Lemma 2.2 — quasi-Fejér sequences whose sequential weak cluster points lie in converge weakly to a point of
ProvedMonoSkew.Main.lemma_2_2fejer-monotonicitymonotone-operatorsp2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1weak-convergence
Let be a real Hilbert space, let be a nonempty subset of , and let be a sequence in . Suppose that, for every , there exists a summable sequence in such that
and that every sequential weak cluster point of lies in . Then converges weakly to a point of .
This is the quasi-Fejér version of Opial's lemma. It is the device that turns the energy estimates of the forward–backward–forward method into weak convergence of its iterates.
Formalization Note The sequence may depend on . A sequential weak cluster point is the weak limit of a subsequence with strictly increasing; weak convergence means for every . Completeness of is an explicit hypothesis (the paper's "Hilbert space").
Preamble
import Mathlib import Definitions.Def_ThreeOpSplitting_Convergence_MonotoneOperators import Definitions.Def_ThreeOpSplitting_Convergence_WeakConvergence import Definitions.Def_DouglasRachfordPPA_GenDR_Operators import Definitions.Def_MonoSkew_Main_Basic open InnerProductSpace Filter Topology open ThreeOpSplitting.Convergence DouglasRachfordPPA.GenDR
Formal statement
namespace MonoSkew.Main
/-- Lemma 2.2 (p. 4): let `C` be a nonempty subset of a real Hilbert space `E` and `(x_n)` a
sequence in `E`. If for every `c ∈ C` there is a summable sequence `ε_n ≥ 0` with
`‖x_{n+1} − c‖² ≤ ‖x_n − c‖² + ε_n` for all `n`, and every sequential weak cluster point of
`(x_n)` lies in `C`, then `(x_n)` converges weakly to a point of `C`. -/
theorem lemma_2_2 {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [CompleteSpace E]
(C : Set E) (hC : C.Nonempty) (x : ℕ → E)
(hfej : ∀ c ∈ C, ∃ ε : ℕ → ℝ, (∀ n, 0 ≤ ε n) ∧ Summable ε ∧
∀ n, ‖x (n + 1) - c‖ ^ 2 ≤ ‖x n - c‖ ^ 2 + ε n)
(hclus : ∀ w, IsSeqWeakClusterPt x w → w ∈ C) :
∃ c ∈ C, WeakTendsto x c := by sorry
end MonoSkew.Main
Source
Briceño-Arias and Combettes, A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality, arXiv:1011.5517v1, p. 4, Lemma 2.2, (2.1)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.