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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap05.Lemma_5_1_1

theorem hessianQuadraticForm_comp_affine {E : Type u} {E₁ : Type v} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] [NormedAddCommGroup E₁] [InnerProductSpace E₁] [CompleteSpace E₁] (f : E₁) (g : E →ᴬ[] E₁) (x u : E) (hf : ContDiffAt 2 f (g x)) :
inner u ((hessian (f g) x) u) = inner (g.contLinear u) ((hessian f (g x)) (g.contLinear u))

Lemma 5.1.1, owner form: the Hessian quadratic form of a continuous affine pullback f ∘ g at x in the direction u is the Hessian quadratic form of f at g x in the image direction g.contLinear u, provided f is at g x.

theorem hessianLocalNorm_comp_affine {E : Type u} {E₁ : Type v} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] [NormedAddCommGroup E₁] [InnerProductSpace E₁] [CompleteSpace E₁] (f : E₁) (g : E →ᴬ[] E₁) (x u : E) (hf : ContDiffAt 2 f (g x)) :
hessianLocalNorm (f g) x u = hessianLocalNorm f (g x) (g.contLinear u)

Lemma 5.1.1, local-norm form: the Hessian local norm of a continuous affine pullback f ∘ g at x in the direction u is the Hessian local norm of f at g x in the image direction g.contLinear u, provided f is at g x.

theorem thirdDirectionalDerivative_comp_affine {E : Type u} {E₁ : Type v} [NormedAddCommGroup E] [NormedSpace E] [NormedAddCommGroup E₁] [NormedSpace E₁] (f : E₁) (g : E →ᴬ[] E₁) (x u : E) :
thirdDirectionalDerivative (f g) x u = thirdDirectionalDerivative f (g x) (g.contLinear u)

Lemma 5.1.1, third-derivative form: the third directional derivative of a continuous affine pullback f ∘ g at x along u is the third directional derivative of f at g x along g.contLinear u.