Proof of Theorem 1.1 — gives at cost
ProvedPolyhedralSOC.UpperBound.choice_of_nup2o-batch-p200ap2o-gran-per-chapterp2o-plan-paperp2o-v1polyhedral-approximationsecond-order-cone
There are absolute constants and such that the following holds for every and every . Set
Then
- every is a positive integer;
With , item 3 is the estimate that turns the size bounds and of the approximation (10) into , as claimed in Theorem 1.1.
Formalization Note The paper writes "with properly chosen absolute constant "; here that constant is the existential , chosen before and , and likewise. Item 1 is explicit because the construction (8) needs positive integers. The paper's conclusion is stated for and ; since those depend on how (10) is encoded as a linear map, this statement records the arithmetic estimate on that the paper's size bounds reduce to.
Preamble
import Mathlib
Formal statement
namespace PolyhedralSOC.UpperBound
/-- Ben-Tal & Nemirovski, *On Polyhedral Approximations of the Second-Order Cone*,
Math. Oper. Res. 26(2):193–205 (2001), proof of Theorem 1.1, p. 201 (PDF p. 9): with a
properly chosen absolute constant `c`, setting `ν_ℓ = ⌊c ℓ ln(2/ε)⌋` (`ℓ = 1, …, θ`) for
`ε ∈ (0, 1]` gives positive integers `ν_ℓ` with
`β(ν_1, …, ν_θ) = ∏_{ℓ=1}^θ 1/cos(π/2^{ν_ℓ+1}) − 1 ≤ ε` and
`∑_{ℓ=1}^θ 2^{θ−ℓ} ν_ℓ ≤ C · 2^θ · ln(2/ε)` for an absolute constant `C`; the latter is the
quantity that bounds `p(k, ν_1, …, ν_θ)` and `q(k, ν_1, …, ν_θ)` (properties 1–2, pp. 200–201). -/
theorem choice_of_nu :
∃ c : ℝ, 0 < c ∧ ∃ C : ℝ, 0 < C ∧
∀ θ : ℕ, 1 ≤ θ → ∀ ε : ℝ, 0 < ε → ε ≤ 1 →
(∀ ℓ : ℕ, 1 ≤ ℓ → ℓ ≤ θ → 1 ≤ ⌊c * ℓ * Real.log (2 / ε)⌋₊) ∧
(∏ ℓ ∈ Finset.Icc 1 θ,
1 / Real.cos (Real.pi / 2 ^ (⌊c * ℓ * Real.log (2 / ε)⌋₊ + 1))) - 1 ≤ ε ∧
((∑ ℓ ∈ Finset.Icc 1 θ, 2 ^ (θ - ℓ) * ⌊c * ℓ * Real.log (2 / ε)⌋₊ : ℕ) : ℝ)
≤ C * 2 ^ θ * Real.log (2 / ε) := by sorry
end PolyhedralSOC.UpperBound
Source
Ben-Tal & Nemirovski, On Polyhedral Approximations of the Second-Order Cone, Math. Oper. Res. 26(2):193–205 (2001), proof of Theorem 1.1, p. 201, choice of ν_ℓ
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.