The exact worst-case convergence rate of the gradient method with fixed step lengths for L-smooth functions
2021
In this paper, we study the convergence rate of gradient (or steepest descent) method with fixed step lengths for finding a stationary point of an $L$-smooth function. We establish a new convergence rate, and show that the bound may be exact in some cases. In addition, based on the bound, we derive an optimal step length.
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