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 : ) (hn : 2 n) {c₁ c₂ : } (hc₁_pos : 0 < c₁) (hc₁_lt_two_thirds : c₁ < 2 / 3) (hc₂_ge_two_thirds : (2 / 3 : ) 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_one

TASK-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 : } (hc₁_pos : 0 < c₁) (hc₁_lt_two_thirds : c₁ < 2 / 3) (hc₂_ge_two_thirds : (2 / 3 : ) c₂) (hc₂_lt_one : c₂ < 1) : ¬ GlobalWeakWolfeConvergenceAt c₁ c₂ := by have hdimension : 2 (2 : ) := 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 : ) < 1 / 2 := by norm_num have hupper : (1 / 2 : ) 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 : ), 0 < c₁ c₁ < 2 / 3 (2 / 3 : ) 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_one

TASK-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 : } (hc₁_pos : 0 < c₁) (hc₁_lt_two_thirds : c₁ < 2 / 3) (hc₂_ge_two_thirds : (2 / 3 : ) c₂) (hc₂_lt_one : c₂ < 1) : ¬ LevelSetGlobalWeakWolfeConvergenceAt c₁ c₂ := by have hdimension : 2 (2 : ) := 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 : ) < 1 / 2 := by norm_num have hupper : (1 / 2 : ) 3 / 2 := by norm_num exact not_levelSetGlobalWeakWolfeConvergenceAt_of_counterexample counterexample.toWolfeCounterexample hdimension hlower hupper

TASK-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 : ), 0 < c₁ c₁ < 2 / 3 (2 / 3 : ) 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_one

TASK-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 : ), 0 < c₁ c₁ < 2 / 3 (2 / 3 : ) c₂ c₂ < 1 GlobalWeakWolfeConvergenceAt c₁ c₂

TASK-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 : ) < 1 / 4 := by norm_num have hc₁Upper : (1 / 4 : ) < 2 / 3 := by norm_num have hc₂Lower : (2 / 3 : ) 3 / 4 := by norm_num have hc₂Upper : (3 / 4 : ) < 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 : ), 0 < c₁ c₁ < 2 / 3 (2 / 3 : ) c₂ c₂ < 1 LevelSetGlobalWeakWolfeConvergenceAt c₁ c₂

TASK-15: The level-set paper-range convergence predicate is false.

theorem not_PaperRangeLevelSetGlobalWeakWolfeConvergence : ¬ PaperRangeLevelSetGlobalWeakWolfeConvergence := by intro hGlobal have hc₁ : (0 : ) < 1 / 4 := by norm_num have hc₁Upper : (1 / 4 : ) < 2 / 3 := by norm_num have hc₂Lower : (2 / 3 : ) 3 / 4 := by norm_num have hc₂Upper : (3 / 4 : ) < 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 : ) {c₁ c₂ a b q : } (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 : ) c₂) (hc₂_lt_one : c₂ < 1) (L : EuclideanSpace (Fin n) ≃L[] EuclideanSpace (Fin n)) (factor : (Matrix.toEuclideanCLM : Matrix (Fin n) (Fin n) ≃⋆ₐ[] EuclideanSpace (Fin n) →L[] EuclideanSpace (Fin n)) (counterexample.iteration.inverseHessian 0) = L.toContinuousLinearMap.pushforward 1) (lowerMap : a (1 : EuclideanSpace (Fin n) →L[] EuclideanSpace (Fin n)) L.toContinuousLinearMap.pullback 1) (upperMap : L.toContinuousLinearMap.pullback 1 b (1 : EuclideanSpace (Fin n) →L[] EuclideanSpace (Fin n))) (hq : 0 < q) (gradientMapLower : q (1 : EuclideanSpace (Fin n) →L[] EuclideanSpace (Fin n)) L.toContinuousLinearMap.pushforward 1) : Nonempty (WolfeCounterexample.IdentityInitializedStrongWolfeOperatorCertificate (Fin n) ((1 / 2 : ) * a) ((3 / 2 : ) * 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 : ) (hn : 2 n) {c₁ c₂ : } (hc₁_pos : 0 < c₁) (hc₁_lt_two_thirds : c₁ < 2 / 3) (hc₂_ge_two_thirds : (2 / 3 : ) c₂) (hc₂_lt_one : c₂ < 1) : m M : , 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 : ) (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 : ) (3 / 4 : ) := by have hdimension : 2 (2 : ) := by norm_num obtain counterexample := existsWeakWolfeCounterexample 2 hdimension have hlower : (0 : ) < 1 / 2 := by norm_num have hupper : (1 / 2 : ) 3 / 2 := by norm_num exact not_globalWeakWolfeConvergenceAt_of_counterexample counterexample hdimension hlower hupper

TASK-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 : ) := by norm_num obtain counterexample := existsWeakWolfeCounterexample 2 hdimension have hlower : (0 : ) < 1 / 2 := by norm_num have hupper : (1 / 2 : ) 3 / 2 := by norm_num have hc₁ : (0 : ) < 1 / 4 := by norm_num have hc₁₂ : (1 / 4 : ) < 3 / 4 := by norm_num have hc₂ : (3 / 4 : ) < 1 := by norm_num exact not_universalGlobalWeakWolfeConvergence_of_counterexample counterexample hdimension hlower hupper hc₁ hc₁₂ hc₂

Paper-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 (Fin 2) } {α : } {x g : EuclideanSpace (Fin 2)} {H : Matrix (Fin 2) (Fin 2) } (orbit : IsOrbit f α x g H) {μ c₁ c₂ : } (hf : ContDiff 2 f) ( : 0 < μ) (hHessian : z v, μ * v ^ 2 inner (fderiv (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 (Fin 2)), IsOpen U {z | f z f (x 0)} U LocallyLipschitzOn U (fderiv (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 hHessian hH₀ hWolfe hNeighborhood obtain y, _, hunique := PlanarConvergence.existsUniqueGlobalMinimizerOfHessian hf 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).symm

Paper-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 (Fin 2) } {α : } {x g : EuclideanSpace (Fin 2)} {H : Matrix (Fin 2) (Fin 2) } (orbit : IsOrbit f α x g H) {μ c₁ c₂ : } (hf : ContDiff 2 f) ( : 0 < μ) (hHessian : z v, μ * v ^ 2 inner (fderiv (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 (Fin 2)), IsOpen U {z | f z f (x 0)} U LocallyLipschitzOn U (fderiv (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 : ) : LineSearch.IsWeakWolfe c₁ c₂ f (x k) (x (k + 1) - x k) := by apply (hWolfe k).toWeakWolfe exact PlanarConvergence.armijoDescentOfHessianLowerBound hf hHessian ((hWolfe k).c₁_lt_c₂.trans (hWolfe k).c₂_lt_one) (hWolfe k).armijo exact main_planarWeakWolfeConvergence orbit hf hHessian hH₀ hWeak hNeighborhood
end DFP