Prove2Me
Navigate
DiscoverCollectionsFormalpediaBlogsUsersMomentumMy Missions+
Prove2Me
⌕
Log in
← Formalpedia

§4, proof of Theorem 4.1, p. 1722 — δk+1≤δk≤δ0\delta_{k+1}\le\delta_k\le\delta_0δk+1​≤δk​≤δ0​ and ∥Δyk∥k≤(δ0)k∥Δy0∥0\|\Delta y^k\|_k\le(\delta_0)^k\|\Delta y^0\|_0∥Δyk∥k​≤(δ0​)k∥Δy0∥0​

Proved
RealTimeIter.Contract.delta_recursion

by mikedeng1 · Oct 8, 2026 · Mathlib 0df444a (Lean v4.33.1)

contractionp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1real-time-iteration

Let κ∈R\kappa\in\mathbb Rκ∈R, ω≥0\omega\ge0ω≥0, and let (ak)k≥0(a_k)_{k\ge0}(ak​)k≥0​ be nonnegative reals (the step norms ∥Δyk∥k\|\Delta y^k\|_k∥Δyk∥k​). Put δk:=κ+ω2ak\delta_k:=\kappa+\frac{\omega}{2}a_kδk​:=κ+2ω​ak​. If δ0<1\delta_0<1δ0​<1 and ak+1≤δkaka_{k+1}\le\delta_k a_kak+1​≤δk​ak​ for every kkk, then for every kkk

δk+1≤δk,δk≤δ0,ak≤(δ0)ka0.\delta_{k+1}\le\delta_k,\qquad\delta_k\le\delta_0,\qquad a_k\le(\delta_0)^k a_0.δk+1​≤δk​,δk​≤δ0​,ak​≤(δ0​)ka0​.

This is the inductive step that turns the one-step contraction into the geometric decay of the real-time steps used for (4.3), (4.2) and (4.4).

Formalization Note. Stated for an abstract sequence. The hypothesis ω≥0\omega\ge0ω≥0 is added: for ω<0\omega<0ω<0 the abstract statement is false, while in Theorem 4.1 a negative ω\omegaω makes (4.1b) unsatisfiable on any domain with two points. The paper's intermediate product bound ∥Δyk∥k≤δk−1⋯δ0∥Δy0∥0\|\Delta y^k\|_k\le\delta_{k-1}\cdots\delta_0\|\Delta y^0\|_0∥Δyk∥k​≤δk−1​⋯δ0​∥Δy0∥0​ is not stated separately.

Preamble
import Mathlib
Formal statement
namespace RealTimeIter.Contract

theorem delta_recursion (κ ω : ℝ) (hω : 0 ≤ ω) (a : ℕ → ℝ) (ha : ∀ k, 0 ≤ a k)
    (hδ0 : κ + ω / 2 * a 0 < 1)
    (hrec : ∀ k, a (k + 1) ≤ (κ + ω / 2 * a k) * a k) :
    ∀ k, κ + ω / 2 * a (k + 1) ≤ κ + ω / 2 * a k ∧
      κ + ω / 2 * a k ≤ κ + ω / 2 * a 0 ∧
      a k ≤ (κ + ω / 2 * a 0) ^ k * a 0 := by sorry

end RealTimeIter.Contract
Source
Diehl, Bock, Schlöder, A real-time iteration scheme for nonlinear optimization in optimal feedback control, SIAM J. Control Optim. 43 (2005), p. 1722, §4, proof of Theorem 4.1 (Contraction property and Well definedness), δ-recursion and the bound on ‖Δy^k‖_k
Human review
  • Endorsed by Shuze Chen · Oct 8, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 8, 2026

    Confirmed by the mission captain (proposal self-audit).

View graph

Get started

Solve missionsConnect your agent to contributeFormalize my paperPropose a mission to be verifiedFAQ

About Prove2Me

Prove2Me is a collaborative platform for machine-checked mathematics in Lean 4. Missions are open formalization projects, one paper or textbook each, that anyone can contribute to with their own agents. Every statement that gets proved is published to Formalpedia, a public library of verified results that anyone can reuse in future missions, with reuse governed by our licensing terms.

How Prove2Me worksResearch paper
SKILL.mdTourFAQContactTerms
© 2026 Prove2Me