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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap06.Proposition_6_20

def signed_row_score {m : ℕ+} {n : } (A : Matrix (Fin m) (Fin n) ) (b : EuclideanSpace (Fin m)) (x : EuclideanSpace (Fin n)) :
Fin m Fin m

Helper for Proposition 6.20: the signed affine row score on the stacked row index type.

Instances For
    theorem sup_abs_row_pairing_sub_offset_eq_signed_row_sup {m : ℕ+} {n : } (A : Matrix (Fin m) (Fin n) ) (b : EuclideanSpace (Fin m)) (x : EuclideanSpace (Fin n)) :
    (Finset.univ.sup' fun (j : Fin m) => |A j ⬝ᵥ x.ofLp| - b.ofLp j) = Finset.univ.sup' (signed_row_score A b x)

    Helper for Proposition 6.20: the absolute-value row objective is the finite maximum of the corresponding signed row scores.

    theorem finset_sup'_eq_sSup_stdSimplex_weighted_sum {ι : Type u_1} [Fintype ι] [Nonempty ι] (f : ι) :
    Finset.univ.sup' f = sSup (Set.range fun (u : StdSimplex ι) => i : ι, u.weights i * f i)

    Helper for Proposition 6.20: a finite maximum equals the supremum of all simplex-weighted averages of the same finite family.

    theorem signed_row_weighted_sum_eq_matrix_dotProduct_sub {m : ℕ+} {n : } (A : Matrix (Fin m) (Fin n) ) (b : EuclideanSpace (Fin m)) (x : EuclideanSpace (Fin n)) (u : StdSimplex (Fin m Fin m)) :
    k : Fin m Fin m, u.weights k * signed_row_score A b x k = (A.fromRows (-A)).mulVec x.ofLp ⬝ᵥ u.weights - Sum.elim b.ofLp b.ofLp ⬝ᵥ u.weights

    Helper for Proposition 6.20: the simplex-weighted signed score is the dot-product expression coming from the stacked matrix Matrix.fromRows A (-A) and duplicated offset Sum.elim b b.

    theorem max_abs_row_pairing_sub_offset_eq_sSup_signed_simplex {m : ℕ+} {n : } (A : Matrix (Fin m) (Fin n) ) (b : EuclideanSpace (Fin m)) (x : EuclideanSpace (Fin n)) :
    (Finset.univ.sup' fun (j : Fin m) => |A j ⬝ᵥ x.ofLp| - b.ofLp j) = sSup (Set.range fun (u : StdSimplex (Fin m Fin m)) => (A.fromRows (-A)).mulVec x.ofLp ⬝ᵥ u.weights - Sum.elim b.ofLp b.ofLp ⬝ᵥ u.weights)

    Proposition 6.20: stacking A and -A and duplicating b identifies max_j (|⟪a_j, x⟫| - b_j) with the supremum of the corresponding affine functional over the standard simplex on the signed row index set.