Lemma 2.1 — obtuse-angle property and firm nonexpansiveness of the projection
ProvedSolodovSvaiterVI.Alg21.lemma2_1_projection_propertiesconvex-analysisp2o-batch-p200bp2o-gran-per-chapterp2o-plan-paperp2o-v1projection-methods
Let be a nonempty closed convex subset of and let denote the Euclidean projection onto . Then for all and every :
Property 1 characterizes the projection as the point of at which sees every other point of at an obtuse angle; property 2 is the firm nonexpansiveness of . Both are used repeatedly in the convergence analysis of Algorithm 2.1.
Formalization Note is projOnto B; under the hypotheses it is the true projection.
Preamble
import Mathlib import Definitions.Def_SolodovSvaiterVI_Alg21_projOnto open scoped InnerProductSpace
Formal statement
namespace SolodovSvaiterVI.Alg21
/-- Lemma 2.1 of Solodov–Svaiter (p. 768): for a nonempty closed convex `B ⊆ ℝⁿ`, any
`x, y ∈ ℝⁿ` and any `z ∈ B`,
1. `⟨x − P_B[x], z − P_B[x]⟩ ≤ 0`;
2. `‖P_B[x] − P_B[y]‖² ≤ ‖x − y‖² − ‖P_B[x] − x + y − P_B[y]‖²`. -/
theorem lemma2_1_projection_properties {n : ℕ} (B : Set (EuclideanSpace ℝ (Fin n)))
(hBne : B.Nonempty) (hBc : IsClosed B) (hBcv : Convex ℝ B)
(x y z : EuclideanSpace ℝ (Fin n)) (hz : z ∈ B) :
⟪x - projOnto B x, z - projOnto B x⟫_ℝ ≤ 0 ∧
‖projOnto B x - projOnto B y‖ ^ 2 ≤
‖x - y‖ ^ 2 - ‖projOnto B x - x + y - projOnto B y‖ ^ 2 := by sorry
end SolodovSvaiterVI.Alg21
Source
Solodov & Svaiter, A New Projection Method for Variational Inequality Problems, SIAM J. Control Optim. 37 (1999), p. 768, Lemma 2.1
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.