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Theorem 13, p. 23 — the projected gradient step contracts dist(·, X*) if and only if f has quadratic functional growth (22)

Proved
NecoaraNG.GMIff.theorem_13

by mikedeng1 · Oct 9, 2026 · Mathlib 0df444a (Lean v4.33.1)

linear-convergencep2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1projected-gradientquadratic-growth

Let problem (P), min⁡x∈Xf(x)\min_{x \in X} f(x)minx∈X​f(x), satisfy the standing assumptions: X⊆RnX \subseteq \mathbb{R}^nX⊆Rn is closed and convex, fff is convex and differentiable on XXX with gradient Lipschitz on XXX with constant Lf>0L_f > 0Lf​>0, and the optimal set X∗X^*X∗ is nonempty. For x∈Xx \in Xx∈X let x+=[x−1Lf∇f(x)]Xx^+ = [x - \tfrac{1}{L_f}\nabla f(x)]_Xx+=[x−Lf​1​∇f(x)]X​ be one step of the gradient method (GM) with constant step size 1/Lf1/L_f1/Lf​, and let xˉ=[x]X∗\bar x = [x]_{X^*}xˉ=[x]X∗​, xˉ+=[x+]X∗\bar x^+ = [x^+]_{X^*}xˉ+=[x+]X∗​. Then:

  1. (Growth ⇒ linear convergence.) If fff satisfies the quadratic functional growth (22) with some constant κf>0\kappa_f > 0κf​>0, then, with μf=κf/Lf\mu_f = \kappa_f / L_fμf​=κf​/Lf​,
∥x+−xˉ+∥2≤11+μf ∥x−xˉ∥2∀x∈X.\|x^+ - \bar x^+\|^2 \le \frac{1}{1 + \mu_f}\,\|x - \bar x\|^2 \qquad \forall x \in X .∥x+−xˉ+∥2≤1+μf​1​∥x−xˉ∥2∀x∈X.
  1. (Linear convergence ⇒ growth.) If for some β\betaβ with 0<β<10 < \beta < 10<β<1
∥x+−xˉ+∥≤β ∥x−xˉ∥∀x∈X,\|x^+ - \bar x^+\| \le \beta\,\|x - \bar x\| \qquad \forall x \in X ,∥x+−xˉ+∥≤β∥x−xˉ∥∀x∈X,

then fff satisfies (22) with constant Lf(1−β)2L_f(1-\beta)^2Lf​(1−β)2, i.e. fff belongs to FLf,Lf(1−β)2\mathcal F_{L_f, L_f(1-\beta)^2}FLf​,Lf​(1−β)2​.

In particular, the gradient method with constant step size contracts the distance to the optimal set by a uniform factor <1< 1<1 at every feasible point if and only if fff has quadratic functional growth: quadratic functional growth is exactly the condition, among those studied in the paper, under which (GM) converges linearly.

Formalization Note The page does not define "converging linearly"; its proof identifies it with the one-step contraction of Theorem 5 (part 2, obtained from Theorem 5) and obtains that contraction from (52) at αk=1/Lf\alpha_k = 1/L_fαk​=1/Lf​ (part 1, in the squared form of (52)). Part 1 gives the contraction of part 2 with β=(1+μf)−1/2∈(0,1)\beta = (1+\mu_f)^{-1/2} \in (0,1)β=(1+μf​)−1/2∈(0,1), so the two parts together give the equivalence of Theorem 13. A multi-step notion ("dist⁡(xk,X∗)≤Cqk\operatorname{dist}(x^k, X^*) \le C q^kdist(xk,X∗)≤Cqk along every run") is not used: the converse for it is not what the page proves. Nearest points are predicates; they exist and are unique on the nonempty closed convex sets XXX and X∗X^*X∗.

Preamble
import Mathlib
import Definitions.Def_NecoaraNG_GMIff_Setting
Formal statement
namespace NecoaraNG.GMIff

theorem theorem_13 (n : ℕ) (X : Set (NecoaraNG.Chain.E n)) (hXc : IsClosed X) (hXconv : Convex ℝ X)
    (f : NecoaraNG.Chain.E n → ℝ) (hf : ConvexOn ℝ X f)
    (hdiff : ∀ x ∈ X, DifferentiableAt ℝ f x)
    (Lf : ℝ) (hLf : 0 < Lf)
    (hL : ∀ x ∈ X, ∀ y ∈ X, ‖gradient f x - gradient f y‖ ≤ Lf * ‖x - y‖)
    (xstar : NecoaraNG.Chain.E n) (hxstar : xstar ∈ NecoaraNG.Chain.optSet X f) :
    (∀ κ : ℝ, 0 < κ → NecoaraNG.Chain.QuadFunGrowth X f κ →
      ∀ x ∈ X, ∀ xbar, NecoaraNG.Chain.IsNearest (NecoaraNG.Chain.optSet X f) x xbar → ∀ xp, NecoaraNG.ErrBound.IsPGStep X f Lf x xp →
        ∀ xpbar, NecoaraNG.Chain.IsNearest (NecoaraNG.Chain.optSet X f) xp xpbar →
          ‖xp - xpbar‖ ^ 2 ≤ 1 / (1 + κ / Lf) * ‖x - xbar‖ ^ 2)
    ∧
    (∀ β : ℝ, 0 < β → β < 1 →
      (∀ x ∈ X, ∀ xbar, NecoaraNG.Chain.IsNearest (NecoaraNG.Chain.optSet X f) x xbar → ∀ xp, NecoaraNG.ErrBound.IsPGStep X f Lf x xp →
        ∀ xpbar, NecoaraNG.Chain.IsNearest (NecoaraNG.Chain.optSet X f) xp xpbar → ‖xp - xpbar‖ ≤ β * ‖x - xbar‖) →
      NecoaraNG.Chain.QuadFunGrowth X f (Lf * (1 - β) ^ 2)) := by sorry

end NecoaraNG.GMIff
Source
Necoara, Nesterov & Glineur, Linear convergence of first order methods for non-strongly convex optimization, arXiv:1504.06298v4, p. 23, Theorem 13 (with Theorem 5, p. 9, and (52), p. 22)
Human review
  • Endorsed by Shuze Chen · Oct 10, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 10, 2026

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

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