Alphabeta Math
LemmaStatement: Literature-sourcedProof: AI-adaptedPipeline-generated
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The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.

  • Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
  • AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.

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Gradient steps of smooth convex functions are nonexpansive

Statement

Let h:Rd→R be convex and differentiable with β-Lipschitz gradient, where β>0. For every 0≤η≤2/β and x,y∈Rd, ∥x−y−η(∇h(x)−∇h(y))∥2≤∥x−y∥2.

Statement references

Karimireddy et al., SCAFFOLD, Appendix C, Lemma 6 proves a related contraction for μ-strongly convex functions with η≤1/β and squared-distance factor 1−μη. The convex-only nonexpansiveness for the full range 0≤η≤2/β is established by the local proof below.

Facts & Assumptions

Given: The differentiable convex function and gradient step in the Statement.

[F1]

Convex and strictly convex functions on Euclidean convex sets: convexity means h((1−t)u+tz)≤(1−t)h(u)+th(z) for u,z∈Rd and t∈[0,1].

[F2]

Descent inequality for a Lipschitz gradient: a β-Lipschitz gradient satisfies the quadratic descent inequality.

[F3]

The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn: inner products are bilinear and ∥v∥22=⟨v,v⟩.

Proof

1.1F1F2givenalgebra

Fix u,v∈Rd. For every z∈Rd and 0<t≤1, [F1] gives [given] h(u+t(z−u))−h(u)t≤h(z)−h(u). As t↓0, differentiability makes the left side tend to ⟨∇h(u),z−u⟩. Hence h(z)≥h(u)+⟨∇h(u),z−u⟩. Define ϕ(z)=h(z)−⟨∇h(u),z−u⟩; this inequality shows that u minimizes ϕ. Its gradient is β-Lipschitz, hence continuous. Apply [F2] at v to v−β−1∇ϕ(v) and use ϕ(u)≤ϕ(z) to obtain ∥∇h(v)−∇h(u)∥22≤2β(h(v)−h(u)−⟨∇h(u),v−u⟩).

2.1F3step 1.1givenalgebra

Repeat step 1.1 with u and v exchanged and add the two inequalities. [given] The right-hand Bregman terms sum to ⟨∇h(v)−∇h(u),v−u⟩, so ∥∇h(v)−∇h(u)∥22≤β⟨∇h(v)−∇h(u),v−u⟩.

3.1F3step 2.1givenalgebra∎

Expand the square in the Statement and apply step 2.1: [given] ∥x−y−η(∇h(x)−∇h(y))∥22≤∥x−y∥22−(2ηβ−η2)∥∇h(x)−∇h(y)∥22≤∥x−y∥22, because 0≤η≤2/β. Taking nonnegative square roots proves the claim.

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Sources