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Theorem 4.7 (corrected to γ > 1/L), p. 16 — for every L > 0 and σ ∈ [−L, L] there are φ₁, φ₂ on which no DRS run with γ > 1/L has vanishing residual

Proved
NonconvexDRS.Tight.theorem_4_7

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

counterexampledouglas-rachfordnonconvex-optimizationp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1stepsizetightness

Theorem 4.7 (Necessity of γ<1/Lφ1\gamma<1/L_{\varphi_1}γ<1/Lφ1​​). Let p≥1p\ge1p≥1, L>0L>0L>0 and σ∈[−L,L]\sigma\in[-L,L]σ∈[−L,L]. There exist φ1:Rp→R\varphi_1:\mathbb R^p\to\mathbb Rφ1​:Rp→R and φ2:Rp→R‾\varphi_2:\mathbb R^p\to\overline{\mathbb R}φ2​:Rp→R such that

  1. φ1\varphi_1φ1​ is LLL-smooth and σ\sigmaσ-hypoconvex;
  2. φ2\varphi_2φ2​ is proper and lower semicontinuous;
  3. arg min⁡(φ1+φ2)≠∅\operatorname{arg\,min}(\varphi_1+\varphi_2)\neq\emptysetargmin(φ1​+φ2​)=∅;
  4. for every γ>1/L\gamma>1/Lγ>1/L, every λ>0\lambda>0λ>0 and every DRS run (sk,uk,vk)k∈N(s^k,u^k,v^k)_{k\in\mathbb N}(sk,uk,vk)k∈N​ with stepsize γ\gammaγ and relaxation λ\lambdaλ (from any starting point s0s^0s0 and with any selection from the proximal sets),
∥sk−sk+1∥↛0as k→∞.\|s^k-s^{k+1}\|\not\to0\qquad\text{as }k\to\infty.∥sk−sk+1∥→0as k→∞.

Together with the paper's convergence theorem for γ<1/L\gamma<1/Lγ<1/L, this shows that the stepsize bound γ<1/Lφ1\gamma<1/L_{\varphi_1}γ<1/Lφ1​​ cannot be enlarged under Assumption I without further structure on φ2\varphi_2φ2​.

Formalization Note The page states p4 for γ≥1/L\gamma\ge1/Lγ≥1/L. That is false at γ=1/L\gamma=1/Lγ=1/L for every pair satisfying p1–p3: if x⋆x^\starx⋆ minimizes φ1+φ2\varphi_1+\varphi_2φ1​+φ2​ and s⋆=x⋆+γ∇φ1(x⋆)s^\star=x^\star+\gamma\nabla\varphi_1(x^\star)s⋆=x⋆+γ∇φ1​(x⋆), then the constant run sk=s⋆s^k=s^\starsk=s⋆, uk=vk=x⋆u^k=v^k=x^\staruk=vk=x⋆ is a DRS run with zero residual. In the paper's own example (L=1L=1L=1, σ=0\sigma=0σ=0, t=2t=2t=2, γ=1\gamma=1γ=1) this is sk=2s^k=2sk=2, uk=vk=1u^k=v^k=1uk=vk=1. The theorem is therefore stated for γ>1/L\gamma>1/Lγ>1/L, written 1<γL1<\gamma L1<γL. The dimension p≥1p\ge1p≥1 is added: for p=0p=0p=0 every run is constant. The paper's construction is one-dimensional; for p≥1p\ge1p≥1 it extends by adding L2∥(x2,…,xp)∥2\tfrac L2\|(x_2,\dots,x_p)\|^22L​∥(x2​,…,xp​)∥2 to φ1\varphi_1φ1​ and taking φ2=δ{±e1}\varphi_2=\delta_{\{\pm e_1\}}φ2​=δ{±e1​}​. When γ≥1/[σ]−\gamma\ge1/[\sigma]_-γ≥1/[σ]−​ the proximal sets of φ1\varphi_1φ1​ may be empty, and then no run exists; the claim then holds because there is nothing to check, as on the page. A run is any selection, so the claim covers every choice at points where a proximal set has two elements.

Preamble
import Mathlib
import Definitions.Def_NonconvexDRS_Tight_Setting
open Filter Topology
Formal statement
namespace NonconvexDRS.Tight

theorem theorem_4_7 (p : ℕ) (hp : 1 ≤ p) (L σ : ℝ) (hL : 0 < L) (hσ : -L ≤ σ ∧ σ ≤ L) :
    ∃ (φ₁ : EuclideanSpace ℝ (Fin p) → ℝ) (φ₂ : EuclideanSpace ℝ (Fin p) → EReal),
      (IsLSmooth φ₁ L ∧ IsHypoconvex φ₁ σ) ∧
      (IsProper φ₂ ∧ LowerSemicontinuous φ₂) ∧
      (∃ xs, ∀ x, (φ₁ xs : EReal) + φ₂ xs ≤ (φ₁ x : EReal) + φ₂ x) ∧
      ∀ (γ lam : ℝ), 1 < γ * L → 0 < lam →
        ∀ s u v : ℕ → EuclideanSpace ℝ (Fin p), IsDRSRun φ₁ φ₂ γ lam s u v →
          ¬ Tendsto (fun k => ‖s k - s (k + 1)‖) atTop (𝓝 0) := by sorry

end NonconvexDRS.Tight
Source
Themelis & Patrinos, Douglas-Rachford splitting and ADMM for nonconvex optimization: tight convergence results, arXiv:1709.05747v4, p. 16, Theorem 4.7 (p4 corrected from γ ≥ 1/L to γ > 1/L)
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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