theorem
abs_sub_sub_inner_gradientWithin_le_half_mul
{H : Type u}
[NormedAddCommGroup H]
[InnerProductSpace ℝ H]
[CompleteSpace H]
{U : Set H}
{β : NNReal}
{f : H → ℝ}
(hU_open : IsOpen U)
(hU_convex : Convex ℝ U)
(hf : DifferentiableOn ℝ f U)
(hgrad : LipschitzOnWith β (gradientWithin f U) U)
{x y : H}
(hx : x ∈ U)
(hy : y ∈ U)
:
|f y - f x - inner ℝ (y - x) (gradientWithin f U x)| ≤ ↑β / 2 * ‖y - x‖ ^ 2
Lemma 2.64 (1): on an open convex set, a Fréchet differentiable function whose gradient
is β-Lipschitz has first-order Taylor remainder at most (β / 2) * ‖y - x‖^2.
theorem
abs_inner_sub_gradientWithin_sub_le_mul
{H : Type u}
[NormedAddCommGroup H]
[InnerProductSpace ℝ H]
[CompleteSpace H]
{U : Set H}
{β : NNReal}
{f : H → ℝ}
(hgrad : LipschitzOnWith β (gradientWithin f U) U)
{x y : H}
(hx : x ∈ U)
(hy : y ∈ U)
:
|inner ℝ (x - y) (gradientWithin f U x - gradientWithin f U y)| ≤ ↑β * ‖y - x‖ ^ 2
Lemma 2.64 (2): for points of U, the gradient increment paired with x - y is bounded in
absolute value by β * ‖y - x‖^2.