noncomputable def
cbpg_quadratic_gap_constant
{p : ℕ}
[Nonempty (Fin p)]
(Lf : NNReal)
(Li : Fin p → ↑PosReal)
(R : ↑PosReal)
:
ℝ
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 : ℕ}
[Nonempty (Fin p)]
(Lf : NNReal)
(Li : Fin p → ↑PosReal)
(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
cbpgStepDecreaseBound
{p : ℕ}
[Nonempty (Fin p)]
{X : Type u}
[NormedAddCommGroup X]
(Li : Fin p → ↑PosReal)
(F : X → EReal)
(x : ℕ → X)
(k : ℕ)
:
The source sufficient-decrease estimate (11.11) used in Lemma 11.6.
Instances For
theorem
cbpg_step_decrease_ge_sq_objective_gap
{p : ℕ}
[Nonempty (Fin p)]
{X : Type u}
[NormedAddCommGroup X]
{Lf : NNReal}
{Li : Fin p → ↑PosReal}
{F : X → EReal}
{x : ℕ → X}
{FOpt : ℝ}
(Rα : ↑PosReal)
(k : ℕ)
(hGapSq : cbpgObjectiveGapSqBound Lf Li Rα F x FOpt k)
(hStep : cbpgStepDecreaseBound Li F x k)
:
F (x k) - F (x (k + 1)) ≥ ↑(cbpg_quadratic_gap_constant Lf Li Rα * ((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).