Safe descent steps for a positive diagonal quadratic

On this page
  1. Goal and scope
  2. Givens and symbols
  3. Rules and sources
  4. Main derivation
  5. Substeps and lemmas
  6. Reverse audits
  7. Error controls and negative controls
  8. Result and limitations
  9. Verification and source binding

← Guide index · Original MKO

derivation-mko-gradient-descent-01 · ocme-new142-reader-adoption-20261021

Goal and scope

Take two steps with alpha=1/4 for a specified quadratic and prove the per-step descent condition.

Only a deterministic unconstrained exact trace, without general convergence rates, projection or stochastic updates.

Givens and symbols

  • algebra
  • polynomial
  • gd_update
  • G1 — f(x,y)=x^2+2*y^2-2*x+4*y, d=(2,4)>0, linear b=(-2,4), start z_0=(0,0), alpha=1/4.
  • z_k — iterate in fixed coordinates
  • L — largest positive diagonal coefficient

Rules and sources

  • mko_definition · cited — For differentiable f:R^d→R and explicit alpha_k>0, unconstrained gradient descent updates x_(k+1)=x_k−alpha_k*grad f(x_k). The exact family fixes coordinate order and a positive diagonal quadratic f(x)=1/2*sum_i d_i*x_i^2+sum_i b_i*x_i, recalculating every gradient, iterate and objective. A safe finite trace additionally checks strictly0<alpha<2/L with L=max_i d_i and audits each objective comparison. This is not a convergence certificate for arbitrary functions or an unverified infinite sequence. A positive step alone need not descend, a zero gradient may occur at a maximum or saddle, and an unconstrained step is not projected or constrained descent. · mko-gradient-descent
  • algebra · prerequisite — Use real-field identities; division requires a nonzero denominator and multiplication by a positive number preserves inequalities.
  • polynomial · prerequisite — Real polynomials are continuous and differentiate termwise: the derivative of x^k is k*x^(k-1), and constants differentiate to zero.
  • gd_update · prerequisite — Unconstrained gradient descent updates z_new=z-alpha*gradient f(z) with a positive step in the differentiable domain, without projection.

Main derivation

S01 · implies

Before

f=\tfrac12(2x^2+4y^2)-2x+4y

After

\nabla f=(2x-2,4y+4),\quad\text{coordinate order }(x,y)

Conditions: none

Rule: polynomial · Uses: G1

Leaf basis: polynomial

Dimension, positive diagonal, linear vector and coordinates align, and the full polynomial is globally differentiable.

S02 · implies

Before

L=\max\{2,4\}=4

After

0<\alpha=1/4<2/L=1/2

Conditions: none

Rule: algebra · Uses: G1, S01

Leaf basis: algebra

Explicitly check the additional safe interval rather than substituting alpha>0.

S03 · implies

Before

\nabla f(z_0)=(-2,4)

After

z_1=(0,0)-(1/4)(-2,4)=(1/2,-1)

Conditions: none

Rule: gd_update · Uses: G1, S01, S02

Leaf basis: gd_update

Update both coordinates with the same alpha using exact arithmetic.

S04 · implies

Before

f(z_0)=0,\quad f(z_1)=1/4+2-1-4

After

f(z_1)=-11/4<0

Conditions: none

Rule: algebra · Uses: G1, S03

Leaf basis: algebra

Independently recompute the objective to verify the first decrease.

S05 · implies

Before

\nabla f(z_1)=(-1,0)

After

z_2=(3/4,-1),\quad f(z_2)=-47/16<-11/4

Conditions: none

Rule: gd_update · Uses: S01, S03, S04

Leaf basis: gd_update

Recompute the new gradient; the second coordinate stays -1 and the objective decreases again.

S06 · implies

Before

g_i=d_i z_i+b_i,\quad z_i'=z_i-\alpha g_i

After

f(z')-f(z)=-\alpha\sum_{i=1}^2(1-\alpha d_i/2)g_i^2\le0

Conditions: d_i>0,\quad0<\alpha<2/L

Rule: algebra · Uses: G1, S01, S02

Leaf basis: algebra

Expand each quadratic: first-order terms combine into -alpha*g_i^2 and second-order terms into alpha^2*d_i*g_i^2/2. The safe interval makes every coefficient positive.

S07 · implies

Before

q(u)=u^2/2,\quad u_0=1,\quad\alpha=3>0

After

u_1=1-3=-2,\quad q(u_1)=2>1/2=q(u_0)

Conditions: none

Rule: algebra · Uses: G1

Leaf basis: algebra

A positive step beyond the safe interval can increase the objective, refuting positivity alone as descent.

S08 · implies

Before

z_0,z_1,z_2\text{ exact and descending}

After

\text{two verified steps; no general convergence or constrained certificate}

Conditions: none

Rule: gd_update · Uses: S03, S04, S05, S06, S07

Leaf basis: gd_update

Report the complete finite trace and the diagonal family's one-step bound without promoting stationarity or finite descent to arbitrary global optimality.

Substeps and lemmas

No substeps in this guide.

Reverse audits

  • S08 · premise_audit · S03, S04, S05, S06, S07 — Constrained, stochastic and general nonconvex convergence are outside this certificate.
  • S07 · premise_audit · G1 — The counterexample's step size is kept separate from the main safe one.
  • S06 · premise_audit · G1, S01, S02 — The all-point one-step identity certifies each safe step, but a finite trace still gives no general convergence rate.
  • S05 · premise_audit · S01, S03, S04 — The starting gradient is not reused for another identical step.
  • S04 · premise_audit · G1, S03 — The changed iterate and decreased objective are separately verified.
  • S03 · premise_audit · G1, S01, S02 — No projection onto an unspecified constraint set occurs.
  • S02 · premise_audit · G1, S01 — The update definition and descent condition are separate.
  • S01 · premise_audit · G1 — Both coordinates use the complete gradient, not one partial.

Error controls and negative controls

Safe step size

Compute L and alpha qualification for the same positive-diagonal objective.

Recompute objective

Recompute the gradient, iterate and objective at every step.

  • alpha>0 guarantees descent. → reject — alpha=3 increases the value at S07.
  • Zero gradient always means a minimum. → reject — The origin is a zero-gradient saddle for x^2-y^2.
  • This update is automatically projected descent. → reject — No projection or constraint set is present.

Result and limitations

The two iterates are (1/2,-1) and (3/4,-1), with values -11/4 and -47/16; the safe bound ensures nonincrease per step in this diagonal family.

    Verification and source binding

    3 declared checks for this guide; only the listed expressions are covered.

    • source commit: b1b2f1dcf8c50d67a93fe52d95f8eef7b3abba9f
    • adopted source SHA-256: 203ed1d75baf3bb16ab3c4d9aa75ac8e27e764539e99f40da34f9f9d72d6de1b
    • original source SHA-256: 203ed1d75baf3bb16ab3c4d9aa75ac8e27e764539e99f40da34f9f9d72d6de1b
    • Lean: NOT_RUN · independent AI: SCOPED_LEAD_AND_BILINGUAL_CONTEXT_REVIEW

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