theorem
is_l_smooth_on_fderiv_descent
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
{L : NNReal}
{D : Set E}
{f : E → ℝ}
(hD : Convex ℝ D)
(hf : is_l_smooth_on f D L)
{x y : E}
(hx : x ∈ D)
(hy : y ∈ D)
:
f y ≤ f x + (fderiv ℝ f x) (y - x) + ↑L / 2 * ‖y - x‖ ^ 2
Companion bridge for Lemma 5.7: on a convex set, L-smoothness gives the Banach-space
quadratic upper model with the Fréchet derivative as linear term.
theorem
is_l_smooth_on_univ_fderiv_descent
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
{L : NNReal}
{f : E → ℝ}
(hf : is_l_smooth_on f Set.univ L)
(x y : E)
:
f y ≤ f x + (fderiv ℝ f x) (y - x) + ↑L / 2 * ‖y - x‖ ^ 2
Global companion to is_l_smooth_on_fderiv_descent: on Set.univ, the convex-set descent
estimate specializes to an unrestricted Fréchet-derivative quadratic upper model.
theorem
is_l_smooth_on_descent_lemma
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[CompleteSpace E]
{L : NNReal}
{D : Set E}
{f : E → ℝ}
(hD : Convex ℝ D)
(hf : is_l_smooth_on f D L)
{x y : E}
(hx : x ∈ D)
(hy : y ∈ D)
:
f y ≤ f x + inner ℝ (gradient f x) (y - x) + ↑L / 2 * ‖x - y‖ ^ 2
Lemma 5.7: if D is convex and f is L-smooth on D, then
f y ≤ f x + ⟪∇ f x, y - x⟫ + (L / 2) * ‖x - y‖² for all x, y ∈ D.
theorem
is_l_smooth_on_univ_descent_lemma
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[CompleteSpace E]
{L : NNReal}
{f : E → ℝ}
(hf : is_l_smooth_on f Set.univ L)
(x y : E)
:
f y ≤ f x + inner ℝ (gradient f x) (y - x) + ↑L / 2 * ‖x - y‖ ^ 2
Global companion to Lemma 5.7: on Set.univ, L-smoothness gives the quadratic upper model
with the ambient gradient field.