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OptimizationTheoryAndMethods_SunYuan_2006.Chap11.Definition_11_1_7

noncomputable def normalizedGradientPairing {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (f : E) (x d : E) :

The normalized first-order objective pairing dᵀ ∇f(x) / ‖d‖ used in the source minimization problem.

Instances For
    theorem normalizedGradientPairing_eq {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (f : E) (x d : E) :
    normalizedGradientPairing f x d = inner d (gradient f x) / d

    The defining formula for normalizedGradientPairing.

    class IsFeasibleSteepestDescentDirection {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (f : E) (x : E) (X : Set E) (d : E) :

    Chapter11 Definition 11.1.7: a vector d is a feasible steepest descent direction at x when f is differentiable at x, d ≠ 0, d belongs to the closure of the Chapter 8 feasible direction set FD(x, X), and its normalized gradient pairing is minimal among all feasible directions in FD(x, X).

    Instances
      instance instSubsingletonIsFeasibleSteepestDescentDirection {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (f : E) (x d : E) (X : Set E) :
      Subsingleton (IsFeasibleSteepestDescentDirection f x X d)

      IsFeasibleSteepestDescentDirection f x X d is a proposition.

      theorem isFeasibleSteepestDescentDirection_iff {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] (f : E) (x d : E) (X : Set E) :
      IsFeasibleSteepestDescentDirection f x X d d 0 DifferentiableAt f x d closure (feasibleDirections x X) d'feasibleDirections x X, normalizedGradientPairing f x d normalizedGradientPairing f x d'

      Unfolding formula for IsFeasibleSteepestDescentDirection.

      theorem IsFeasibleSteepestDescentDirection.ne_zero {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] {f : E} {x d : E} {X : Set E} (h : IsFeasibleSteepestDescentDirection f x X d) :
      d 0

      A feasible steepest descent direction is nonzero.

      theorem IsFeasibleSteepestDescentDirection.mem_base {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] {f : E} {x d : E} {X : Set E} (h : IsFeasibleSteepestDescentDirection f x X d) :
      x X

      A feasible steepest descent direction is based at a feasible point.

      theorem IsFeasibleSteepestDescentDirection.le_normalizedGradientPairing {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace E] [CompleteSpace E] {f : E} {x d d' : E} {X : Set E} (h : IsFeasibleSteepestDescentDirection f x X d) (hd' : d' feasibleDirections x X) :

      The defining minimization inequality for a feasible steepest descent direction.