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Objective Function Change Bounds in Gradient Descent

Assuming a sufficiently smooth objective function ff is Lipschitz continuous with constant LL (meaning that for any x\mathbf{x} and y\mathbf{y}, the objective satisfies ∣f(x)−f(y)∣≤L∥x−y∥|f(\mathbf{x}) - f(\mathbf{y})| \leq L \|\mathbf{x} - \mathbf{y}\|), the change in the objective value after a gradient descent update x←x−ηg\mathbf{x} \gets \mathbf{x} - \eta \mathbf{g} is bounded by the inequality ∣f(x)−f(x−ηg)∣≤Lη∥g∥|f(\mathbf{x}) - f(\mathbf{x} - \eta\mathbf{g})| \leq L \eta\|\mathbf{g}\|. This bound demonstrates that the maximum change in the loss during a single step is constrained by the learning rate η\eta, the gradient norm ∥g∥\|\mathbf{g}\| , and the Lipschitz constant LL. A small value for this upper bound presents a trade-off: it limits the speed at which the objective value can be reduced, but it advantageously limits how much progress can go wrong or be undone in any single gradient step.

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Updated 2026-05-15

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