theorem
ConvexC1SeminormSmooth.gradient_pairing_with_minimizer_gap_ge_norm_sq_div
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[CompleteSpace E]
{L : NNReal}
{f : E → ℝ}
(hconv : ConvexOn ℝ Set.univ f)
(hgrad : ∀ (x : E), HasGradientAt f (gradient f x) x)
(hgrad_lipschitz : LipschitzWith L (gradient f))
{xStar : E}
(hxStar : IsMinOn f Set.univ xStar)
(x : E)
:
1 / ↑L * ‖gradient f x‖ ^ 2 ≤ inner ℝ (gradient f x) (x - xStar)
Lemma 2.17 on the intrinsic real-Hilbert-space smooth-convex owner layer: if f is convex on
the whole space, admits the ambient gradient ∇ f everywhere, has L-Lipschitz gradient, and
xStar is a global minimizer, then every point x satisfies
(1 / L) ‖∇ f x‖² ≤ ⟪∇ f x, x - xStar⟫. The textbook ℝⁿ statement is recovered by the
finite-dimensional specialization theorem below.
theorem
ConvexC1SeminormSmooth.lemma17FiniteDimensionalComplete
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[FiniteDimensional ℝ E]
:
CompleteSpace E
theorem
ConvexC1SeminormSmooth.gradient_pairing_with_minimizer_gap_ge_norm_sq_div_of_mem_F11
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[FiniteDimensional ℝ E]
{L : NNReal}
{f : E → ℝ}
(hf : f ∈ setOf (ConvexC1SeminormSmooth (normSeminorm ℝ E) L))
{xStar : E}
(hxStar : IsMinOn f Set.univ xStar)
(x : E)
:
1 / ↑L * ‖gradient f x‖ ^ 2 ≤ inner ℝ (gradient f x) (x - xStar)
Finite-dimensional Chapter 2 specialization of Lemma 2.17: the source-facing notation
f ∈ 𝓕[L, normSeminorm ℝ E]¹¹ supplies the intrinsic owner hypotheses used by
gradient_pairing_with_minimizer_gap_ge_norm_sq_div.