Main DFP counterexample and planar convergence statements
The counterexample interfaces cover the paper's Wolfe parameter range. The planar convergence interfaces apply to arbitrary fixed admissible Wolfe coefficients under local Hessian Lipschitz regularity near the initial sublevel.
The strengthened counterexample is exported as
existsStrongWolfeCounterexampleHolderSharp_of_dimension_ge_two: its single
objective has a globally one-half Hölder Hessian, and no greater exponent works
on its initial sublevel. existsMatrixIdentityLiminfStrongWolfeHolder preserves
the Hölder bound with identity initialization.
SecantIteration.planarDegeneration requires only a positive-definite search
sequence and the secant equation, and includes vanishing of the smallest eigenvalue.
public sectionopen Filteropen scoped Topologynamespace DFP
TASK-11: The paper-range strong-Wolfe counterexample is available in every
finite dimension n with 2 ≤ n, while retaining the exact Hessian bounds
(1 / 2, 3 / 2).
theorem existsStrongWolfeCounterexample_of_parameterRange
(n : ℕ) (hn : 2 ≤ n) {c₁ c₂ : ℝ}
(hc₁_pos : 0 < c₁) (hc₁_lt_two_thirds : c₁ < 2 / 3)
(hc₂_ge_two_thirds : (2 / 3 : ℝ) ≤ c₂) (hc₂_lt_one : c₂ < 1) :
Nonempty (StrongWolfeCounterexample (Fin n) (1 / 2) (3 / 2) c₁ c₂) := by
exact existsStrongWolfeCounterexample_of_dimension_ge_two n hn
hc₁_pos hc₁_lt_two_thirds hc₂_ge_two_thirds hc₂_lt_oneTASK-11 Main theorem: for every pair in the paper's Wolfe range, the global weak-Wolfe convergence predicate is false.
theorem main_not_globalWeakWolfeConvergence_of_parameterRange
{c₁ c₂ : ℝ} (hc₁_pos : 0 < c₁)
(hc₁_lt_two_thirds : c₁ < 2 / 3)
(hc₂_ge_two_thirds : (2 / 3 : ℝ) ≤ c₂) (hc₂_lt_one : c₂ < 1) :
¬ GlobalWeakWolfeConvergenceAt c₁ c₂ := by
have hdimension : 2 ≤ (2 : ℕ) := by
norm_num
obtain ⟨counterexample⟩ :=
existsStrongWolfeCounterexample_of_parameterRange 2 hdimension
hc₁_pos hc₁_lt_two_thirds hc₂_ge_two_thirds hc₂_lt_one
have hlower : (0 : ℝ) < 1 / 2 := by
norm_num
have hupper : (1 / 2 : ℝ) ≤ 3 / 2 := by
norm_num
exact not_globalWeakWolfeConvergenceAt_of_counterexample
counterexample.toWolfeCounterexample hdimension hlower hupper
TASK-11: The preceding negative convergence theorem is uniform over all
coefficient pairs satisfying 0 < c₁ < 2 / 3 and 2 / 3 ≤ c₂ < 1.
theorem main_not_globalWeakWolfeConvergence_forall_parameterRange :
∀ (c₁ c₂ : ℝ), 0 < c₁ → c₁ < 2 / 3 →
(2 / 3 : ℝ) ≤ c₂ → c₂ < 1 →
¬ GlobalWeakWolfeConvergenceAt c₁ c₂ := by
intro c₁ c₂ hc₁_pos hc₁_lt_two_thirds hc₂_ge_two_thirds hc₂_lt_one
exact main_not_globalWeakWolfeConvergence_of_parameterRange
hc₁_pos hc₁_lt_two_thirds hc₂_ge_two_thirds hc₂_lt_oneTASK-15: The same paper-range counterexample refutes the level-set version of the fixed-coefficient global-convergence predicate. The explicit containment field is supplied by the Armijo/DFP descent bridge.
theorem main_not_levelSetGlobalWeakWolfeConvergence_of_parameterRange
{c₁ c₂ : ℝ} (hc₁_pos : 0 < c₁)
(hc₁_lt_two_thirds : c₁ < 2 / 3)
(hc₂_ge_two_thirds : (2 / 3 : ℝ) ≤ c₂) (hc₂_lt_one : c₂ < 1) :
¬ LevelSetGlobalWeakWolfeConvergenceAt c₁ c₂ := by
have hdimension : 2 ≤ (2 : ℕ) := by
norm_num
obtain ⟨counterexample⟩ :=
existsStrongWolfeCounterexample_of_parameterRange 2 hdimension
hc₁_pos hc₁_lt_two_thirds hc₂_ge_two_thirds hc₂_lt_one
have hlower : (0 : ℝ) < 1 / 2 := by
norm_num
have hupper : (1 / 2 : ℝ) ≤ 3 / 2 := by
norm_num
exact not_levelSetGlobalWeakWolfeConvergenceAt_of_counterexample
counterexample.toWolfeCounterexample hdimension hlower hupperTASK-15: The level-set global-convergence predicate is false for every coefficient pair in the paper's stated range.
