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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap07.Definition_7_93

def IsAbsoluteAccuracyApproximateSolutionOn {X : Type u} (Q : Set X) (phi : X) (ε : ) (xBar : X) :

Definition 7.93: a point xBar is an absolute-accuracy ε-approximate solution for the minimization of phi over the feasible set Q when ε > 0 and xBar is an ε-approximate minimizer for the Chapter 1 constrained-minimization owner on (Q, phi).

Instances For
    theorem IsAbsoluteAccuracyApproximateSolutionOn.epsilon_pos {X : Type u} {Q : Set X} {phi : X} {ε : } {xBar : X} (h : IsAbsoluteAccuracyApproximateSolutionOn Q phi ε xBar) :
    0 < ε

    The absolute-accuracy parameter of an absolute-accuracy approximate solution is positive.

    theorem IsAbsoluteAccuracyApproximateSolutionOn.isApproximateMinimizer {X : Type u} {Q : Set X} {phi : X} {ε : } {xBar : X} (h : IsAbsoluteAccuracyApproximateSolutionOn Q phi ε xBar) :
    { feasibleSet := Q, objective := phi }.IsApproximateMinimizer ε xBar

    An absolute-accuracy approximate solution is an approximate minimizer for the canonical Chapter 1 constrained-minimization owner on (Q, phi).

    theorem IsAbsoluteAccuracyApproximateSolutionOn.feasible {X : Type u} {Q : Set X} {phi : X} {ε : } {xBar : X} (h : IsAbsoluteAccuracyApproximateSolutionOn Q phi ε xBar) :
    xBar Q

    An absolute-accuracy approximate solution is feasible for the original constrained problem.

    theorem IsAbsoluteAccuracyApproximateSolutionOn.objective_le {X : Type u} {Q : Set X} {phi : X} {ε : } {xBar : X} (h : IsAbsoluteAccuracyApproximateSolutionOn Q phi ε xBar) :
    (phi xBar) { feasibleSet := Q, objective := phi }.optimalValue + ε

    An absolute-accuracy approximate solution satisfies the defining owner-valued additive objective bound.

    theorem IsAbsoluteAccuracyApproximateSolutionOn.optimalValue_eq_coe_sInf {X : Type u} {Q : Set X} {phi : X} (hQ : Q.Nonempty) (hbounded : BddBelow (phi '' Q)) :
    { feasibleSet := Q, objective := phi }.optimalValue = (sInf (phi '' Q))

    If the feasible objective values are nonempty and bounded below, then the Chapter 1 owner optimal value agrees with the textbook real infimum.

    theorem IsAbsoluteAccuracyApproximateSolutionOn.optimalValue_toReal_eq_sInf {X : Type u} {Q : Set X} {phi : X} (hQ : Q.Nonempty) (hbounded : BddBelow (phi '' Q)) :
    { feasibleSet := Q, objective := phi }.optimalValue.toReal = sInf (phi '' Q)

    If the feasible objective values are nonempty and bounded below, then the owner optimal value has the textbook real infimum as its toReal.

    theorem IsAbsoluteAccuracyApproximateSolutionOn.objective_le_sInf_add {X : Type u} {Q : Set X} {phi : X} {ε : } {xBar : X} (h : IsAbsoluteAccuracyApproximateSolutionOn Q phi ε xBar) (hbounded : BddBelow (phi '' Q)) :
    phi xBar sInf (phi '' Q) + ε

    If the feasible objective values are bounded below, then the owner-valued additive bound in Definition 7.93 recovers the textbook real inequality against sInf (phi '' Q).

    theorem IsAbsoluteAccuracyApproximateSolutionOn.iff_epsilon_pos_and_feasible_and_objective_le_sInf_add {X : Type u} {Q : Set X} {phi : X} {ε : } {xBar : X} (hbounded : BddBelow (phi '' Q)) :
    IsAbsoluteAccuracyApproximateSolutionOn Q phi ε xBar 0 < ε xBar Q phi xBar sInf (phi '' Q) + ε

    If the feasible objective values are bounded below, then Definition 7.93 is equivalent to the textbook positive-ε additive objective-gap inequality.

    theorem isAbsoluteAccuracyApproximateSolutionOn_iff {X : Type u} (Q : Set X) (phi : X) (ε : ) (xBar : X) :
    IsAbsoluteAccuracyApproximateSolutionOn Q phi ε xBar 0 < ε { feasibleSet := Q, objective := phi }.IsApproximateMinimizer ε xBar

    Unfolding IsAbsoluteAccuracyApproximateSolutionOn Q phi ε xBar gives positivity of ε together with the canonical Chapter 1 approximate-minimizer owner on (Q, phi).