theorem
maxTypeObjective_lower_tangent_quadratic_of_components
{ι : Type u_1}
[Fintype ι]
[Nonempty ι]
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[CompleteSpace E]
(fi : ι → E → ℝ)
(μ : ℝ)
(hstrong : ∀ (i : ι), StrongConvexOn Set.univ μ (fi i))
(hcontDiff : ∀ (i : ι), ContDiff ℝ 1 (fi i))
(x xBar : E)
:
maxTypeObjective fi x ≥ maxTypeAffineApproximation fi xBar x + μ / 2 * ‖x - xBar‖ ^ 2
If each component is μ-strongly convex on the whole space and C¹, then the finite
max-type objective satisfies the corresponding quadratic lower tangent bound relative to
maxTypeAffineApproximation fi xBar.
theorem
maxTypeObjective_upper_tangent_quadratic_of_components
{ι : Type u_1}
[Fintype ι]
[Nonempty ι]
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[CompleteSpace E]
(fi : ι → E → ℝ)
(L : NNReal)
(hcontDiff : ∀ (i : ι), ContDiff ℝ 1 (fi i))
(hgrad_lipschitz : ∀ (i : ι), LipschitzWith L (gradient (fi i)))
(x xBar : E)
:
maxTypeObjective fi x ≤ maxTypeAffineApproximation fi xBar x + ↑L / 2 * ‖x - xBar‖ ^ 2
If each component is C¹ and has L-Lipschitz gradient, then the finite max-type objective
satisfies the corresponding quadratic upper tangent bound relative to
maxTypeAffineApproximation fi xBar.
theorem
maxTypeObjective_quadratic_bounds_of_components_mem
{ι : Type u_1}
[Fintype ι]
[Nonempty ι]
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[CompleteSpace E]
(fi : ι → E → ℝ)
(μ L : ℝ)
(hfi : ∀ (i : ι), fi i ∈ setOf (IsStrongConvexSmoothObjective μ L))
(x xBar : E)
:
maxTypeObjective fi x ≥ maxTypeAffineApproximation fi xBar x + μ / 2 * ‖x - xBar‖ ^ 2 ∧ maxTypeObjective fi x ≤ maxTypeAffineApproximation fi xBar x + L / 2 * ‖x - xBar‖ ^ 2
Lemma 2.18 in the chapter notation surface: if each component of a finite max-type objective
lies in 𝓢[μ, L]¹¹, then the max-type function satisfies the corresponding lower and upper
quadratic bounds relative to its canonical affine approximation
maxTypeAffineApproximation fi xBar.