Last-Iterate Convergence Rate of Normalized Gradient Descent under H"older Smoothness
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Abstract (arXiv)
Normalized gradient descent is a widely studied adaptive optimization method. Most existing analyses focus on the best iterate or a weighted average of the iterates, whereas practical implementations typically return the last iterate. In this paper, we study the last-iterate convergence of normalized gradient descent for convex, (nu,M_nu)-H"older-smooth objectives. For a constant stepsize, we establish an upper bound of Obigl((log2(T)/T)(1+nu)/2bigr), which contains a logarithmic overhead relative to the known Obigl(T-(1+nu)/2bigr) guarantees for the best and weighted-average iterates. For nu = 0, this overhead is known to be unavoidable. We complement this analysis with numerical results based on the performance estimation problem (PEP), investigating the finite-horizon worst-case behavior in the smooth setting and whether the logarithmic overhead reflects an intrinsic limitation of constant-step normalized gradient descent. We then show that a linearly decreasing stepsize yields a last-iterate guarantee of Obigl(T-(1+nu)/2bigr), matching the order of the best-iterate/weighted-average guarantees without requiring knowledge of nu and M_nu.
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References · 26
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- 2026Last Iterate Convergence of AdaGrad-Norm for Convex Non-Smooth Optimizationcited by 3
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