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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap06.Lemma_6_12

theorem primal_dual_gap_bound_of_smoothed_lower_approximation {Q₁ : Type u} {Q₂ : Type v} {f fμ₂ : Q₁} {φ : Q₂} {μ₂ D₂ 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].