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FirstOrderMethodsOptimization_Beck_2017.Chap15.Algorithm_15_8

@[simp]
theorem mem_adlpmm_x_step_linear_composite_iff {X : Type u} {Y : Type v} [NormedAddCommGroup X] [InnerProductSpace X] [FiniteDimensional X] [NormedAddCommGroup Y] [InnerProductSpace Y] [FiniteDimensional Y] {f₁ : XEReal} {ρ : PosReal} {A : X →ₗ[] Y} {α : PosReal} {xk xNext : X} {zk yk : Y} :
xNext adlpmm_x_step f₁ ρ α A (-LinearMap.id) 0 xk zk yk xNext prox[(1 / α) f₁] (xk - (ρ / α) (LinearMap.adjoint A) (A xk - zk + (1 / ρ) yk))

In the linear-composite specialization B = -I, c = 0, membership in the AD-LPMM x-update set is exactly the textbook proximal clause x^(k+1) ∈ prox[((1 / α) f₁)] (x^k - (ρ / α) Aᵀ (A x^k - z^k + (1 / ρ) y^k)).

@[simp]
theorem mem_adlpmm_z_step_linear_composite_iff {X : Type u} {Y : Type v} [NormedAddCommGroup X] [InnerProductSpace X] [FiniteDimensional X] [NormedAddCommGroup Y] [InnerProductSpace Y] [FiniteDimensional Y] {f₂ : YEReal} {ρ β : PosReal} {A : X →ₗ[] Y} {xNext : X} {zk yk zNext : Y} :
zNext adlpmm_z_step f₂ ρ β A (-LinearMap.id) 0 xNext zk yk zNext prox[(1 / β) f₂] (zk + (ρ / β) (A xNext - zk + (1 / ρ) yk))

In the linear-composite specialization B = -I, c = 0, membership in the AD-LPMM z-update set is exactly the textbook proximal clause z^(k+1) ∈ prox[((1 / β) f₂)] (z^k + (ρ / β) (A x^(k+1) - z^k + (1 / ρ) y^k)).

theorem IsADLPMMTrajectory.x_step_linear_composite {X : Type u} {Y : Type v} [NormedAddCommGroup X] [InnerProductSpace X] [FiniteDimensional X] [NormedAddCommGroup Y] [InnerProductSpace Y] [FiniteDimensional Y] {ρ : PosReal} {A : X →ₗ[] Y} {α : ADLPMMLinearizationParameter ρ A} {β : ADLPMMLinearizationParameter ρ (-LinearMap.id)} {h₁ : XEReal} {h₂ : YEReal} {x : X} {z y : Y} {x0 : X} {z0 y0 : Y} (h : IsADLPMMTrajectory ρ A (-LinearMap.id) 0 α β h₁ h₂ x z y x0 z0 y0) (k : ) :
x (k + 1) prox[(1 / α) h₁] (x k - (ρ / α) (LinearMap.adjoint A) (A (x k) - z k + (1 / ρ) y k))

In the linear-composite specialization of Algorithm 15.8, the generic AD-LPMM x-step is exactly the textbook proximal update from part (a).

theorem IsADLPMMTrajectory.z_step_linear_composite {X : Type u} {Y : Type v} [NormedAddCommGroup X] [InnerProductSpace X] [FiniteDimensional X] [NormedAddCommGroup Y] [InnerProductSpace Y] [FiniteDimensional Y] {ρ : PosReal} {A : X →ₗ[] Y} {α : ADLPMMLinearizationParameter ρ A} {β : ADLPMMLinearizationParameter ρ (-LinearMap.id)} {h₁ : XEReal} {h₂ : YEReal} {x : X} {z y : Y} {x0 : X} {z0 y0 : Y} (h : IsADLPMMTrajectory ρ A (-LinearMap.id) 0 α β h₁ h₂ x z y x0 z0 y0) (k : ) :
z (k + 1) prox[(1 / β) h₂] (z k + (ρ / β) (A (x (k + 1)) - z k + (1 / ρ) y k))

In the linear-composite specialization of Algorithm 15.8, the generic AD-LPMM z-step is exactly the textbook proximal update from part (b).

theorem IsADLPMMTrajectory.y_step_linear_composite {X : Type u} {Y : Type v} [NormedAddCommGroup X] [InnerProductSpace X] [FiniteDimensional X] [NormedAddCommGroup Y] [InnerProductSpace Y] [FiniteDimensional Y] {ρ : PosReal} {A : X →ₗ[] Y} {α : ADLPMMLinearizationParameter ρ A} {β : ADLPMMLinearizationParameter ρ (-LinearMap.id)} {h₁ : XEReal} {h₂ : YEReal} {x : X} {z y : Y} {x0 : X} {z0 y0 : Y} (h : IsADLPMMTrajectory ρ A (-LinearMap.id) 0 α β h₁ h₂ x z y x0 z0 y0) (k : ) :
y (k + 1) = y k + ρ (A (x (k + 1)) - z (k + 1))

In the linear-composite specialization of Algorithm 15.8, the generic AD-LPMM multiplier update simplifies to y^(k+1) = y^k + ρ (A x^(k+1) - z^(k+1)).