class
IsSublevelDistanceBoundedSmoothConvexMinimizationProblem
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
(f : E → ℝ)
(XStar : outParam (Set E))
(fOpt : outParam ℝ)
(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.
- g_closed : LowerSemicontinuous 0
- f_convex : ConvexOn ℝ Set.univ f
- f_smooth : is_l_smooth_on f Set.univ Lf
- optimal_set_nonempty : XStar.Nonempty
- optimal_value_isGLB : IsGLB (Set.range (composite_model_objective (Function.toEReal f) 0)) ↑fOpt
Instances
instance
instFactConvexOnUnivOfIsSublevelDistanceBoundedSmoothConvexMinimizationProblem
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
{f : E → ℝ}
{XStar : Set E}
{fOpt : ℝ}
{Lf : NNReal}
(h : IsSublevelDistanceBoundedSmoothConvexMinimizationProblem f XStar fOpt Lf)
:
Fact (ConvexOn ℝ Set.univ f)
In Definition 10.65, the real-valued objective is convex on the whole space.