Documentation

IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap03.Theorem_3_56

@[reducible, inline]
abbrev KelleyAmbient (n : ) :

Helper for Theorem 3.56: the source-facing ambient space ℝ × ℝ^(n - 1) of the Kelley hard instance.

Instances For

    The origin is a constrained minimizer of the complete-data Kelley objective on the explicit feasible set Q.

    A source-facing execution record for Theorem 3.56.

    Instances For

      The source-facing execution stays in the complete-data feasible set Q and satisfies the displayed geometric objective-gap lower bound at every iterate.

      Instances For

        The source-facing execution satisfies the displayed oracle-call lower bound whenever an iterate reaches an ε-accurate objective value.

        Instances For

          The optimality clause for the complete-data Kelley instance.

          A bundled witness for the nondegenerate Kelley lower-bound clause.

          Instances For

            A bundled source-facing conclusion for the complete-data Kelley theorem, with the lower-bound clause recorded under the explicit nondegenerate side condition 2 ≤ n.

            Instances For
              noncomputable def firstUnitDirection {n : } (hn : 2 n) :
              EuclideanSpace (Fin (n - 1))

              Helper for Theorem 3.56: the first coordinate direction in ℝ^(n - 1).

              Instances For
                theorem norm_firstUnitDirection {n : } (hn : 2 n) :
                firstUnitDirection hn = 1

                Helper for Theorem 3.56: the distinguished first coordinate direction has norm 1.

                Helper for Theorem 3.56: the distinguished first coordinate direction lies in the explicit feasible set Q.

                Helper for Theorem 3.56: the complete-data objective at the distinguished first coordinate direction is 1.

                theorem kelleyComplete_gap_factor_le_one (n k : ) :
                (1 / 4) ^ k * (3 / 2) ^ (n - 1) 1

                Helper for Theorem 3.56: the displayed geometric lower-bound factor is at most 1.

                The nondegenerate Kelley lower-bound clause for the complete-data instance.

                Theorem 3.56: let n ≥ 1 and consider the convex optimization problem min {f(y, x) | (y, x) ∈ Q} on ℝ × ℝ^(n - 1) with f(y, x) = max {|y|, ‖x‖²} and Q = {(y, x) | y² + ‖x‖² ≤ 1}. Then the optimal value is 0, attained at (0, 0). Moreover, the Kelley lower-bound execution is recorded here under the explicit nondegenerate side condition 2 ≤ n, which excludes the degenerate one-dimensional case n = 1.