L-smooth
Published:
L-smooth and L-Lipschitz continuous
L-Lipschitz continuous: concerns whether the $f(x)$ is smooth (often stronger than simple smoothness verification) L-smooth: concerns whether $\nabla f(x)$ is L-smooth
L-Lipschitz continuous Definition
Define a function $g: \mathbb{R}^N\rightarrow \mathbb{R}^{M}$ is L-Lipschitz continuous if there exists $L < \infty$ , such that \(\Vert{ g(x)-g(z)\Vert}\leq L\cdot\Vert x-z \Vert , \forall x,z\in\mathbb{R}^{N}\)
L-smooth Definition
Define a differentiable function $f(x)$ L-smooth if it has a L-Lipschitz continuous gradient, i.e., \(\exists L < \infty , \Vert \nabla f(x)- \nabla f(z)\Vert_2 \leq L\Vert x-z\Vert_2 \forall x,z\in\mathbb{R}^{N}\)
L-smooth is stronger than L-L!