Proximal point selector
DefinitionKLSModular_FunctionalInequalities_Analysis_Convex_Proximalfunctional-inequalitiesklskls-conjecturekls-modularlog-concavemodule-context
For and , proximalPoint f z is the classical choice of a point satisfying for every , selected by Classical.epsilon. This expresses the resolvent condition ; existence and uniqueness for convex finite-dimensional functions are discussed by the surrounding development rather than assumed in this definition.
Original module imports
import FunctionalInequalities.Analysis.Convex.Subgradient
Original declaration excerpt
Shown in the original module context.
def proximalPoint {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] (f : E → ℝ) (z : E) : E :=
Classical.epsilon fun x => ∀ y, f x + ⟪z - x, y - x⟫ ≤ f y
Module navigation
Direct project imports: Analysis/Convex/Subgradient.
Theorems in source order:
Project result: The KLS conjecture.
Original module · FunctionalInequalities.Analysis.Convex.Proximal · Frozen source 408915f.
Definition code
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_Convex_Subgradient
noncomputable section
open MeasureTheory Set
open scoped RealInnerProductSpace
section LT12D2ProximalPoint
open Set
open scoped RealInnerProductSpace
namespace FunctionalInequalities
namespace Analysis
section InnerProduct
variable {E : Type*}
variable [NormedAddCommGroup E] [InnerProductSpace ℝ E]
/-- The **proximal point** (resolvent of the subdifferential) of `f` at `z`: a point `x` such that
`z − x` is a subgradient of `f` at `x`, i.e. the minimiser of `x ↦ f x + ½‖x − z‖²` (weak Letwin route,
Alexandrov's theorem). For convex `f` on a finite-dimensional space it exists and is unique. -/
def proximalPoint {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] (f : E → ℝ) (z : E) : E :=
Classical.epsilon fun x => ∀ y, f x + ⟪z - x, y - x⟫ ≤ f y
end InnerProduct
end Analysis
end FunctionalInequalities
end LT12D2ProximalPoint
Source
Lean source: https://github.com/human-ai-mathematics/kls-lean/blob/408915f/formalization/FunctionalInequalities/Analysis/Convex/Proximal.lean#L126-L130 (repository human-ai-mathematics/kls-lean, commit 408915f, module `FunctionalInequalities.Analysis.Convex.Proximal`, definition bundle `KLSModular_FunctionalInequalities_Analysis_Convex_Proximal`; the repository is private at upload time).