theorem
primal_dual_decomposition_mem_Icc_of_gap_le
{E : Type u}
{U : Type v}
{α : Type u_1}
[AddCommGroup α]
[Preorder α]
[AddLeftMono α]
[AddRightMono α]
{f : E → α}
{φ : U → α}
{xN : E}
{uHat : U}
{fStar φStar rN : α}
(h_primal : fStar ≤ f xN)
(h_dual : φ uHat ≤ φStar)
(h_weak_duality : φStar ≤ fStar)
(h_gap : f xN - φ uHat ≤ rN)
:
f xN - fStar + (φStar - φ uHat) ∈ Set.Icc 0 (f xN - φ uHat) ∧ f xN - φ uHat ≤ rN
Lemma 3.1.23: if x_N satisfies the residual estimate (3.1.85), written here as
f(x_N) - φ(\hat u_N) ≤ r_N, then the decomposition
(f(x_N) - f^*) + (φ^* - φ(\hat u_N)) lies between 0 and the primal-dual gap
f(x_N) - φ(\hat u_N), and that gap is itself bounded above by r_N.