On the Quality of First-Order Approximation of Functions with H\"older Continuous Gradient
Optimization and Control
2020-01-23 v1
Abstract
We show that H\"older continuity of the gradient is not only a sufficient condition, but also a necessary condition for the existence of a global upper bound on the error of the first-order Taylor approximation. We also relate this global upper bound to the H\"older constant of the gradient. This relation is expressed as an interval, depending on the H\"older constant, in which the error of the first-order Taylor approximation is guaranteed to be. We show that, for the Lipschitz continuous case, the interval cannot be reduced. An application to the norms of quadratic forms is proposed, which allows us to derive a novel characterization of Euclidean norms.
Keywords
Cite
@article{arxiv.2001.07946,
title = {On the Quality of First-Order Approximation of Functions with H\"older Continuous Gradient},
author = {Guillaume O. Berger and P. -A. Absil and Raphaël M. Jungers and Yurii Nesterov},
journal= {arXiv preprint arXiv:2001.07946},
year = {2020}
}