Path Length Bounds for Gradient Descent

Figure 1: A two-dimensional convex function represented via contour lines. The function value is constant on the boundary of each such ellipse, and decreases as the ellipse becomes smaller and smaller. Let us assume we want to minimize this function starting from a point \(A\). The red line shows the path followed by a gradient descent optimizer converging to the minimum point \(B\), while the green dashed line represents the direct line joining \(A\) and \(B\). In today's post, we will discuss an interesting property concerning the trajectory of gradient descent iterates, namely the length of the Gradient Descent curve.