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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap05.Definition_5_2_11

noncomputable def stronglyConvexMultiStageAccelerationStageLength (kp : ) (p : ) (k : ) :

The stage length t_{k+1} used at zero-based outer stage k in the multistage acceleration schedule, namely ⌈k_p / 2^{k / (2p)}⌉.

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    theorem one_le_stronglyConvexMultiStageAccelerationStageLength {kp : } (hkp : 1 kp) (p : ) (k : ) :

    Positive threshold indices produce positive stage lengths throughout the multistage schedule.

    noncomputable def stronglyConvexMultiStageAccelerationTotalLowerLevelIterations (kp : ) (p : ) (T : ) :

    The total number of lower-level iterations performed during the first T stages of the multistage strategy.

    Instances For
      def stronglyConvexMultiStageAccelerationOrbit {E : Type u} (innerIterate : EE) (kp : ) (p : ) (x0 : E) :
      E

      The outer-stage orbit (y_k) of the multistage strategy (5.2.28), started at x₀ and updated by running the inner method for the scheduled stage length ⌈k_p / 2^{k / (2p)}⌉ at each stage.

      Instances For

        Source-facing notation for the textbook outer-stage iterate y_k of the multistage strategy (5.2.28), with the ambient update map and schedule parameters explicit because they are not inferable from k alone.

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          @[simp]
          theorem stronglyConvexMultiStageAccelerationOrbit_zero {E : Type u} (innerIterate : EE) (kp : ) (p : ) (x0 : E) :
          stronglyConvexMultiStageAccelerationOrbit innerIterate kp p x0 0 = x0

          The multistage outer orbit starts at the prescribed point x₀.

          @[simp]
          theorem stronglyConvexMultiStageAccelerationOrbit_succ {E : Type u} (innerIterate : EE) (kp : ) (p : ) (x0 : E) (k : ) :

          The successor stage output is obtained by applying the prescribed ⌈k_p / 2^{k / (2p)}⌉-step inner run to the previous stage output.

          def IsStronglyConvexMultiStageAccelerationStoppingStage {E : Type u} (innerIterate : EE) (Qf : Set E) (kp : ) (p : ) (x0 : E) (T : ) :

          Definition 5.2.11: T is the stopping stage of the multistage acceleration strategy (5.2.28) when T is the first outer-stage index whose output lies in the terminal region Q_f.

          Instances For
            @[simp]
            theorem isStronglyConvexMultiStageAccelerationStoppingStage_iff {E : Type u} (innerIterate : EE) (Qf : Set E) (kp : ) (p : ) (x0 : E) (T : ) :
            IsStronglyConvexMultiStageAccelerationStoppingStage innerIterate Qf kp p x0 T stronglyConvexMultiStageAccelerationOrbit innerIterate kp p x0 T Qf m < T, stronglyConvexMultiStageAccelerationOrbit innerIterate kp p x0 mQf

            Expanding IsStronglyConvexMultiStageAccelerationStoppingStage ... T says exactly that the outer orbit enters Q_f at stage T and not at any earlier stage.

            theorem stronglyConvexMultiStageAccelerationStoppingStage_mem {E : Type u} {innerIterate : EE} {Qf : Set E} {kp : } {p : } {x0 : E} {T : } (hT : IsStronglyConvexMultiStageAccelerationStoppingStage innerIterate Qf kp p x0 T) :
            stronglyConvexMultiStageAccelerationOrbit innerIterate kp p x0 T Qf

            The stopping-stage output lies in the terminal region Q_f.

            theorem stronglyConvexMultiStageAcceleration_not_mem_of_lt_stoppingStage {E : Type u} {innerIterate : EE} {Qf : Set E} {kp T k : } {p : } {x0 : E} (hT : IsStronglyConvexMultiStageAccelerationStoppingStage innerIterate Qf kp p x0 T) (hk : k < T) :
            stronglyConvexMultiStageAccelerationOrbit innerIterate kp p x0 kQf

            Every stage strictly before a stopping stage lies outside the terminal region Q_f.

            theorem one_le_of_isStronglyConvexMultiStageAccelerationStoppingStage_of_initial_not_mem {E : Type u} {innerIterate : EE} {Qf : Set E} {kp T : } {p : } {x0 : E} (hT : IsStronglyConvexMultiStageAccelerationStoppingStage innerIterate Qf kp p x0 T) (hx0 : x0Qf) :
            1 T

            If the initial point lies outside Q_f, then every stopping stage is positive.