A radius Rα 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 Rα of each
xStar ∈ XStar.
Instances For
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.
- f_closed : LowerSemicontinuous f
- optimal_set_eq : XStar = unconstrained_problem_solutions (composite_model_objective f (separableSum g))
- optimal_set_nonempty : XStar.Nonempty
- optimal_value_isGLB : IsGLB (Set.range (composite_model_objective f (separableSum g))) ↑FOpt
- block_partial_gradient_spec (i : ι) {x : (i : ι) → Ei i} (hx : x ∈ interior (effective_domain f)) : HasFDerivAt (block_coordinate_slice f x i) ((InnerProductSpace.toDualMap ℝ (Ei i)) (block_gradient i x)) 0
- block_partial_gradient_lipschitz (i : ι) {x : (i : ι) → Ei i} {d : Ei i} (hx : x ∈ interior (effective_domain f)) (hxd : block_coordinate_update x i d ∈ interior (effective_domain f)) : ‖block_gradient i x - block_gradient i (block_coordinate_update x i d)‖ ≤ ↑(Li i) * ‖d‖
- f_effective_domain_convex : Convex ℝ (effective_domain f)
- f_toReal_smooth_on_interior_effective_domain : is_l_smooth_on (fun (x : (i : ι) → Ei i) => (f x).toReal) (interior (effective_domain f)) Lf
- f_convex : is_convex_function f
- bounded_sublevel_distance_to_each_optimal_point (α : ↑PosReal) : ∃ (Rα : ↑PosReal), SublevelDistanceToEachOptimalPointBound f g XStar α Rα
Instances
The source-facing pairwise sublevel bound in Theorem 11.6 implies the weaker canonical distance-to-set estimate used in later convergence proofs.
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.