structure
HasQuasiNewtonLocalConvergenceAssumptions
{n : ℕ}
(D : Set (EuclideanSpace ℝ (Fin n)))
(F : EuclideanSpace ℝ (Fin n) → EuclideanSpace ℝ (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 ℝ D
- contDiffOn : ContDiffOn ℝ 1 F D
- xStar : EuclideanSpace ℝ (Fin n)
- xStar_mem : self.xStar ∈ D
- map_xStar : F self.xStar = 0
- fderiv_isInvertible : (fderiv ℝ F self.xStar).IsInvertible
- gamma : ℝ
Instances For
@[implicit_reducible]
instance
instMembershipPointHasQuasiNewtonLocalConvergenceAssumptions
{n : ℕ}
{D : Set (EuclideanSpace ℝ (Fin n))}
{F : EuclideanSpace ℝ (Fin n) → EuclideanSpace ℝ (Fin n)}
:
Membership (EuclideanSpace ℝ (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 : ℕ}
{D : Set (EuclideanSpace ℝ (Fin n))}
{F : EuclideanSpace ℝ (Fin n) → EuclideanSpace ℝ (Fin n)}
(h : HasQuasiNewtonLocalConvergenceAssumptions D F)
(x : EuclideanSpace ℝ (Fin n))
:
x ∈ h ↔ x ∈ D
@[simp]
theorem
HasQuasiNewtonLocalConvergenceAssumptions.mem_xStar
{n : ℕ}
{D : Set (EuclideanSpace ℝ (Fin n))}
{F : EuclideanSpace ℝ (Fin n) → EuclideanSpace ℝ (Fin n)}
(h : HasQuasiNewtonLocalConvergenceAssumptions D F)
:
h.xStar ∈ h
def
HasQuasiNewtonLocalConvergenceAssumptions.xStarInDomain
{n : ℕ}
{D : Set (EuclideanSpace ℝ (Fin n))}
{F : EuclideanSpace ℝ (Fin n) → EuclideanSpace ℝ (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 : ℕ}
{D : Set (EuclideanSpace ℝ (Fin n))}
{F : EuclideanSpace ℝ (Fin n) → EuclideanSpace ℝ (Fin n)}
(h : HasQuasiNewtonLocalConvergenceAssumptions D F)
:
EuclideanSpace ℝ (Fin n) →L[ℝ] EuclideanSpace ℝ (Fin n)
The inverse derivative F'(x*)⁻¹ attached canonically to the local-convergence assumption
owner.
Instances For
@[simp]
theorem
HasQuasiNewtonLocalConvergenceAssumptions.coe_xStarInDomain
{n : ℕ}
{D : Set (EuclideanSpace ℝ (Fin n))}
{F : EuclideanSpace ℝ (Fin n) → EuclideanSpace ℝ (Fin n)}
(h : HasQuasiNewtonLocalConvergenceAssumptions D F)
:
↑h.xStarInDomain = h.xStar
@[simp]
theorem
HasQuasiNewtonLocalConvergenceAssumptions.xStarInDomain_mem
{n : ℕ}
{D : Set (EuclideanSpace ℝ (Fin n))}
{F : EuclideanSpace ℝ (Fin n) → EuclideanSpace ℝ (Fin n)}
(h : HasQuasiNewtonLocalConvergenceAssumptions D F)
:
↑h.xStarInDomain ∈ D