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✓ 2 results · all verified · 2 also independently AI-judged
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Nonconvex gradient descent and stationarity — Examples

1 · Prerequisites

2 · Logical flowchart

3 · Definitions, theorems and proofs

None yet.

4 · Examples, counterexamples and false statements

ExampleConstruction: AI-generatedVerification: AI-generatedprecheck passjudge pass (gpt-6-luna)Open item page →

Two initial intervals converge to different minima of a periodic objective

Example

Let F(x)=1−cos⁡x on R, and use the fixed step α=1. Its gradient is F′(x)=sin⁡x, which is 1-Lipschitz, and F(x)≥0. Gradient descent is the iteration xt+1=xt−sin⁡xt. Every start x0∈(0,π) produces a sequence converging to the global minimizer 0, while every start x0∈(π,2π) produces a sequence converging to the distinct global minimizer 2π.

Facts & Assumptions

Given: The objective F(x)=1−cos⁡x, the fixed step α=1, and an initial point in either (0,π) or (π,2π).

[F1]

Gradient descent: with a fixed step tk, the update is xk+1=xk−tk∇F(xk).

[F2]

Gradient descent has vanishing gradients when the objective is bounded below along its iterates: for a continuously differentiable objective with L-Lipschitz gradient, fixed 0<α≤1/L, and an objective lower bounded along the iterates, the gradient norms tend to zero.

[F3]

The derivatives of sine and cosine are cosine and minus sine: (cos⁡x)′=−sin⁡x, sin⁡0=0, and cos⁡0=1.

[F5]

The derivative f′(c)=lim⁡x→cf(x)−f(c)x−c of f:A→R at a point c∈A that is a limit point of A, and differentiability on a set: f′(c) is the limit of (f(x)−f(c))/(x−c) as x→c through x≠c; a constant function has zero difference quotient.

[F6]

Sine and cosine are 1-Lipschitz on R: ∣sin⁡u−sin⁡v∣≤∣u−v∣ and ∣cos⁡u−cos⁡v∣≤∣u−v∣ for all real u,v.

[F7]

Pi is the first positive zero of sine: sin⁡x>0 for 0<x<π.

[F8]

The zero sets of sine and cosine and the least positive common period 2 pi: sin⁡x=0 exactly when x=mπ for an integer m, and both sine and cosine have period 2π.

[F9]

Parity and the Pythagorean identity for sine and cosine: sin⁡(−x)=−sin⁡x and ∣cos⁡x∣≤1.

[F10]

A monotone sequence converges if and only if it is bounded: every bounded monotone real sequence converges.

Verification

1.1givenF2F3F4F5F6F8F9algebra

By [F3, F4, F5], F′(x)=sin⁡x. Then [F6] makes the gradient continuous and 1-Lipschitz; [F9] gives F(x)≥0, and [F3, F8] give F(0)=F(2π)=0. Thus the hypotheses of [F2] hold with L=1 and α=1, so every trajectory has gradient norm tending to zero.

1.2givenF1F6F7F8F10algebrainduction

Suppose x0∈(0,π). If 0<xt≤x0, [F7] gives sin⁡xt>0, and [F6] with v=0 gives sin⁡xt≤xt; hence 0≤xt+1=xt−sin⁡xt<xt. If xt=0, it stays at 0. Induction shows 0≤xt+1≤xt≤x0, so [F10] gives a limit ℓ∈[0,x0]. Given ε>0, convergence gives an index after which both ∣xt−ℓ∣<ε/2 and ∣xt+1−ℓ∣<ε/2; hence ∣xt−xt+1∣→0 and, by the update, sin⁡xt→0. Also [F6] gives ∣sin⁡xt−sin⁡ℓ∣≤∣xt−ℓ∣→0, so sin⁡ℓ=0. By [F8], the only such zero in [0,x0] is 0, so ℓ=0.