theorem main_not_levelSetGlobalWeakWolfeConvergence_forall_parameterRange :
∀ (c₁ c₂ : ℝ), 0 < c₁ → c₁ < 2 / 3 →
(2 / 3 : ℝ) ≤ c₂ → c₂ < 1 →
¬ LevelSetGlobalWeakWolfeConvergenceAt c₁ c₂ := by
intro c₁ c₂ hc₁_pos hc₁_lt_two_thirds hc₂_ge_two_thirds hc₂_lt_one
exact main_not_levelSetGlobalWeakWolfeConvergence_of_parameterRange
hc₁_pos hc₁_lt_two_thirds hc₂_ge_two_thirds hc₂_lt_oneTASK-15: A named positive predicate for convergence under the paper's coefficient range, included so the final theorem can be checked directly in the same negation form as the mathematical question.
def PaperRangeGlobalWeakWolfeConvergence : Prop :=
∀ (c₁ c₂ : ℝ), 0 < c₁ → c₁ < 2 / 3 →
(2 / 3 : ℝ) ≤ c₂ → c₂ < 1 →
GlobalWeakWolfeConvergenceAt c₁ c₂TASK-15: A direct negation of the positive convergence predicate quantified over the paper's coefficient range.
theorem not_PaperRangeGlobalWeakWolfeConvergence :
¬ PaperRangeGlobalWeakWolfeConvergence := by
intro hGlobal
have hc₁ : (0 : ℝ) < 1 / 4 := by norm_num
have hc₁Upper : (1 / 4 : ℝ) < 2 / 3 := by norm_num
have hc₂Lower : (2 / 3 : ℝ) ≤ 3 / 4 := by norm_num
have hc₂Upper : (3 / 4 : ℝ) < 1 := by norm_num
exact main_not_globalWeakWolfeConvergence_of_parameterRange
hc₁ hc₁Upper hc₂Lower hc₂Upper (hGlobal _ _ hc₁ hc₁Upper hc₂Lower hc₂Upper)TASK-15: The level-set formulation also has a direct paper-range negation predicate.
def PaperRangeLevelSetGlobalWeakWolfeConvergence : Prop :=
∀ (c₁ c₂ : ℝ), 0 < c₁ → c₁ < 2 / 3 →
(2 / 3 : ℝ) ≤ c₂ → c₂ < 1 →
LevelSetGlobalWeakWolfeConvergenceAt c₁ c₂TASK-15: The level-set paper-range convergence predicate is false.
theorem not_PaperRangeLevelSetGlobalWeakWolfeConvergence :
¬ PaperRangeLevelSetGlobalWeakWolfeConvergence := by
intro hGlobal
have hc₁ : (0 : ℝ) < 1 / 4 := by norm_num
have hc₁Upper : (1 / 4 : ℝ) < 2 / 3 := by norm_num
have hc₂Lower : (2 / 3 : ℝ) ≤ 3 / 4 := by norm_num
have hc₂Upper : (3 / 4 : ℝ) < 1 := by norm_num
exact main_not_levelSetGlobalWeakWolfeConvergence_of_parameterRange
hc₁ hc₁Upper hc₂Lower hc₂Upper
(hGlobal _ _ hc₁ hc₁Upper hc₂Lower hc₂Upper)TASK-11: The identity-initialized strong-Wolfe corollary is exposed with the explicit witness, factorization, and Loewner/gradient bounds required by the operator-level normalization theorem.
