Theorem 11, p. 19 — (GM) with α_k = 1/L_f on qS_{L_f,κ_f}: ‖x^k − x̄^k‖² ≤ ((1 − μ_f)/(1 + μ_f))^k ‖x⁰ − x̄⁰‖²
ProvedNecoaraNG.GMQuasi.theorem_11Let be a nonempty closed convex set and let be a convex function on , differentiable at every point of , whose gradient is Lipschitz continuous on with constant :
Let be nonempty, with optimal value , and let be quasi-strongly convex with constant : for every and (the Euclidean projection of onto ),
That is, belongs to the class .
Let be generated by the projected gradient method (GM) with constant step size : and . Write and . Then for every
The distance of the iterates to the optimal set thus decreases linearly, without strong convexity and without uniqueness of the minimiser; this is the paper's linear convergence result for (GM) on the class .
Formalization Note The standing assumptions of problem (P) are binders: closed and convex, convex on (ConvexOn), differentiable at each point of in the ambient space, the Lipschitz bound (1) with , and a named minimiser xstar (so ; for any ). "Simple" (cheap projection) is not a mathematical hypothesis and is dropped; "closed convex function" adds nothing for a real-valued differentiable . Projections are encoded by the nearest-point predicate IsNearest S u p ( and for all ), and statements hold for every nearest point; the nearest point onto a nonempty closed convex set is unique, so this is the projection. No hypothesis is added: the paper derives in (12) whenever . The theorem's phrase "converges linearly to some optimal point" is rendered by the rate (45), which is what the page proves; convergence of to a limit is not stated. If , inequalities (2) and (10) force , so both sides vanish; no hypothesis is needed.
import Mathlib import Definitions.Def_NecoaraNG_GMIff_Setting open scoped InnerProductSpace
namespace NecoaraNG.GMQuasi
/-- Theorem 11, p. 19: the projected gradient method (GM) with constant step size
`α_k = 1/L_f` on a function of the class `qS_{L_f,κ}` satisfies
`‖x^k - x̄^k‖² ≤ ((1 - μ)/(1 + μ))^k ‖x⁰ - x̄⁰‖²` with `μ = κ/L_f` (45). -/
theorem theorem_11 {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) (hκ : 0 < κ) (hqs : NecoaraNG.Chain.QuasiStrong X f κ)
(x : ℕ → NecoaraNG.Chain.E n) (hrun : NecoaraNG.GMIff.IsGMRun X f (fun _ => 1 / Lf) x) :
∀ k : ℕ, ∀ xkbar x0bar, NecoaraNG.Chain.IsNearest (NecoaraNG.Chain.optSet X f) (x k) xkbar →
NecoaraNG.Chain.IsNearest (NecoaraNG.Chain.optSet X f) (x 0) x0bar →
‖x k - xkbar‖ ^ 2 ≤ ((1 - κ / Lf) / (1 + κ / Lf)) ^ k * ‖x 0 - x0bar‖ ^ 2 := by sorry
end NecoaraNG.GMQuasi
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.