Lemma 5, p. 15 — the LP primal-dual problem (19) is 1/(H(K)√(1+4R²))-sharp on W_R(0)
ProvedRestartPD.LPSharp.lemma_5Sharpness of linear programming. Let , , and consider the primal-dual problem (19), , on with the Euclidean norm on . Assume (19) has a solution, i.e. its saddle-point set is nonempty. Let be a Hoffman constant of the KKT system (20) in the Euclidean norm, i.e. a constant with
Then for every the problem (19) is -sharp on with
that is, for every and every .
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 enters through its defining property (26), quantified over all (not only ); the result is stated for any constant with that property, which includes the Hoffman constant. is assumed (a Hoffman constant is positive). Sharpness is Definition 1, with ranging over and the diameter computed in the extended reals.
import Mathlib import Definitions.Def_RestartPD_LPSharp_PrimalDual import Definitions.Def_RestartPD_LPSharp_LP open scoped InnerProductSpace Matrix
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
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.