theorem identityInitializedStrongWolfe_of_parameterRange
(n : ℕ) {c₁ c₂ a b q : ℝ}
(counterexample : StrongWolfeCounterexample
(Fin n) (1 / 2) (3 / 2) c₁ c₂)
(hc₁_pos : 0 < c₁) (hc₁_lt_two_thirds : c₁ < 2 / 3)
(hc₂_ge_two_thirds : (2 / 3 : ℝ) ≤ c₂) (hc₂_lt_one : c₂ < 1)
(L : EuclideanSpace ℝ (Fin n) ≃L[ℝ] EuclideanSpace ℝ (Fin n))
(factor : (Matrix.toEuclideanCLM : Matrix (Fin n) (Fin n) ℝ ≃⋆ₐ[ℝ]
EuclideanSpace ℝ (Fin n) →L[ℝ] EuclideanSpace ℝ (Fin n))
(counterexample.iteration.inverseHessian 0) =
L.toContinuousLinearMap.pushforward 1)
(lowerMap : a • (1 : EuclideanSpace ℝ (Fin n) →L[ℝ]
EuclideanSpace ℝ (Fin n)) ≤ L.toContinuousLinearMap.pullback 1)
(upperMap : L.toContinuousLinearMap.pullback 1 ≤
b • (1 : EuclideanSpace ℝ (Fin n) →L[ℝ] EuclideanSpace ℝ (Fin n)))
(hq : 0 < q)
(gradientMapLower : q • (1 : EuclideanSpace ℝ (Fin n) →L[ℝ]
EuclideanSpace ℝ (Fin n)) ≤ L.toContinuousLinearMap.pushforward 1) :
Nonempty (WolfeCounterexample.IdentityInitializedStrongWolfeOperatorCertificate
(Fin n) ((1 / 2 : ℝ) * a) ((3 / 2 : ℝ) * b) c₁ c₂) := by
exact WolfeCounterexample.identityInitializedStrongWolfe_of_dimension_ge_two
n counterexample hc₁_pos hc₁_lt_two_thirds hc₂_ge_two_thirds hc₂_lt_one
L factor lowerMap upperMap hq gradientMapLower
TASK-15: For every pair in the paper's coefficient range and every
dimension n ≥ 2, the identity-initialization corollary has a genuine
matrix InverseIteration presentation. The positive ordered Hessian bounds
and the liminf conclusion are generated automatically from the initial
positive-definite matrix.
theorem existsMatrixIdentityLiminfStrongWolfe_of_parameterRange
(n : ℕ) (hn : 2 ≤ n) {c₁ c₂ : ℝ}
(hc₁_pos : 0 < c₁) (hc₁_lt_two_thirds : c₁ < 2 / 3)
(hc₂_ge_two_thirds : (2 / 3 : ℝ) ≤ c₂) (hc₂_lt_one : c₂ < 1) :
∃ m M : ℝ, 0 < m ∧ m ≤ M ∧
Nonempty (WolfeCounterexample.MatrixIdentityLiminfStrongWolfeCertificate
n m M c₁ c₂) := by
obtain ⟨counterexample⟩ :=
existsStrongWolfeCounterexample_of_parameterRange n hn
hc₁_pos hc₁_lt_two_thirds hc₂_ge_two_thirds hc₂_lt_one
exact WolfeCounterexample.exists_matrixIdentityLiminfStrongWolfe_of_initialPosDef
hn counterexample hc₁_pos hc₁_lt_two_thirds hc₂_ge_two_thirds hc₂_lt_one/- Legacy fixed-parameter weak-Wolfe aliases below remain available for
compatibility; the released paper-range statements are declared above. -/
TASK-06 helper: the fixed-parameter weak-Wolfe certificate is available in
every finite dimension n with 2 ≤ n.
theorem existsWeakWolfeCounterexample_fixedParameters (n : ℕ) (hn : 2 ≤ n) :
Nonempty (WeakWolfeCounterexample (Fin n)) :=
existsWeakWolfeCounterexample n hn
TASK-06 Main theorem: at the fixed weak-Wolfe coefficients (1 / 4, 3 / 4),
the global convergence predicate is false.
theorem main_not_globalWeakWolfeConvergence_fixedParameters :
¬ GlobalWeakWolfeConvergenceAt (1 / 4 : ℝ) (3 / 4 : ℝ) := by
have hdimension : 2 ≤ (2 : ℕ) := by
norm_num
obtain ⟨counterexample⟩ := existsWeakWolfeCounterexample 2 hdimension
have hlower : (0 : ℝ) < 1 / 2 := by
norm_num
have hupper : (1 / 2 : ℝ) ≤ 3 / 2 := by
norm_num
exact not_globalWeakWolfeConvergenceAt_of_counterexample
counterexample hdimension hlower hupperTASK-06 corollary: one fixed weak-Wolfe counterexample refutes the universal global convergence claim over all admissible coefficient pairs.
