We are given $f \in \mathcal{C}^1(\mathbb{R})$, convex, admitting a minimizer $x_* \in \mathbb{R}$, with $f'$ being $L$-Lipschitzian, and $0 < \tau < 2/L$. The sequence $(x_n)_{n \in \mathbb{N}}$ is defined by $x_{n+1} := x_n - \tau f'(x_n)$. Establish an upper bound for the sequence with general term $a_n := f(x_n) - f(x_*)$. Conclude that $f(x_n) \rightarrow f(x_*)$ when $n \rightarrow \infty$.
We are given $f \in \mathcal{C}^1(\mathbb{R})$, convex, admitting a minimizer $x_* \in \mathbb{R}$, with $f'$ being $L$-Lipschitzian, and $0 < \tau < 2/L$. The sequence $(x_n)_{n \in \mathbb{N}}$ is defined by $x_{n+1} := x_n - \tau f'(x_n)$.\\
Establish an upper bound for the sequence with general term $a_n := f(x_n) - f(x_*)$. Conclude that $f(x_n) \rightarrow f(x_*)$ when $n \rightarrow \infty$.