2.1givenstep 1.2F1F6F7F8F9F10algebrainduction∎

Suppose x0∈(π,2π). If x0≤xt<2π, put ut=2π−xt∈(0,π). By [F7, F8, F9], sin⁡xt=−sin⁡ut<0, and [F6] gives −sin⁡xt=sin⁡ut≤ut=2π−xt. Therefore xt<xt+1=xt−sin⁡xt≤2π; if xt=2π, it remains there. Induction gives a nondecreasing sequence bounded above by 2π, so [F10] gives a limit ℓ∈[x0,2π]. Convergence implies ∣xt+1−xt∣→0 by the same two-term estimate used in step 1.2, so sin⁡ut→0. Since ut=2π−xt→2π−ℓ, [F6] gives ∣sin⁡ut−sin⁡(2π−ℓ)∣≤∣ut−(2π−ℓ)∣→0, hence sin⁡(2π−ℓ)=0. By [F8], the only such zero with 0≤2π−ℓ<2π−x0<π is 0. Thus ℓ=2π.

ExampleConstruction: AI-generatedVerification: AI-generatedprecheck passjudge pass (gpt-6-luna)Open item page →

A gradient-descent path can be bounded below when the objective is not

Example

Let F(x,y)=x2−y2 on R2, start gradient descent at w0=(1,0), and use the fixed step α=1/4. The gradient is (2x,−2y) and is globally 2-Lipschitz. The iterates are wt=(2−t,0), so F(wt)=4−t≥0 and wt→(0,0), even though F is unbounded below on R2. The limit is stationary but is neither a local minimum nor a local maximum.

Facts & Assumptions

Given: F(x,y)=x2−y2, w0=(1,0), and fixed step α=1/4.

[F1]

The total (Fréchet) derivative Df(a) as the linear first-order approximation with o(∥h∥2) remainder: a derivative is a linear map whose remainder is at most ε∥h∥2 for all sufficiently small increments, for every ε>0.

[F2]

Directional derivatives and partial derivatives of a map U⊆Rm→Rn: a coordinate partial derivative is the limit of the difference quotient in that coordinate direction.

[F3]

The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case: for a scalar function, the gradient vector consists of its coordinate partial derivatives.

[F5]

Gradient descent: in fixed-step mode the update is wt+1=wt−α∇F(wt).

[F6]

Gradient descent has vanishing gradients when the objective is bounded below along its iterates: a continuously differentiable objective on Rn with globally L-Lipschitz gradient for L>0, fixed 0<α≤1/L, and a lower bound along its iterates has gradient norms tending to zero along those iterates.

Verification

1.1givenF1F2F3F4algebra

For z=(x,y) and v=(h,k), expansion gives F(z+v)−F(z)−(2xh−2yk)=h2−k2, whose absolute value is at most h2+k2=∥v∥22. For every ε>0, this is at most ε∥v∥2 when ∥v∥2<ε, so [F1] gives the total derivative. The coordinate difference quotients are 2x+h and −2y−k, so [F2, F3] give ∇F(x,y)=(2x,−2y). Therefore ∥∇F(z)−∇F(z′)∥22=4∥z−z′∥22, so F is continuously differentiable and its gradient is globally 2-Lipschitz.

2.1givenF5step 1.1algebrainduction

By [F5] and the gradient formula in step 1.1, wt+1=(xt/2,3yt/2). Starting from (1,0), induction gives yt=0 and xt=2−t for every t≥0.

3.1givenF6step 1.1step 2.1F7algebra∎

Step 2.1 gives F(wt)=4−t≥0 and wt→(0,0) by [F7], while F(0,s)=−s2 is unbounded below as ∣s∣→∞. The gradient at the limit is zero, but F(h,0)=h2>F(0,0) and F(0,h)=−h2<F(0,0) for every h≠0, so the limit is neither a local minimum nor a local maximum. Finally α=1/4≤1/2=1/L and the iterates have lower bound 0, so [F6] applies and gives vanishing gradient norms along this path.