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.
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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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.
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
add a comment |Â
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.
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
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.
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
linear-algebra multivariable-calculus derivatives optimization
edited Sep 10 at 9:44


Siong Thye Goh
83k1456104
83k1456104
asked Sep 9 at 1:40
Paprika
198111
198111
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1 Answer
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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
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
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
add a comment |Â
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
add a comment |Â
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
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
edited Sep 9 at 5:29
answered Sep 9 at 3:22


Siong Thye Goh
83k1456104
83k1456104
add a comment |Â
add a comment |Â
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