Function $f$ is convex and twice differentiable, $\nabla f$ is Lipschitz with constant $L$.
How to prove that $\nabla^2 f(x) \preceq LI$ for all $x$?
Function $f$ is convex and twice differentiable, $\nabla f$ is Lipschitz with constant $L$.
How to prove that $\nabla^2 f(x) \preceq LI$ for all $x$?
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Hint: $$\nabla^2 f(x) \, v = \lim_{t \searrow0} \frac{\nabla f(x+t \, v) - f(x)}{t}.$$