Documentation

OptimizationTheoryAndMethods_SunYuan_2006.Chap13.Assumption_13_6_2

structure PowellYuanAssumption1362 {n m : } (x d : EuclideanSpace (Fin n)) (A : EuclideanSpace (Fin n)Matrix (Fin n) (Fin m) ) (B : Matrix (Fin n) (Fin n) ) :

Chapter13 Assumption 13.6.2: the Powell-Yuan iterates x k, trial points x k + d k, the Jacobian models A y, and the Hessian approximations B k satisfy the source assumptions that there is a bounded convex closed set omega : Set Point containing every stage iterate x k and trial point x k + d k for book indices k ≥ 1, that A y has full column rank for every y ∈ omega, and that the matrix sequence B k is uniformly bounded on book indices k ≥ 1, expressed through the equivalent finite-coordinate family fun i j ↦ (B k) i j.

  • omega : Set (EuclideanSpace (Fin n))
  • omega_bounded : Bornology.IsBounded self.omega
  • omega_convex : Convex self.omega
  • omega_closed : IsClosed self.omega
  • iterate_mem_omega (k : ) : 1 kx k self.omega
  • trialPoint_mem_omega (k : ) : 1 kx k + d k self.omega
  • jacobian_fullColumnRank (y : EuclideanSpace (Fin n)) : y self.omega(A y).rank = m
  • matrix_bounded : Bornology.IsBounded (Set.range fun (k : ) (i j : Fin n) => B (k + 1) i j)
Instances For
    @[implicit_reducible]
    instance instMembershipPointPowellYuanAssumption1362 {n m : } {x d : EuclideanSpace (Fin n)} {A : EuclideanSpace (Fin n)Matrix (Fin n) (Fin m) } {B : Matrix (Fin n) (Fin n) } :
    Membership (EuclideanSpace (Fin n)) (PowellYuanAssumption1362 x d A B)

    Membership in PowellYuanAssumption1362 x d A B is membership in the distinguished bounded convex closed set omega from Chapter13 Assumption 13.6.2.