Proposition 4: is bounded above for (under Hypothesis H)
ProvedInertialFB.IFB.proposition4_G_bdd_aboveconvex-optimizationforward-backwardinertial-methodsp2o-batch-p200bp2o-gran-per-chapterp2o-plan-paperp2o-v1
Let be a real Hilbert space, let Hypothesis H hold, and let be generated by (IFB). For each (that is, ), the sequence
is bounded from above: there is with for all .
Together with Proposition 2, this bound gives the lower estimate (28) on used for the minimization and boundedness results.
Formalization Note The paper states Proposition 4 under and only. Its proof ends by invoking Proposition 2, which needs all of Hypothesis H, and without the printed statement fails (e.g. , , , , , , , , , where grows geometrically). This item is therefore stated under the full Hypothesis H, which is a deviation from the printed hypotheses.
Preamble
import Mathlib import Definitions.Def_InertialFB_IFB_ConvexAnalysis import Definitions.Def_InertialFB_IFB_Algorithm import Definitions.Def_InertialFB_IFB_Lyapunov open Filter Topology
Formal statement
namespace InertialFB.IFB
variable {H : Type*} [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
/-- **Proposition 4** (Attouch–Peypouquet–Redont, p. 8), stated under the full Hypothesis H
(the printed hypotheses are `H_Φ` and `H_Ψ` only, but the proof uses Proposition 2, which
needs all of H, and the printed version admits counterexamples): for each `q ∈ dom Φ`, the
sequence `(G_k(q))_{k ≥ 2}` is bounded from above. -/
theorem proposition4_G_bdd_above (Φ : H → EReal) (Ψ : H → ℝ) (L a b lam : ℝ)
(hH : HypothesisH Φ Ψ L a b lam) (u y : ℕ → H) (hIFB : IsIFBSeq Φ Ψ a b lam u y) :
∀ q : H, Φ q ≠ ⊤ → ∃ M : ℝ, ∀ k : ℕ, 2 ≤ k → auxG a b lam u y k q ≤ M := by sorry
end InertialFB.IFB
Source
Attouch, Peypouquet & Redont, A Dynamical Approach to an Inertial Forward-Backward Algorithm for Convex Minimization, authors' manuscript (Aug 2013) of SIAM J. Optim. (2014), DOI 10.1137/130910294, p. 8, Proposition 4 (stated under the full Hypothesis H; see Formalization Note)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.