Documentation

FirstOrderMethodsOptimization_Beck_2017.Chap10.Definition_10_65

class IsSublevelDistanceBoundedSmoothConvexMinimizationProblem {E : Type u} [NormedAddCommGroup E] [NormedSpace E] (f : E) (XStar : outParam (Set E)) (fOpt : outParam ) (Lf : outParam NNReal) extends IsFastProximalGradientProblem f 0 XStar fOpt Lf :

Definition 10.65: clauses (A)-(C) mean that f : E → ℝ is convex and globally L_f-smooth, XStar = X^* is the nonempty optimal set of min_x f(x) with optimal value fOpt = f_opt, and for every α > 0 there is R_α > 0 such that every point x with f x ≤ α lies within distance at most R_α of the optimal set XStar. The convexity, smoothness, optimal-set, and optimal-value clauses are inherited from the canonical Chapter 10 owner IsFastProximalGradientProblem for the zero regularizer.

Instances
    instance instFactConvexOnUnivOfIsSublevelDistanceBoundedSmoothConvexMinimizationProblem {E : Type u} [NormedAddCommGroup E] [NormedSpace E] {f : E} {XStar : Set E} {fOpt : } {Lf : NNReal} (h : IsSublevelDistanceBoundedSmoothConvexMinimizationProblem f XStar fOpt Lf) :
    Fact (ConvexOn Set.univ f)

    In Definition 10.65, the real-valued objective is convex on the whole space.