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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap06.Proposition_6_18

theorem scaledObjective_convergence_rate_bound {X : Type u} {ι : Type u_1} [Fintype ι] (m : ι) (f : X) (xHat : X) {fBar : } {N : } (hP : 0 < j : ι, (m j)) (hbound : (f xHat) - { feasibleSet := Set.univ, objective := f }.optimalValue 2 * (∑ j : ι, (m j)) * fBar / (N * (N + 1))) :
(averageIndividualExpense (∑ j : ι, (m j)) f xHat) - { feasibleSet := Set.univ, objective := averageIndividualExpense (∑ j : ι, (m j)) f }.optimalValue 2 * fBar / (N * (N + 1))

Proposition 6.18: if P = \sum_j m_j is positive and an iterate xHat satisfies f(xHat) - f* ≤ 2 P \bar f / √(N (N + 1)), then the scaled objective \bar f(x) = f(x) / P satisfies \bar f(xHat) - \bar f* ≤ 2 \bar f / √(N (N + 1)), with both optimal values taken through the Chapter 1 whole-space owner in EReal.