theorem not_universalGlobalWeakWolfeConvergence_fixedParameters :
¬ UniversalGlobalWeakWolfeConvergence := by
have hdimension : 2 ≤ (2 : ℕ) := by
norm_num
obtain ⟨counterexample⟩ := existsWeakWolfeCounterexample 2 hdimension
have hlower : (0 : ℝ) < 1 / 2 := by
norm_num
have hupper : (1 / 2 : ℝ) ≤ 3 / 2 := by
norm_num
have hc₁ : (0 : ℝ) < 1 / 4 := by
norm_num
have hc₁₂ : (1 / 4 : ℝ) < 3 / 4 := by
norm_num
have hc₂ : (3 / 4 : ℝ) < 1 := by
norm_num
exact not_universalGlobalWeakWolfeConvergence_of_counterexample
counterexample hdimension hlower hupper hc₁ hc₁₂ hc₂Paper-facing form of thm:planar-convergence: arbitrary initial positive-definite planar DFP data converge under the full fixed weak-Wolfe range when the globally strongly convex C2 objective has locally Lipschitz Hessian near its initial sublevel. Stationary termination is included through constant continuation of the point sequence.
theorem main_planarWeakWolfeConvergence
{f : EuclideanSpace ℝ (Fin 2) → ℝ} {α : ℕ → ℝ}
{x g : ℕ → EuclideanSpace ℝ (Fin 2)} {H : ℕ → Matrix (Fin 2) (Fin 2) ℝ}
(orbit : IsOrbit f α x g H) {μ c₁ c₂ : ℝ}
(hf : ContDiff ℝ 2 f) (hμ : 0 < μ)
(hHessian : ∀ z v, μ * ‖v‖ ^ 2 ≤ inner ℝ (fderiv ℝ (gradient f) z v) v)
(hH₀ : (H 0).PosDef)
(hWolfe : ∀ k, LineSearch.IsWeakWolfe c₁ c₂ f (x k) (x (k + 1) - x k))
(hNeighborhood : ∃ U : Set (EuclideanSpace ℝ (Fin 2)), IsOpen U ∧
{z | f z ≤ f (x 0)} ⊆ U ∧ LocallyLipschitzOn U (fderiv ℝ (gradient f))) :
∃ xstar, (∀ z, f xstar ≤ f z) ∧ (∀ z, f z ≤ f xstar → z = xstar) ∧
Tendsto x atTop (𝓝 xstar) ∧
Tendsto (fun k ↦ ‖gradient f (x k)‖) atTop (𝓝 0) := by
obtain ⟨xstar, hresult, _⟩ := PlanarConvergence.rawOrbitConvergenceOfNeighborhood
orbit hf hμ hHessian hH₀ hWolfe hNeighborhood
obtain ⟨y, _, hunique⟩ := PlanarConvergence.existsUniqueGlobalMinimizerOfHessian hf hμ hHessian
refine ⟨xstar, hresult.1, ?_, hresult.2⟩
intro z hz
have hminz : ∀ w, f z ≤ f w := fun w ↦ hz.trans (hresult.1 w)
exact (hunique z hminz).trans (hunique xstar hresult.1).symmPaper-facing strong-Wolfe consequence of thm:planar-convergence: strong curvature implies weak curvature after the descent property is derived from Armijo and strong convexity.
theorem main_planarStrongWolfeConvergence
{f : EuclideanSpace ℝ (Fin 2) → ℝ} {α : ℕ → ℝ}
{x g : ℕ → EuclideanSpace ℝ (Fin 2)} {H : ℕ → Matrix (Fin 2) (Fin 2) ℝ}
(orbit : IsOrbit f α x g H) {μ c₁ c₂ : ℝ}
(hf : ContDiff ℝ 2 f) (hμ : 0 < μ)
(hHessian : ∀ z v, μ * ‖v‖ ^ 2 ≤ inner ℝ (fderiv ℝ (gradient f) z v) v)
(hH₀ : (H 0).PosDef)
(hWolfe : ∀ k, LineSearch.IsStrongWolfe c₁ c₂ f (x k) (x (k + 1) - x k))
(hNeighborhood : ∃ U : Set (EuclideanSpace ℝ (Fin 2)), IsOpen U ∧
{z | f z ≤ f (x 0)} ⊆ U ∧ LocallyLipschitzOn U (fderiv ℝ (gradient f))) :
∃ xstar, (∀ z, f xstar ≤ f z) ∧ (∀ z, f z ≤ f xstar → z = xstar) ∧
Tendsto x atTop (𝓝 xstar) ∧
Tendsto (fun k ↦ ‖gradient f (x k)‖) atTop (𝓝 0) := by
have hWeak (k : ℕ) : LineSearch.IsWeakWolfe c₁ c₂ f (x k) (x (k + 1) - x k) := by
apply (hWolfe k).toWeakWolfe
exact PlanarConvergence.armijoDescentOfHessianLowerBound hf hμ hHessian
((hWolfe k).c₁_lt_c₂.trans (hWolfe k).c₂_lt_one) (hWolfe k).armijo
exact main_planarWeakWolfeConvergence orbit hf hμ hHessian hH₀ hWeak hNeighborhoodend DFP