Documentation

IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap06.Definition_6_53

def accumulatedWeights (a : ) :

Definition 6.53: the accumulated weights A_t = ∑_{k=0}^t a_k attached to the sequence a_t.

Instances For
    Instances For
      theorem accumulatedWeights_apply (a : ) (t : ) :
      accumulatedWeights a t = kFinset.range (t + 1), a k

      Expanding A[a](t) gives the partial sum ∑_{k=0}^t a_k.

      noncomputable def weightCoefficient (a : ) (t : ) :

      The normalized coefficients τ_t = a_{t+1} / A_{t+1} attached to the weights a_t.

      Instances For
        Instances For
          theorem weightCoefficient_apply (a : ) (t : ) :
          weightCoefficient a t = a (t + 1) / accumulatedWeights a (t + 1)

          Expanding τ[a](t) gives the ratio a_{t+1} / A[a](t + 1).

          noncomputable def linearOptimizationOracleErrorBound (V0 : ) (a : ) (D ν : ) (t : ) :

          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 : ) (a : ) (D ν : ) (t : ) :
            linearOptimizationOracleErrorBound V0 a D ν t = a 0 * V0 + (∑ kFinset.Icc 1 t, (a k).rpow (1 + ν) / (accumulatedWeights a k).rpow ν) * * 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).