Documentation

FirstOrderMethodsOptimization_Beck_2017.Chap11.Lemma_11_6

noncomputable def cbpg_quadratic_gap_constant {p : } [Nonempty (Fin p)] (Lf : NNReal) (Li : Fin pPosReal) (R : PosReal) :

The coefficient L_min / (2 p (L_f + L_max)^2 R^2) from Lemma 11.6, using the Chapter 11 owners cbpg_min_block_stepsize Li and cbpg_max_block_stepsize Li of the finite block extrema.

Instances For
    @[simp]
    theorem cbpg_quadratic_gap_constant_def {p : } [Nonempty (Fin p)] (Lf : NNReal) (Li : Fin pPosReal) (R : PosReal) :
    cbpg_quadratic_gap_constant Lf Li R = (cbpg_min_block_stepsize Li) / (2 * p * (Lf + (cbpg_max_block_stepsize Li)) ^ 2 * R ^ 2)

    Expanding cbpg_quadratic_gap_constant yields the textbook coefficient L_min / (2 p (L_f + L_max)^2 R^2) with L_min = cbpg_min_block_stepsize Li and L_max = cbpg_max_block_stepsize Li.

    def cbpgObjectiveGapSqBound {p : } [Nonempty (Fin p)] {X : Type u} [NormedAddCommGroup X] (Lf : NNReal) (Li : Fin pPosReal) ( : PosReal) (F : XEReal) (x : X) (FOpt : ) (k : ) :

    The source quadratic gap estimate (11.18) used in Lemma 11.6.

    Instances For
      def cbpgStepDecreaseBound {p : } [Nonempty (Fin p)] {X : Type u} [NormedAddCommGroup X] (Li : Fin pPosReal) (F : XEReal) (x : X) (k : ) :

      The source sufficient-decrease estimate (11.11) used in Lemma 11.6.

      Instances For
        theorem cbpg_step_decrease_ge_sq_objective_gap {p : } [Nonempty (Fin p)] {X : Type u} [NormedAddCommGroup X] {Lf : NNReal} {Li : Fin pPosReal} {F : XEReal} {x : X} {FOpt : } ( : PosReal) (k : ) (hGapSq : cbpgObjectiveGapSqBound Lf Li F x FOpt k) (hStep : cbpgStepDecreaseBound Li F x k) :
        F (x k) - F (x (k + 1)) (cbpg_quadratic_gap_constant Lf Li * ((F (x (k + 1))).toReal - FOpt) ^ 2)

        Lemma 11.6: abstracting the convex-CBPG proof to its two source inequalities, the quadratic objective-gap control (11.18) together with the sufficient-decrease estimate (11.11) implies the one-step lower bound F(xᵏ) - F(xᵏ⁺¹) ≥ c * (F(xᵏ⁺¹) - F_opt)^2, where c = L_min / (2 p (L_f + L_max)^2 R_α^2).