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FirstOrderMethodsOptimization_Beck_2017.Chap03.Proposition_3_33

noncomputable def fermatWeberBalanceTerm {m d : } (ω : Fin m) (a : Fin mEuclideanSpace (Fin d)) (x : EuclideanSpace (Fin d)) (i : Fin m) :
EuclideanSpace (Fin d)

The weighted normalized displacement vector from the site a i to x appearing in the Fermat--Weber balance condition.

Instances For
    noncomputable def fermatWeberResidualBalance {m d : } (ω : Fin m) (a : Fin mEuclideanSpace (Fin d)) (j : Fin m) :
    EuclideanSpace (Fin d)

    The residual balance vector at the site a j, obtained by summing the weighted normalized displacement vectors from the remaining sites to a j.

    Instances For
      @[simp]
      theorem fermatWeberBalanceTerm_apply {m d : } (ω : Fin m) (a : Fin mEuclideanSpace (Fin d)) (x : EuclideanSpace (Fin d)) (i : Fin m) :
      fermatWeberBalanceTerm ω a x i = ω i x - a i⁻¹ (x - a i)
      @[simp]
      theorem fermatWeberResidualBalance_eq_sum_erase {m d : } (ω : Fin m) (a : Fin mEuclideanSpace (Fin d)) (j : Fin m) :
      fermatWeberResidualBalance ω a j = (Finset.univ.erase j).sum (fermatWeberBalanceTerm ω a (a j))
      theorem isMinOn_fermatWeberObjective_iff_balance_of_not_mem_range {m d : } (ω : Fin m) ( : ∀ (i : Fin m), 0 ω i) (a : Fin mEuclideanSpace (Fin d)) (x : EuclideanSpace (Fin d)) (hx : xSet.range a) :
      IsMinOn (fermatWeberObjective ω a) Set.univ x i : Fin m, fermatWeberBalanceTerm ω a x i = 0

      Helper for Proposition 3.33: under nonnegative weights, a point x outside Set.range a globally minimizes the Fermat--Weber objective if and only if the weighted normalized displacement vectors balance to zero.

      theorem isMinOn_fermatWeberObjective_iff_residualBound_at_site {m d : } (ω : Fin m) ( : ∀ (i : Fin m), 0 ω i) (a : Fin mEuclideanSpace (Fin d)) (ha : Function.Injective a) (j : Fin m) :
      IsMinOn (fermatWeberObjective ω a) Set.univ (a j) fermatWeberResidualBalance ω a j ω j

      Helper for Proposition 3.33: under nonnegative weights and pairwise distinct sites, a j globally minimizes the Fermat--Weber objective if and only if the residual balance over the remaining sites has norm at most ω j.

      theorem isMinOn_fermatWeberObjective_iff_balance_or_site_bound {m d : } (ω : Fin m) (a : Fin mEuclideanSpace (Fin d)) (ha : Function.Injective a) ( : ∀ (i : Fin m), 0 ω i) (x : EuclideanSpace (Fin d)) :
      IsMinOn (fermatWeberObjective ω a) Set.univ x xSet.range a i : Fin m, fermatWeberBalanceTerm ω a x i = 0 ∃ (j : Fin m), x = a j fermatWeberResidualBalance ω a j ω j

      Proposition 3.33: for pairwise distinct sites and nonnegative weights, a point globally minimizes the Fermat--Weber objective if and only if either it is not one of the sites and the weighted normalized displacement vectors sum to zero, or it equals a site a_j and the norm of the corresponding residual sum over the remaining sites is at most ω_j.