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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap03.Proposition_3_55

theorem LevelMethodHistory.gap_le_kappa_mul_optimalValue_of_termination_rule (history : LevelMethodHistory) {κ : } (k : ) (htermination : history.approximateOptimalValue k (1 - κ) * history.optimalValue k) :
history.gap k κ * history.optimalValue k

Proposition 3.55 (1): if the relative termination rule fhat(history, k) ≥ (1 - κ) fstar(history, k) holds at a selected full step, then the owner gap δ[history](k) = fstar(history, k) - fhat(history, k) is bounded by κ fstar(history, k).