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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap03.Lemma_3_3_6

def setConstrainedParametricObjective {α : Type u} (f barf : α) (t : ) :
α

The pointwise max-type objective attached to f, barf, and the scalar parameter t, namely x ↦ max (f x - t) (barf x). This is the primitive owner object underlying the chapter's parametric value function.

Instances For
    @[simp]
    theorem setConstrainedParametricObjective_apply {α : Type u} {f barf : α} {t : } {x : α} :
    setConstrainedParametricObjective f barf t x = max (f x - t) (barf x)

    Evaluating setConstrainedParametricObjective f barf t at x gives the defining pointwise maximum max (f x - t) (barf x).

    noncomputable def parametricValueFunction {α : Type u} (Q : Set α) (f barf : α) (t : ) :
    EReal

    The parametric value attached to the max-type model x ↦ max (f x - t) (barf x) is the extended-real optimal value of the corresponding constrained problem on Q.

    Instances For
      theorem parametricValueFunction_eq_sInf_image {α : Type u} (Q : Set α) (f barf : α) (t : ) :
      parametricValueFunction Q f barf t = sInf ((fun (x : α) => (setConstrainedParametricObjective f barf t x)) '' Q)

      Unfolding parametricValueFunction gives the feasible-set image formula over Q.

      theorem parametricValueFunction_def {α : Type u} (Q : Set α) (f barf : α) (t : ) :
      parametricValueFunction Q f barf t = sInf (Set.range fun (x : Q) => (setConstrainedParametricObjective f barf t x))

      Unfolding parametricValueFunction gives the displayed sInf formula over Q.

      theorem setConstrainedParametricObjective_shift_le {α : Type u} (f barf : α) (Δ t : ) ( : 0 Δ) (x : α) :

      Increasing the parameter by a nonnegative amount can only decrease the pointwise max-type objective.

      theorem setConstrainedParametricObjective_sub_le_shift {α : Type u} (f barf : α) (Δ t : ) ( : 0 Δ) (x : α) :

      Increasing the parameter by Δ ≥ 0 lowers the pointwise max-type objective by at most Δ.

      theorem parametricValueFunction_sub_le_shift {α : Type u} (Q : Set α) (f barf : α) (Δ t : ) ( : 0 Δ) :
      parametricValueFunction Q f barf t - Δ parametricValueFunction Q f barf (t + Δ)

      Lemma 3.3.6: for any model f and any Δ ≥ 0, shifting the parameter from t to t + Δ decreases the chapter parametric value by at most Δ. The textbook exact value f^*(t) and the approximate value \hat f_k^*(X; t) are the corresponding specializations of this owner theorem.

      theorem parametricValueFunction_shift_le {α : Type u} (Q : Set α) (f barf : α) (Δ t : ) ( : 0 Δ) :
      parametricValueFunction Q f barf (t + Δ) parametricValueFunction Q f barf t

      For any model f and any Δ ≥ 0, shifting the parameter from t to t + Δ never increases the parametric value.

      theorem parametricValueFunction_antitone {α : Type u} (Q : Set α) (f barf : α) :
      Antitone (parametricValueFunction Q f barf)

      The parametric value function is antitone in the scalar parameter. This is derived owner API: increasing t lowers the pointwise model x ↦ max (f x - t) (barf x), so the infimum over the fixed feasible set Q cannot increase.