Definition 6.53: the accumulated weights A_t = ∑_{k=0}^t a_k attached to the sequence
a_t.
Instances For
theorem
accumulatedWeights_apply
(a : ℕ → ℝ)
(t : ℕ)
:
accumulatedWeights a t = ∑ k ∈ Finset.range (t + 1), a k
Expanding A[a](t) gives the partial sum ∑_{k=0}^t a_k.
The normalized coefficients τ_t = a_{t+1} / A_{t+1} attached to the weights a_t.
Instances For
theorem
weightCoefficient_apply
(a : ℕ → ℝ)
(t : ℕ)
:
weightCoefficient a t = a (t + 1) / accumulatedWeights a (t + 1)
Expanding τ[a](t) gives the ratio a_{t+1} / A[a](t + 1).
The Chapter 6 weighted oracle-error accumulation with initial term V₀, weights a_t,
per-step coefficient G_ν, diameter bound D, and exponent ν. This is the canonical owner
reused later by the source-facing error terms B_{ν,t} and C_{v,t}.
Instances For
theorem
linearOptimizationOracleErrorBound_def
(V0 : ℝ)
(a : ℕ → ℝ)
(Gν D ν : ℝ)
(t : ℕ)
:
linearOptimizationOracleErrorBound V0 a Gν D ν t = a 0 * V0 + (∑ k ∈ Finset.Icc 1 t, (a k).rpow (1 + ν) / (accumulatedWeights a k).rpow ν) * Gν * D.rpow (1 + ν)
Expanding linearOptimizationOracleErrorBound V₀ a G_ν D ν t gives the defining Chapter 6
weighted error formula with A_k = A[a](k).