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Theorem 5.11, p. 24 (corrected) — for lsc g, the image function (Bg) is lsc at every point of B dom g iff (5.5) holds on dom g

Proved
NonconvexDRS.ImageLsc.theorem_5_11

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

admmepi-compositionimage-functionlower-semicontinuitynonconvex-optimizationp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1

Let g:Rn→R‾=R∪{+∞}g:\mathbb R^n\to\overline{\mathbb R}=\mathbb R\cup\{+\infty\}g:Rn→R=R∪{+∞} be lower semicontinuous, let B∈Rp×nB\in\mathbb R^{p\times n}B∈Rp×n, and let (Bg)(s)=inf⁡{g(z)∣Bz=s}(Bg)(s)=\inf\{g(z)\mid Bz=s\}(Bg)(s)=inf{g(z)∣Bz=s} be the image function of Definition 5.1. Then (Bg)(Bg)(Bg) is lower semicontinuous at every point of Bdom⁡g=dom⁡(Bg)B\operatorname{dom}g=\operatorname{dom}(Bg)Bdomg=dom(Bg) if and only if

lim inf⁡∥d∥→∞Bd→0g(zˉ+d)  ≥  inf⁡d∈ker⁡Bg(zˉ+d)∀zˉ∈dom⁡g.(5.5)\liminf_{\substack{\|d\|\to\infty\\ Bd\to0}} g(\bar z+d)\;\ge\;\inf_{d\in\ker B} g(\bar z+d)\qquad\forall\bar z\in\operatorname{dom}g.\tag{5.5}∥d∥→∞Bd→0​liminf​g(zˉ+d)≥d∈kerBinf​g(zˉ+d)∀zˉ∈domg.(5.5)

Verbatim (p. 24): "Theorem 5.11. For any lsc function g:Rn→R‾g:\mathbb R^n\to\overline{\mathbb R}g:Rn→R and B∈Rp×nB\in\mathbb R^{p\times n}B∈Rp×n, the image function (Bg)(Bg)(Bg) is lsc iff lim inf⁡∥d∥→∞, Bd→0g(zˉ+d)≥inf⁡d∈ker⁡Bg(zˉ+d)\liminf_{\|d\|\to\infty,\,Bd\to0}g(\bar z+d)\ge\inf_{d\in\ker B}g(\bar z+d)liminf∥d∥→∞,Bd→0​g(zˉ+d)≥infd∈kerB​g(zˉ+d) ∀zˉ∈dom⁡g\forall\bar z\in\operatorname{dom}g∀zˉ∈domg. (5.5) In particular, for any lsc and level bounded function g:Rn→R‾g:\mathbb R^n\to\overline{\mathbb R}g:Rn→R and B∈Rp×nB\in\mathbb R^{p\times n}B∈Rp×n, (Bg)(Bg)(Bg) is lsc."

The theorem characterizes when the image function inherits lower semicontinuity from ggg: failures can only come from the behaviour of ggg at infinity along directions that BBB nearly annihilates. In the paper it supplies sufficient conditions for Assumption IIa4, the lower semicontinuity of φ2=(Bg)\varphi_2=(Bg)φ2​=(Bg) in the DRS reformulation of ADMM.

Formalization Note The statement is corrected: lower semicontinuity of (Bg)(Bg)(Bg) is asserted at the points of Bdom⁡gB\operatorname{dom}gBdomg, not everywhere. As printed, the "if" direction is false: for n=2n=2n=2, p=1p=1p=1, B=[1 0]B=[1\ 0]B=[1 0] and ggg the indicator of the closed set {(x,y):x>0, xy≥1}\{(x,y):x>0,\ xy\ge1\}{(x,y):x>0, xy≥1}, condition (5.5) holds at every zˉ∈dom⁡g\bar z\in\operatorname{dom}gzˉ∈domg (its right side is 000 and g≥0g\ge0g≥0), but (Bg)(s)=0(Bg)(s)=0(Bg)(s)=0 for s>0s>0s>0 and +∞+\infty+∞ for s≤0s\le0s≤0, so (Bg)(Bg)(Bg) is not lsc at 000. The proof's "given sˉ∈dom⁡(Bg)\bar s\in\operatorname{dom}(Bg)sˉ∈dom(Bg)" covers exactly Bdom⁡gB\operatorname{dom}gBdomg, and both directions of the proof establish the corrected equivalence. The "In particular" sentence is true as printed and is a separate item. Properness of ggg is not assumed (if dom⁡g=∅\operatorname{dom}g=\emptysetdomg=∅ both sides hold trivially). R‾\overline{\mathbb R}R is EReal with ggg never −∞-\infty−∞; (Bg)(Bg)(Bg) is an EReal infimum. The liminf is along the filter of ddd with ∥d∥→∞\|d\|\to\infty∥d∥→∞ and Bd→0Bd\to0Bd→0; when that filter is trivial (e.g. BBB injective) the liminf is +∞+\infty+∞, the paper's reading of an empty liminf.

Preamble
import Mathlib
import Definitions.Def_NonconvexDRS_ImageLsc_Setting
Formal statement
namespace NonconvexDRS.ImageLsc

theorem theorem_5_11 {n p : ℕ} (g : EuclideanSpace ℝ (Fin n) → EReal)
    (hbot : ∀ z, g z ≠ ⊥) (hlsc : LowerSemicontinuous g)
    (B : EuclideanSpace ℝ (Fin n) →L[ℝ] EuclideanSpace ℝ (Fin p)) :
    (∀ sbar ∈ B '' dom g, LowerSemicontinuousAt (NonconvexDRS.ADMM.imageFn B g) sbar) ↔
      ∀ zbar ∈ dom g, Cond55 g B zbar := by sorry

end NonconvexDRS.ImageLsc
Source
Themelis & Patrinos, Douglas-Rachford splitting and ADMM for nonconvex optimization: tight convergence results, arXiv:1709.05747v4, p. 24, Theorem 5.11 and (5.5), corrected (lsc on B dom g)
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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