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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap03.Definition_3_71

def levelParameterObjective (α : ) :

Definition 3.71: the level-parameter objective is the chapter's scalar iteration-cap factor α ↦ α (1 - α)^2 (2 - α), equivalently (1 - α)^2 (1 - (1 - α)^2), on [0, 1].

Instances For
    noncomputable def optimalLevelParameter :

    The optimal level parameter α* = 1 / (2 + √2).

    Instances For

      The displayed optimizer satisfies the exact bridge identity 1 - α* = √2 / 2.

      theorem levelParameterObjective_eq_quarter_sub_sq (α : ) :
      levelParameterObjective α = 1 / 4 - ((1 - α) ^ 2 - 1 / 2) ^ 2

      Completing the square rewrites the level-parameter objective in the canonical form used to prove its maximum.

      theorem levelParameterObjective_pos {α : } ( : α Set.Ioo 0 1) :

      On the admissible interval (0, 1), the level-parameter objective is strictly positive.

      Evaluating the level-parameter objective at the displayed optimizer gives the extremal value 1 / 4.

      The displayed optimizer lies in the admissible interval (0, 1).

      The displayed optimizer lies in the feasible interval [0, 1].

      The displayed optimizer maximizes the level-parameter objective on [0, 1].