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Theorem 8, p. 14 — g(Ax) with g strongly convex and smooth is in qS(X) with L_f = L_g‖A‖², κ_f = σ_g/θ²(A, C)

Proved
NecoaraNG.Compose.theorem_8

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

compositionhoffman-boundp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1polyhedronquasi-strong-convexity

Let X={x∈Rn:Cx≤d}X=\{x\in\mathbb R^n: Cx\le d\}X={x∈Rn:Cx≤d} be a polyhedral set, g:Rm→Rg:\mathbb R^m\to\mathbb Rg:Rm→R differentiable and σg\sigma_gσg​-strongly convex (σg>0\sigma_g>0σg​>0) with LgL_gLg​-Lipschitz continuous gradient, and A∈Rm×nA\in\mathbb R^{m\times n}A∈Rm×n a nonzero matrix. Assume problem (38), min⁡x∈Xg(Ax)\min_{x\in X} g(Ax)minx∈X​g(Ax), has an optimal point x∗x^*x∗, and let θ(A,C)>0\theta(A,C)>0θ(A,C)>0 be a Hoffman constant for the polyhedral optimal set {x:Ax=Ax∗, Cx≤d}\{x: Ax=Ax^*,\ Cx\le d\}{x:Ax=Ax∗, Cx≤d}. Then f(x)=g(Ax)f(x)=g(Ax)f(x)=g(Ax) belongs to the class qSLf,κf(X)q\mathcal S_{L_f,\kappa_f}(X)qSLf​,κf​​(X) with

Lf=Lg∥A∥2,κf=σgθ2(A,C);L_f=L_g\|A\|^2,\qquad\kappa_f=\frac{\sigma_g}{\theta^2(A,C)};Lf​=Lg​∥A∥2,κf​=θ2(A,C)σg​​;

that is, fff is convex on XXX, ∥∇f(x)−∇f(y)∥≤Lf∥x−y∥\|\nabla f(x)-\nabla f(y)\|\le L_f\|x-y\|∥∇f(x)−∇f(y)∥≤Lf​∥x−y∥ for x,y∈Xx,y\in Xx,y∈X, and for every x∈Xx\in Xx∈X and xˉ=[x]X∗\bar x=[x]_{X^*}xˉ=[x]X∗​

f∗≥f(x)+⟨∇f(x),xˉ−x⟩+κf2∥x−xˉ∥2.f^*\ge f(x)+\langle\nabla f(x),\bar x-x\rangle+\frac{\kappa_f}2\|x-\bar x\|^2.f∗≥f(x)+⟨∇f(x),xˉ−x⟩+2κf​​∥x−xˉ∥2.

The theorem shows that strong convexity of ggg survives composition with a rank-deficient linear map and restriction to a polyhedron in the weaker quasi-strong form, with a constant governed by Hoffman's constant. It is the main example of a non-strongly convex class on which the paper's first order methods converge linearly.

Formalization Note ∥A∥\|A\|∥A∥ is the operator (spectral) norm. Strong convexity is Mathlib's StrongConvexOn on all of Rm\mathbb R^mRm, which is (5). The page's "LgL_gLg​-Lipschitz continuous gradient on XXX" is read on Rm\mathbb R^mRm, the domain of ggg. The Hoffman constant is a hypothesis (its existence is Hoffman's theorem, cited by the page); it is stated for the polyhedron written with Ax∗Ax^*Ax∗, which the proof identifies with X∗X^*X∗. The page's "simple" set and "closed" function add no mathematical hypothesis here.

Preamble
import Mathlib
import Definitions.Def_NecoaraNG_Compose_Setting

open scoped InnerProductSpace
Formal statement
namespace NecoaraNG.Compose

theorem theorem_8 {n m p : ℕ} (A : NecoaraNG.Chain.E n →L[ℝ] NecoaraNG.Chain.E m) (hA : A ≠ 0) (C : NecoaraNG.Chain.E n →L[ℝ] NecoaraNG.Chain.E p)
    (d : NecoaraNG.Chain.E p) (g : NecoaraNG.Chain.E m → ℝ) (hgdiff : ∀ u, DifferentiableAt ℝ g u) (σg Lg : ℝ) (hσg : 0 < σg)
    (hg : StrongConvexOn Set.univ σg g)
    (hLg : ∀ u v, ‖gradient g u - gradient g v‖ ≤ Lg * ‖u - v‖)
    (xstar : NecoaraNG.Chain.E n) (hxstar : xstar ∈ NecoaraNG.Chain.optSet (polyhedron C d) (fun x => g (A x)))
    (θ : ℝ) (hθ : 0 < θ) (hHoff : IsHoffmanConst A C (A xstar) d θ) :
    ConvexOn ℝ (polyhedron C d) (fun x => g (A x)) ∧
      LipGradOn (polyhedron C d) (fun x => g (A x)) (Lg * ‖A‖ ^ 2) ∧
      NecoaraNG.Chain.QuasiStrong (polyhedron C d) (fun x => g (A x)) (σg / θ ^ 2) := by sorry

end NecoaraNG.Compose
Source
Necoara, Nesterov & Glineur, Linear convergence of first order methods for non-strongly convex optimization, arXiv:1504.06298v4, p. 14, Theorem 8
Human review
  • Endorsed by Shuze Chen · Oct 9, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 9, 2026

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

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