40









      Paprika

      198111




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          beginalign
          (nabla f_k+1-nabla f_k)^T p_k &le |nabla f_k+1-nabla f_k||p_k|, textby Cauchy-Schwarz\
          &le L |x_k+1-x_k||p_k| text, by Lipschitz \
          &=L|alpha_k p_k||p_k|\
          &= Lalpha_k |p_k|^2
          endalign






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            1 Answer
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            1 Answer
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            up vote
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            down vote



            accepted










            beginalign
            (nabla f_k+1-nabla f_k)^T p_k &le |nabla f_k+1-nabla f_k||p_k|, textby Cauchy-Schwarz\
            &le L |x_k+1-x_k||p_k| text, by Lipschitz \
            &=L|alpha_k p_k||p_k|\
            &= Lalpha_k |p_k|^2
            endalign






            share|cite|improve this answer


























              up vote
              2
              down vote



              accepted










              beginalign
              (nabla f_k+1-nabla f_k)^T p_k &le |nabla f_k+1-nabla f_k||p_k|, textby Cauchy-Schwarz\
              &le L |x_k+1-x_k||p_k| text, by Lipschitz \
              &=L|alpha_k p_k||p_k|\
              &= Lalpha_k |p_k|^2
              endalign






              share|cite|improve this answer
























                up vote
                2
                down vote



                accepted







                up vote
                2
                down vote



                accepted






                beginalign
                (nabla f_k+1-nabla f_k)^T p_k &le |nabla f_k+1-nabla f_k||p_k|, textby Cauchy-Schwarz\
                &le L |x_k+1-x_k||p_k| text, by Lipschitz \
                &=L|alpha_k p_k||p_k|\
                &= Lalpha_k |p_k|^2
                endalign






                share|cite|improve this answer














                beginalign
                (nabla f_k+1-nabla f_k)^T p_k &le |nabla f_k+1-nabla f_k||p_k|, textby Cauchy-Schwarz\
                &le L |x_k+1-x_k||p_k| text, by Lipschitz \
                &=L|alpha_k p_k||p_k|\
                &= Lalpha_k |p_k|^2
                endalign







                share|cite|improve this answer














                share|cite|improve this answer



                share|cite|improve this answer








                edited Sep 9 at 5:29

























                answered Sep 9 at 3:22









                Siong Thye Goh

                83k1456104




                83k1456104



























                     

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