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FirstOrderMethodsOptimization_Beck_2017.Chap11.Theorem_11_6

def SublevelDistanceToEachOptimalPointBound {ι : Type u} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] (f : ((i : ι) → Ei i)EReal) (g : (i : ι) → Ei iEReal) (XStar : Set ((i : ι) → Ei i)) (α : PosReal) :

A radius bounds the positive α-sublevel of the Chapter 11 composite objective relative to every optimal point if every x with F x ≤ α stays within distance at most of each xStar ∈ XStar.

Instances For
    theorem SublevelDistanceToEachOptimalPointBound.apply {ι : Type u} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] {f : ((i : ι) → Ei i)EReal} {g : (i : ι) → Ei iEReal} {XStar : Set ((i : ι) → Ei i)} {α : PosReal} (h : SublevelDistanceToEachOptimalPointBound f g XStar α ) {x xStar : (i : ι) → Ei i} (hx : composite_model_objective f (separableSum g) x α) (hxStar : xStar XStar) :
    x - xStar
    class CyclicBlockProximalGradientConvexAssumptions {ι : Type u} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] [(i : ι) → InnerProductSpace (Ei i)] (f : ((i : ι) → Ei i)EReal) (g : (i : ι) → Ei iEReal) (block_gradient : (i : ι) → ((j : ι) → Ei j)Ei i) (XStar : Set ((i : ι) → Ei i)) (FOpt : ) (Lf : NNReal) (Li : ιPosReal) extends BlockProximalGradientAssumptions f g block_gradient XStar FOpt Lf Li :

    Theorem 11.6: in the convex case of the cyclic block proximal gradient method, the standing Chapter 11 block proximal-gradient assumptions are supplemented by (A) convexity of the smooth term f and (B) the requirement that every positive sublevel set of the composite objective F(x) = f(x) + ∑ i, g_i(x_i) stays within a uniformly bounded distance of every optimal point x* ∈ X^*: for each α > 0 there is Rα > 0 such that F(x) ≤ α implies ‖x - x*‖ ≤ Rα for all x* ∈ X^*. The weaker infDist reformulation is derived below as a bridge theorem, but it is not the primitive source-facing field.

    Instances
      theorem CyclicBlockProximalGradientConvexAssumptions.bounded_sublevel_distance_to_optimal_set {ι : Type u} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] [(i : ι) → InnerProductSpace (Ei i)] {Lf : NNReal} {Li : ιPosReal} {f : ((i : ι) → Ei i)EReal} {g : (i : ι) → Ei iEReal} {block_gradient : (i : ι) → ((j : ι) → Ei j)Ei i} {XStar : Set ((i : ι) → Ei i)} {FOpt : } (h : CyclicBlockProximalGradientConvexAssumptions f g block_gradient XStar FOpt Lf Li) (α : PosReal) :
      ∃ ( : PosReal), ∀ ⦃x : (i : ι) → Ei i⦄, composite_model_objective f (separableSum g) x αMetric.infDist x XStar

      The source-facing pairwise sublevel bound in Theorem 11.6 implies the weaker canonical distance-to-set estimate used in later convergence proofs.

      theorem CyclicBlockProximalGradientConvexAssumptions.bounded_initial_sublevel_distance_to_optimal_set {ι : Type u} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] [(i : ι) → InnerProductSpace (Ei i)] {Lf : NNReal} {Li : ιPosReal} {f : ((i : ι) → Ei i)EReal} {g : (i : ι) → Ei iEReal} {block_gradient : (i : ι) → ((j : ι) → Ei j)Ei i} {XStar : Set ((i : ι) → Ei i)} {FOpt : } (h : CyclicBlockProximalGradientConvexAssumptions f g block_gradient XStar FOpt Lf Li) {x0 : (i : ι) → Ei i} {α : PosReal} (hx0 : composite_model_objective f (separableSum g) x0 α) :
      ∃ ( : PosReal), ∀ ⦃x : (i : ι) → Ei i⦄, composite_model_objective f (separableSum g) x composite_model_objective f (separableSum g) x0Metric.infDist x XStar

      If the initial objective value is bounded by a positive level α, then the same radius from Definition 11.6 controls the whole initial sublevel set {x | F x ≤ F x0} in the weaker distance-to-optimal-set form used later in the convergence analysis.