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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap06.Definition_6_54

@[reducible, inline]
noncomputable abbrev initialLinearizationGapEReal {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) :
EReal

Auxiliary ambient Chapter 6 bridge for the Definition 6.54 gap: extend Ψ : Q → ℝ to E and take the corresponding chosen-dual EReal supremum.

Instances For
    noncomputable def initialLinearizationGapFamily {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) :
    Q

    The feasible-point affine-composite gap family from Definition 6.54 at the initial point x₀, written with the canonical constrained gradient gradientWithin f Q x₀.

    Instances For
      noncomputable def initialLinearizationGapSup {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) :

      The real-valued supremum bridge attached to the Definition 6.54 affine-composite gap family. This is a companion bridge owner, not the main source-facing max_x quantity.

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        class InitialLinearizationGapMaximizer {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) :

        Auxiliary maximizing certificate for the textbook quantity V₀, represented by the canonical within-gradient at x₀ together with an attained maximum of the Definition 6.54 gap family.

        • hasGradientWithinAt : HasGradientWithinAt f (gradientWithin f Q x0) Q x0

          The constrained gradient used in the definition is the actual displayed gradient datum.

        • maximizer : Q

          A feasible maximizer of the affine-composite gap family.

        • isGreatest : IsGreatest (Set.range (initialLinearizationGapFamily Q f Ψ x0)) (initialLinearizationGapFamily Q f Ψ x0 (maximizer f Ψ x0))

          The chosen feasible point attains the textbook maximum.

        Instances
          @[implicit_reducible]
          noncomputable instance instInitialLinearizationGapMaximizerX0 {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] {Q : Set E} {f : E} {Ψ : Q} (method : LinearOracleCompositeMethod Q f Ψ) :

          A linear-oracle composite method supplies canonical maximizing data for the Definition 6.54 initial gap via the oracle point at iteration 0.

          noncomputable def initialLinearizationGap {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) [hData : InitialLinearizationGapMaximizer Q f Ψ x0] :

          The source-facing quantity V₀ from Definition 6.54 is the attained maximum of the feasible-point linearization gap at the starting point x₀, expressed using the canonical constrained gradient once the displayed gradient side condition and a maximizing feasible point are available. The same definition then introduces B_{ν,t} = a₀ V₀ + (\sum_{k=1}^t a_k^{1+ν} / A_k^ν) G_ν D^{1+ν}.

          Instances For
            theorem initialLinearizationGap_hasGradientWithinAt {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) [hData : InitialLinearizationGapMaximizer Q f Ψ x0] :
            HasGradientWithinAt f (gradientWithin f Q x0) Q x0

            The maximizing data for V₀ include the gradient side condition needed for gradientWithin f Q x₀ to stand for the displayed gradient in Definition 6.54.

            theorem initialLinearizationGap_isGreatest {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) [hData : InitialLinearizationGapMaximizer Q f Ψ x0] :
            IsGreatest (Set.range (initialLinearizationGapFamily Q f Ψ x0)) (initialLinearizationGap Q f Ψ x0)

            The source-facing quantity V₀ is the greatest element of the Definition 6.54 gap family.

            @[reducible, inline]
            noncomputable abbrev initialLinearizationGapReal {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) :

            initialLinearizationGapReal is the real-supremum bridge attached to the Definition 6.54 gap family, retained as a companion name for compatibility with the old scalar-supremum surface.

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              theorem initialLinearizationGap_eq_oracleObjectiveGapSup {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) [hData : InitialLinearizationGapMaximizer Q f Ψ x0] :
              initialLinearizationGap Q f Ψ x0 = sSup (Set.range fun (x : Q) => linearOptimizationOracleObjective ((InnerProductSpace.toDualMap E) (gradientWithin f Q x0)) Ψ x0 - linearOptimizationOracleObjective ((InnerProductSpace.toDualMap E) (gradientWithin f Q x0)) Ψ x)

              The source-facing maximum V₀ agrees with the real supremum of the Chapter 6 oracle-objective drop family at the starting point.

              theorem initialLinearizationGap_eq_linearizedCompositeGap {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) [hData : InitialLinearizationGapMaximizer Q f Ψ x0] :

              Definition 6.54: when the maximizing data certify the textbook maximum and displayed gradient at x₀, coercing the scalar source quantity V₀ to EReal agrees with the ambient chosen-dual gap owner linearizedCompositeGap, specialized to Function.extend Subtype.val Ψ 0.

              theorem initialLinearizationGapReal_eq_oracleObjectiveGapSup {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) :
              initialLinearizationGapReal Q f Ψ x0 = sSup (Set.range fun (x : Q) => linearOptimizationOracleObjective ((InnerProductSpace.toDualMap E) (gradientWithin f Q x0)) Ψ x0 - linearOptimizationOracleObjective ((InnerProductSpace.toDualMap E) (gradientWithin f Q x0)) Ψ x)

              initialLinearizationGapReal is the real supremum bridge for the Chapter 6 oracle-objective drop family at the starting point, formed with the canonical constrained gradient gradientWithin f Q x₀.

              theorem initialLinearizationGap_def {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) [hData : InitialLinearizationGapMaximizer Q f Ψ x0] :
              initialLinearizationGap Q f Ψ x0 = inner (gradientWithin f Q x0) (x0 - (InitialLinearizationGapMaximizer.maximizer f Ψ x0)) + Ψ x0 - Ψ (InitialLinearizationGapMaximizer.maximizer f Ψ x0)

              Expanding the source-facing quantity V₀ at the chosen maximizing point gives the displayed affine-plus-regularizer gap value ⟪∇_Q f(x₀), x₀ - x⟫ + Ψ(x₀) - Ψ(x) from Definition 6.54.

              theorem initialLinearizationGapReal_def {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) :
              initialLinearizationGapReal Q f Ψ x0 = sSup (Set.range fun (x : Q) => inner (gradientWithin f Q x0) (x0 - x) + Ψ x0 - Ψ x)

              Expanding the real-supremum bridge gives the supremum of the affine-plus-regularizer gap values ⟪∇_Q f(x₀), x₀ - x⟫ + Ψ(x₀) - Ψ(x) over x ∈ Q.

              theorem initialLinearizationGapReal_eq_initialLinearizationGap {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (Q : Set E) (f : E) (Ψ : Q) (x0 : Q) [hData : InitialLinearizationGapMaximizer Q f Ψ x0] :

              The real-supremum bridge agrees with the source-facing quantity V₀ when the maximum is attained.

              @[reducible, inline]
              noncomputable abbrev initialLinearizationErrorBound (V0 : ) (a : ) (D ν : ) (t : ) :

              The Definition 6.54 error quantity B_{ν,t} attached to the scalar initial gap V₀. This is the same Chapter 6 owner as linearOptimizationOracleErrorBound; the present name only records its role in the source definition.

              Instances For
                theorem initialLinearizationErrorBound_def (V0 : ) (a : ) (D ν : ) (t : ) :
                initialLinearizationErrorBound 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 initialLinearizationErrorBound V₀ a G_ν D ν t gives the exact Definition 6.54 formula for B_{ν,t} with A_k = A[a](k).