theorem
primal_dual_gap_bound_of_smoothed_lower_approximation
{Q₁ : Type u}
{Q₂ : Type v}
{f fμ₂ : Q₁ → ℝ}
{φ : Q₂ → ℝ}
{μ₂ D₂ r : ℝ}
{xBar : Q₁}
{uBar : Q₂}
(happrox : f xBar - μ₂ * D₂ ≤ fμ₂ xBar)
(hφ_le : φ uBar ≤ fμ₂ xBar)
(hresidual : fμ₂ xBar - φ uBar ≤ r)
(hsmoothed_le : fμ₂ xBar ≤ f xBar)
:
f xBar - φ uBar ∈ Set.Icc 0 (μ₂ * D₂ + r)
Lemma 6.12: if fμ₂ satisfies the local lower smoothing bound
f xBar - μ₂ D₂ ≤ fμ₂ xBar, if
φ uBar ≤ fμ₂ xBar ≤ f xBar, and if the residual smoothed gap fμ₂ xBar - φ uBar is bounded
above by r, then the raw primal-dual gap at (xBar, uBar) lies in the interval
[0, μ₂ D₂ + r].