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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap06.Proposition_6_17

noncomputable def continuousLocationDualTupleScale {ι : Type v} (E : Type u) [NormedAddCommGroup E] [NormedSpace E] (weights : ContinuousLocationWeights ι) :
(PiLp 2 fun (x : ι) => E) →L[] PiLp 2 fun (x : ι) => E

The componentwise scaling u_j ↦ √m_j • u_j on the Hilbert product PiLp 2 (fun _ : ι ↦ E) behind the weighted tuple geometry.

Instances For
    theorem continuousLocationDualTupleScale_apply {ι : Type v} {E : Type u} [NormedAddCommGroup E] [NormedSpace E] (weights : ContinuousLocationWeights ι) (u : PiLp 2 fun (x : ι) => E) (j : ι) :
    ((continuousLocationDualTupleScale E weights) u).ofLp j = (weights j) u.ofLp j

    The j-th coordinate of continuousLocationDualTupleScale E weights u is √m_j • u_j.

    noncomputable def continuousLocationDualTupleSeminorm {ι : Type v} [Fintype ι] (E : Type u) [NormedAddCommGroup E] [InnerProductSpace E] (weights : ContinuousLocationWeights ι) :
    Seminorm (PiLp 2 fun (x : ι) => E)

    The weighted tuple geometry of Proposition 6.17, owned canonically as the pullback of the ambient Hilbert norm on PiLp 2 (fun _ : ι ↦ E) along continuousLocationDualTupleScale E weights.

    Instances For
      theorem continuousLocationDualTupleSeminorm_eq_norm_scale {ι : Type v} {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [Fintype ι] (weights : ContinuousLocationWeights ι) (u : PiLp 2 fun (x : ι) => E) :

      Evaluating continuousLocationDualTupleSeminorm E weights gives the ambient norm of the weighted scaling of the tuple.

      theorem continuousLocationDualTupleSeminorm_apply {ι : Type v} {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [Fintype ι] (weights : ContinuousLocationWeights ι) (u : ιE) :
      (continuousLocationDualTupleSeminorm E weights) (WithLp.toLp 2 u) = continuousLocationDualTupleNorm E weights u

      The seminorm owner continuousLocationDualTupleSeminorm E weights recovers the textbook weighted tuple norm continuousLocationDualTupleNorm E weights after identifying coordinate tuples with the Hilbert product PiLp 2 (fun _ : ι ↦ E).

      instance continuousLocationDualTupleSeminorm.isNorm {ι : Type v} {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [Fintype ι] (weights : ContinuousLocationWeights ι) :

      Positive weights make the pullback seminorm continuousLocationDualTupleSeminorm E weights nondegenerate, so the weighted tuple geometry is a genuine norm.

      @[reducible, inline]
      noncomputable abbrev continuousLocationSmoothingMapPiLp {ι : Type v} [Fintype ι] (E : Type u) [NormedAddCommGroup E] [InnerProductSpace E] (weights : ContinuousLocationWeights ι) :
      E →L[] (PiLp 2 fun (x : ι) => E) →L[]

      The canonical PiLp transport of continuousLocationSmoothingMap E weights, viewed in the weighted tuple geometry on PiLp 2 (fun _ : ι ↦ E). This is a thin bridge from the source-facing coordinate-tuple owner to the Hilbert-product realization used by continuousLocationDualTupleSeminorm E weights.

      Instances For
        theorem continuousLocationSmoothingMapPiLp_apply {ι : Type v} {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [Fintype ι] (weights : ContinuousLocationWeights ι) (x : E) (u : PiLp 2 fun (x : ι) => E) :
        ((continuousLocationSmoothingMapPiLp E weights) x) u = j : ι, (weights j) * inner (u.ofLp j) x

        Evaluating the transported smoothing operator on a PiLp tuple recovers the same weighted pairing formula as continuousLocationSmoothingMap_apply.

        theorem continuousLocation_totalPopulation_pos {ι : Type v} [Fintype ι] (weights : ContinuousLocationWeights ι) [Nonempty ι] :

        Helper for Proposition 6.17: if the index type is nonempty, then the total population weight is strictly positive.

        theorem continuousLocation_weighted_constant_tuple_norm {ι : Type v} {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [Fintype ι] (weights : ContinuousLocationWeights ι) (x : E) :
        WithLp.toLp 2 fun (j : ι) => (weights j) x = (continuousLocationTotalPopulation weights) * x

        Helper for Proposition 6.17: the weighted constant tuple has ambient PiLp norm √P * ‖x‖.

        theorem continuousLocation_pairing_le_sqrt_total_mul_norm_mul_seminorm {ι : Type v} {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [Fintype ι] (weights : ContinuousLocationWeights ι) (x : E) (u : PiLp 2 fun (x : ι) => E) :
        j : ι, (weights j) * inner (u.ofLp j) x (continuousLocationTotalPopulation weights) * x * (continuousLocationDualTupleSeminorm E weights) u

        Helper for Proposition 6.17: the weighted pairing is controlled by the product of the source norm and the weighted tuple seminorm.

        theorem continuousLocation_constant_unit_witness {ι : Type v} {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [Fintype ι] (weights : ContinuousLocationWeights ι) [Nonempty ι] {e : E} (he : e = 1) :
        (continuousLocationDualTupleNorm E weights fun (x : ι) => ((continuousLocationTotalPopulation weights))⁻¹ e) = 1 j : ι, (weights j) * inner (((continuousLocationTotalPopulation weights))⁻¹ e) e = (continuousLocationTotalPopulation weights)

        Helper for Proposition 6.17: the normalized constant tuple has weighted norm 1 and attains the pairing value √P against the same unit vector.

        theorem continuousLocationSmoothingMap_primalDualOperatorNorm_eq_sqrt_totalPopulation {ι : Type v} {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [Fintype ι] [FiniteDimensional E] [Nontrivial E] (weights : ContinuousLocationWeights ι) :

        Canonical owner form of Proposition 6.17: the induced norm of the continuous-location smoothing map from the ambient norm on E to the weighted dual-tuple geometry is √P, where P = \sum_j m_j is the total population weight. The PiLp realization is exposed through the thin bridge continuousLocationSmoothingMapPiLp E weights, so the public theorem stays on Seminorm.primalDualOperatorNorm without leaking the transport term.

        theorem continuousLocation_sSup_pairing_unitSpheres_eq_sqrt_totalPopulation {ι : Type v} {E : Type u} [NormedAddCommGroup E] [InnerProductSpace E] [Fintype ι] [FiniteDimensional E] [Nontrivial E] (weights : ContinuousLocationWeights ι) :
        sSup ((fun (xu : E × (ιE)) => j : ι, (weights j) * inner (xu.2 j) xu.1) '' (Metric.sphere 0 1).prod {u : ιE | continuousLocationDualTupleNorm E weights u = 1}) = (continuousLocationTotalPopulation weights)

        Proposition 6.17: rewriting the canonical induced-norm statement through continuousLocationSmoothingMap_primalDualOperatorNorm_eq_sqrt_totalPopulation, Seminorm.primalDualOperatorNorm_eq_sSup_dualPairing, continuousLocationSmoothingMap_apply, and continuousLocationDualTupleSeminorm_apply, and then transporting back along PiLp.continuousLinearEquiv, gives the source-facing unit-sphere formula for the weighted pairing.