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)
ProvedNecoaraNG.Compose.theorem_8Let be a polyhedral set, differentiable and -strongly convex () with -Lipschitz continuous gradient, and a nonzero matrix. Assume problem (38), , has an optimal point , and let be a Hoffman constant for the polyhedral optimal set . Then belongs to the class with
that is, is convex on , for , and for every and
The theorem shows that strong convexity of 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 is the operator (spectral) norm. Strong convexity is Mathlib's StrongConvexOn on all of , which is (5). The page's "-Lipschitz continuous gradient on " is read on , the domain of . The Hoffman constant is a hypothesis (its existence is Hoffman's theorem, cited by the page); it is stated for the polyhedron written with , which the proof identifies with . The page's "simple" set and "closed" function add no mathematical hypothesis here.
import Mathlib import Definitions.Def_NecoaraNG_Compose_Setting open scoped InnerProductSpace
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
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.