theorem
proximal_gradient_convex_objective_gap_le_of_ceiling_iteration_bound
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[ProperSpace E]
{f g : E → EReal}
{XStar : Set E}
{FOpt : ℝ}
{Lf : NNReal}
[hproblem : IsConvexCompositeSmoothMinimizationProblem f g XStar FOpt Lf]
{α : ℝ}
{x : ℕ → E}
{L : ℕ → ↑PosReal}
{xStar : E}
(htraj : is_proximal_gradient_trajectory f g x L)
(hrule : hproblem.SourceSublinearRateStepsizeRule x L htraj α)
(hxStar : xStar ∈ XStar)
(ε : ↑PosReal)
(R : ℝ)
(hR : ‖x 0 - xStar‖ ≤ R)
(k : ℕ)
(hiter : ⌈α * ↑Lf * R ^ 2 / (2 * ↑ε)⌉₊ ≤ k)
:
composite_model_objective f g (x k) - ↑FOpt ≤ ↑↑ε
Theorem 10.25: under Assumption 10.1, if f is convex and the proximal-gradient iterates use
either the constant rule L_k = L_f or backtracking procedure B2, then any iterate index
k ≥ ⌈α L_f R^2 / (2 ε)⌉ satisfies F(x^k) - F_opt ≤ ε, where R bounds the distance from the
initial point x^0 to some optimizer xStar ∈ X^*.