Documentation

FirstOrderMethodsOptimization_Beck_2017.Chap13.Assumption_13_28

@[reducible, inline]
noncomputable abbrev GeneralizedBlockConditionalGradient.blockGradient {ι : Type v} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] [(i : ι) → InnerProductSpace (Ei i)] [∀ (i : ι), CompleteSpace (Ei i)] (f : PiLp 2 EiEReal) (i : ι) :
((j : ι) → Ei j)Ei i

The canonical RGBCG block gradient is the Chapter 11 block partial gradient ∇[i] (fun z ↦ (f z).toReal), evaluated at the PiLp point corresponding to the raw block tuple y. This is the Chapter 13 bridge/view map used when translating the source-facing PiLp problem into the Chapter 11 raw-product owner.

Instances For
    @[simp]
    theorem GeneralizedBlockConditionalGradient.blockGradient_apply {ι : Type v} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] [(i : ι) → InnerProductSpace (Ei i)] [∀ (i : ι), CompleteSpace (Ei i)] (f : PiLp 2 EiEReal) (i : ι) (y : (j : ι) → Ei j) :
    blockGradient f i y = (∇[i] fun (z : PiLp 2 Ei) => (f z).toReal) ((PiLp.continuousLinearEquiv 2 Ei).symm y)

    Evaluating the canonical RGBCG block gradient at (i, y) recovers the corresponding block partial gradient of x ↦ (f x).toReal on PiLp 2 Ei.

    @[simp]
    theorem GeneralizedBlockConditionalGradient.blockGradient_coord_apply {ι : Type v} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] [(i : ι) → InnerProductSpace (Ei i)] [∀ (i : ι), CompleteSpace (Ei i)] (f : PiLp 2 EiEReal) (i : ι) (x : PiLp 2 Ei) :
    blockGradient f i ((PiLp.continuousLinearEquiv 2 Ei) x) = (∇[i] fun (z : PiLp 2 Ei) => (f z).toReal) x

    Evaluating the RGBCG bridge map at the raw coordinates of x : PiLp 2 Ei recovers the source-facing block partial gradient at x.

    class IsGeneralizedBlockConditionalGradientProblem {ι : Type v} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] [(i : ι) → InnerProductSpace (Ei i)] [∀ (i : ι), CompleteSpace (Ei i)] (f : PiLp 2 EiEReal) (g : (i : ι) → Ei iEReal) (Li : ιPosReal) :

    Assumption 13.28: clauses (A)-(D) for the randomized generalized block conditional-gradient method are expressed directly on the chapter objects f : X → EReal, the block penalties g_i, the canonical PiLp block gradient ∇[i] (fun z ↦ (f z).toReal). The public owner keeps only the primitive regularity, domain-compatibility, differentiability, and block-Lipschitz clauses on the PiLp model; the canonical optimizer set unconstrained_problem_solutions (composite_model_objective f (PiLp.separableSum g)) and optimal value generalized_conditional_gradient_optimal_value f (PiLp.separableSum g) are derived below rather than stored as wrapper parameters. The one-block update and slice are written in the canonical Chapter 11 textbook form x + 𝒰[i] d.

    Instances
      instance instIsProperExtendedRealFunctionSmoothTerm {ι : Type v} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] [(i : ι) → InnerProductSpace (Ei i)] [∀ (i : ι), CompleteSpace (Ei i)] {f : PiLp 2 EiEReal} {g : (i : ι) → Ei iEReal} {Li : ιPosReal} (h : IsGeneralizedBlockConditionalGradientProblem f g Li) :

      A generalized block conditional-gradient problem canonically makes the smooth term f a proper extended-real-valued function.

      instance instIsProperExtendedRealFunctionBlockPenalty {ι : Type v} [Fintype ι] {Ei : ιType v} [(i : ι) → NormedAddCommGroup (Ei i)] [(i : ι) → InnerProductSpace (Ei i)] [∀ (i : ι), CompleteSpace (Ei i)] {f : PiLp 2 EiEReal} {g : (i : ι) → Ei iEReal} {Li : ιPosReal} (h : IsGeneralizedBlockConditionalGradientProblem f g Li) (i : ι) :

      Each block penalty is proper by the source-facing owner field block_g_proper.