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OptimizationTheoryAndMethods_SunYuan_2006.Chap05.Assumption_5_4_1

structure HasQuasiNewtonLocalConvergenceAssumptions {n : } (D : Set (EuclideanSpace (Fin n))) (F : EuclideanSpace (Fin n)EuclideanSpace (Fin n)) :

Chapter05 Assumption 5.4.1: F : ℝ^n → ℝ^n is continuously differentiable on an open convex set D, there is xStar ∈ D with F xStar = 0 and invertible derivative fderiv ℝ F xStar, and there is a constant gamma such that ‖fderiv ℝ F x - fderiv ℝ F xStar‖ ≤ gamma * ‖x - xStar‖ for every x ∈ D.

  • open_domain : IsOpen D
  • convex_domain : Convex D
  • contDiffOn : ContDiffOn 1 F D
  • xStar : EuclideanSpace (Fin n)
  • xStar_mem : self.xStar D
  • map_xStar : F self.xStar = 0
  • fderiv_isInvertible : (fderiv F self.xStar).IsInvertible
  • gamma :
  • lipschitz_fderiv (x : EuclideanSpace (Fin n)) : x Dfderiv F x - fderiv F self.xStar self.gamma * x - self.xStar
Instances For
    @[implicit_reducible]
    instance instMembershipPointHasQuasiNewtonLocalConvergenceAssumptions {n : } {D : Set (EuclideanSpace (Fin n))} {F : EuclideanSpace (Fin n)EuclideanSpace (Fin n)} :
    Membership (EuclideanSpace (Fin n)) (HasQuasiNewtonLocalConvergenceAssumptions D F)

    Membership in the local-convergence assumption package is membership in its ambient domain D.

    @[simp]
    theorem HasQuasiNewtonLocalConvergenceAssumptions.mem_iff {n : } {D : Set (EuclideanSpace (Fin n))} {F : EuclideanSpace (Fin n)EuclideanSpace (Fin n)} (h : HasQuasiNewtonLocalConvergenceAssumptions D F) (x : EuclideanSpace (Fin n)) :
    x h x D
    @[simp]
    theorem HasQuasiNewtonLocalConvergenceAssumptions.mem_xStar {n : } {D : Set (EuclideanSpace (Fin n))} {F : EuclideanSpace (Fin n)EuclideanSpace (Fin n)} (h : HasQuasiNewtonLocalConvergenceAssumptions D F) :
    h.xStar h
    def HasQuasiNewtonLocalConvergenceAssumptions.xStarInDomain {n : } {D : Set (EuclideanSpace (Fin n))} {F : EuclideanSpace (Fin n)EuclideanSpace (Fin n)} (h : HasQuasiNewtonLocalConvergenceAssumptions D F) :
    D

    The distinguished solution xStar from Chapter05 Assumption 5.4.1 as a point of D.

    Instances For
      noncomputable def HasQuasiNewtonLocalConvergenceAssumptions.referenceInverse {n : } {D : Set (EuclideanSpace (Fin n))} {F : EuclideanSpace (Fin n)EuclideanSpace (Fin n)} (h : HasQuasiNewtonLocalConvergenceAssumptions D F) :
      EuclideanSpace (Fin n) →L[] EuclideanSpace (Fin n)

      The inverse derivative F'(x*)⁻¹ attached canonically to the local-convergence assumption owner.

      Instances For
        @[simp]
        theorem HasQuasiNewtonLocalConvergenceAssumptions.coe_xStarInDomain {n : } {D : Set (EuclideanSpace (Fin n))} {F : EuclideanSpace (Fin n)EuclideanSpace (Fin n)} (h : HasQuasiNewtonLocalConvergenceAssumptions D F) :
        @[simp]
        theorem HasQuasiNewtonLocalConvergenceAssumptions.xStarInDomain_mem {n : } {D : Set (EuclideanSpace (Fin n))} {F : EuclideanSpace (Fin n)EuclideanSpace (Fin n)} (h : HasQuasiNewtonLocalConvergenceAssumptions D F) :
        h.xStarInDomain D