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FirstOrderMethodsOptimization_Beck_2017.Chap10.Theorem_10_25

theorem proximal_gradient_convex_objective_gap_le_of_ceiling_iteration_bound {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [ProperSpace E] {f g : EEReal} {XStar : Set E} {FOpt : } {Lf : NNReal} [hproblem : IsConvexCompositeSmoothMinimizationProblem f g XStar FOpt Lf] {α : } {x : E} {L : 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 : ) (hR : x 0 - xStar R) (k : ) (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^*.