theorem
excessive_gap_bounds_primal_dual_errors
{X : Type u}
{U : Type v}
{Q₁ : Set X}
{Q₂ : Set U}
{f fμ₂ : X → ℝ}
{φ φμ₁ : U → ℝ}
{xBar : X}
{uBar : U}
{fStar D₁ D₂ μ₁ μ₂ : ℝ}
(h_primal : IsLeast (f '' Q₁) fStar)
(h_dual : IsGreatest (φ '' Q₂) fStar)
(hfμ₂_lower : f xBar - μ₂ * D₂ ≤ fμ₂ xBar)
(hφμ₁_upper : φμ₁ uBar ≤ φ uBar + μ₁ * D₁)
(hxBar : xBar ∈ Q₁)
(huBar : uBar ∈ Q₂)
(hexcessive_gap : satisfiesExcessiveGapCondition Q₁ Q₂ fμ₂ φμ₁ ⟨xBar, hxBar⟩ ⟨uBar, huBar⟩)
:
max (f xBar - fStar) (fStar - φ uBar) ∈ Set.Icc 0 (f xBar - φ uBar) ∧ f xBar - φ uBar ≤ μ₁ * D₁ + μ₂ * D₂
Lemma 6.6: if the primal value fStar is the minimum of f on Q₁, the same value is the
maximum of φ on Q₂, and the local smoothing bounds together with the excessive-gap certificate
hold at xBar ∈ Q₁ and uBar ∈ Q₂, then the primal and dual errors are both controlled by the
raw duality gap, which is at most μ₁ D₁ + μ₂ D₂.