theorem
strongConvexOn_iff_quadratic_jensen_bound
{X : Type u}
[NormedAddCommGroup X]
[NormedSpace ℝ X]
{μ : ℝ}
{Q : Set X}
{f : X → ℝ}
(hQ : Convex ℝ Q)
:
StrongConvexOn Q μ f ↔ ∀ ⦃x y : X⦄,
x ∈ Q →
y ∈ Q →
∀ ⦃α : ℝ⦄,
α ∈ Set.Icc 0 1 → f (α • x + (1 - α) • y) + α * (1 - α) * (μ / 2) * ‖x - y‖ ^ 2 ≤ α * f x + (1 - α) * f y
On a convex set Q in a real normed space, mathlib's owner predicate StrongConvexOn Q μ f
is exactly the displayed quadratic Jensen inequality.
theorem
strongConvexOn_iff_gradient_monotone
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[CompleteSpace E]
{μ : ℝ}
{Q : Set E}
{f : E → ℝ}
(hQ : Convex ℝ Q)
(hf_diff : DifferentiableOn ℝ f Q)
:
StrongConvexOn Q μ f ↔ ∀ ⦃x y : E⦄, x ∈ Q → y ∈ Q → μ * ‖x - y‖ ^ 2 ≤ inner ℝ (gradientWithin f Q x - gradientWithin f Q y) (x - y)
On a convex set Q, a differentiable function is μ-strongly convex exactly when its
within-set gradient is μ-strongly monotone in the ambient real inner product.
theorem
strongConvexOn_tfae
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[CompleteSpace E]
{μ : ℝ}
{Q : Set E}
{f : E → ℝ}
(hQ : Convex ℝ Q)
(hf_diff : DifferentiableOn ℝ f Q)
:
[StrongConvexOn Q μ f, ∀ ⦃x y : E⦄, x ∈ Q → y ∈ Q → μ * ‖x - y‖ ^ 2 ≤ inner ℝ (gradientWithin f Q x - gradientWithin f Q y) (x - y), ∀ ⦃x y : E⦄,
x ∈ Q →
y ∈ Q →
∀ ⦃α : ℝ⦄,
α ∈ Set.Icc 0 1 →
f (α • x + (1 - α) • y) + α * (1 - α) * (μ / 2) * ‖x - y‖ ^ 2 ≤ α * f x + (1 - α) * f y].TFAE
Theorem 2.10 on the canonical Hilbert-space owner layer: on a convex set Q, a
differentiable function f is μ-strongly convex exactly when either of the two standard
source-facing bridges holds, namely the strong gradient-monotonicity inequality or the quadratic
Jensen inequality. The textbook Euclidean C¹ theorem is a direct specialization.