Documentation

FirstOrderMethodsOptimization_Beck_2017.Chap12.Definition_12_1

noncomputable def dual_based_proximal_gradient_primal_optimal_value {E : Type u} {Y : Type v} (f : EEReal) (g : YEReal) (A : EY) :
EReal

The optimal value f_opt of the dual-based primal model is the infimum of the range of the primal objective x ↦ f x + g (A x).

Instances For
    @[simp]
    theorem dual_based_proximal_gradient_primal_optimal_value_eq_sInf {E : Type u} {Y : Type v} (f : EEReal) (g : YEReal) (A : EY) :

    Expanding the primal optimal value gives the infimum of the attained objective values.