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Lemma 5, p. 15 — the LP primal-dual problem (19) is 1/(H(K)√(1+4R²))-sharp on W_R(0)

Proved
RestartPD.LPSharp.lemma_5

by mikedeng1 · Oct 8, 2026 · Mathlib 0df444a (Lean v4.33.1)

hoffman-constantlinear-programmingp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1primal-dualsharpness

Sharpness of linear programming. Let A∈Rm×nA\in\mathbb R^{m\times n}A∈Rm×n, b∈Rmb\in\mathbb R^mb∈Rm, c∈Rnc\in\mathbb R^nc∈Rn and consider the primal-dual problem (19), min⁡x≥0max⁡y c⊤x+y⊤b−y⊤Ax\min_{x\ge0}\max_{y}\ c^\top x+y^\top b-y^\top Axminx≥0​maxy​ c⊤x+y⊤b−y⊤Ax, on Z={x≥0}×RmZ=\{x\ge0\}\times\mathbb R^mZ={x≥0}×Rm with the Euclidean norm on Rn+m\mathbb R^{n+m}Rn+m. Assume (19) has a solution, i.e. its saddle-point set Z⋆Z^\starZ⋆ is nonempty. Let H(K)>0H(K)>0H(K)>0 be a Hoffman constant of the KKT system (20) in the Euclidean norm, i.e. a constant with

dist⁡(z,Z⋆)≤H(K) ∥(h−Kz)+∥for all z∈Rn+m.(26)\operatorname{dist}(z,Z^\star)\le H(K)\,\|(h-Kz)^+\| \quad\text{for all } z\in\mathbb R^{n+m}. \qquad (26)dist(z,Z⋆)≤H(K)∥(h−Kz)+∥for all z∈Rn+m.(26)

Then for every R∈(0,∞)R\in(0,\infty)R∈(0,∞) the problem (19) is α\alphaα-sharp on WR(0)={z∈Z:∥z∥≤R}W_R(0)=\{z\in Z:\|z\|\le R\}WR​(0)={z∈Z:∥z∥≤R} with

α=1H(K)1+4R2,\alpha=\frac{1}{H(K)\sqrt{1+4R^2}},α=H(K)1+4R2​1​,

that is, α dist⁡(z,Z⋆)≤ρr(z)\alpha\,\operatorname{dist}(z,Z^\star)\le\rho_r(z)αdist(z,Z⋆)≤ρr​(z) for every z∈WR(0)z\in W_R(0)z∈WR​(0) and every r∈(0,diam⁡(WR(0))]r\in(0,\operatorname{diam}(W_R(0))]r∈(0,diam(WR​(0))].

This is the paper's first contribution: it supplies the sharpness hypothesis of its restart theorems for LP, which yields linear convergence of restarted PDHG, extragradient and ADMM on linear programs.

Formalization Note H(K)H(K)H(K) enters through its defining property (26), quantified over all z∈Rn+mz\in\mathbb R^{n+m}z∈Rn+m (not only z∈Zz\in Zz∈Z); the result is stated for any constant with that property, which includes the Hoffman constant. H>0H>0H>0 is assumed (a Hoffman constant is positive). Sharpness is Definition 1, with rrr ranging over (0,diam⁡(WR(0))](0,\operatorname{diam}(W_R(0))](0,diam(WR​(0))] and the diameter computed in the extended reals.

Preamble
import Mathlib
import Definitions.Def_RestartPD_LPSharp_PrimalDual
import Definitions.Def_RestartPD_LPSharp_LP
open scoped InnerProductSpace Matrix
Formal statement
namespace RestartPD.LPSharp

theorem lemma_5 {n m : ℕ} (A : Matrix (Fin m) (Fin n) ℝ) (b : EuclideanSpace ℝ (Fin m))
    (c : EuclideanSpace ℝ (Fin n)) (hsol : (Zstar (lpL A b c) lpX Set.univ).Nonempty)
    (H : ℝ) (hHpos : 0 < H)
    (hH : ∀ z : PDSpace n m, distZ (lpL A b c) lpX Set.univ z ≤ H * kktRes A b c z)
    (R : ℝ) (hR : 0 < R) :
    IsSharpOn (lpL A b c) lpX Set.univ (1 / (H * Real.sqrt (1 + 4 * R ^ 2)))
      (Wball lpX Set.univ R 0) := by sorry

end RestartPD.LPSharp
Source
Applegate, Hinder, Lu & Lubin, Faster First-Order Primal-Dual Methods for Linear Programming using Restarts and Sharpness, arXiv:2105.12715v4, p. 15, Lemma 5 (with (26), p. 14)
Human review
  • Endorsed by Shuze Chen · Oct 9, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 9, 2026

    Confirmed by the mission captain (proposal self-audit).

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