Theorem 7, p. 11 — quadratic functional growth (22) with κ_f implies the global error bound (31) with κ_f/(1 + μ_f + √(1 + μ_f))
ProvedNecoaraNG.ErrBound.theorem_7Let be closed and convex, and let be convex on , differentiable at every point of , with gradient Lipschitz continuous on with constant , and assume problem (P) has an optimal solution, so that the optimal set is nonempty. Suppose has quadratic functional growth with constant : for all and ,
Let . Then satisfies the global error bound with constant : for all , with , and gradient mapping ,
Equivalently, (34).
Together with Theorem 6 (the converse direction, with constant ) this shows that, for convex functions with Lipschitz gradient on a closed convex set, quadratic functional growth and the error bound in terms of the gradient mapping are equivalent up to constants depending only on . Linear convergence of projected gradient methods can therefore be derived from either condition.
Formalization Note The constant is written , the same number as the paper's . The error bound uses the gradient mapping , not . The projections and are characterized as nearest points; the statement quantifies over every such point (they are unique). The paper's "simple" set (cheap projection) is not a mathematical hypothesis and is dropped; "closed convex function" is covered by being real-valued, convex and differentiable on . is a function on all of whose values off play no role.
import Mathlib import Definitions.Def_NecoaraNG_ErrBound_Setting open scoped InnerProductSpace
namespace NecoaraNG.ErrBound
theorem theorem_7 {n : ℕ} (X : Set (NecoaraNG.Chain.E n)) (hXc : IsClosed X) (hXconv : Convex ℝ X)
(f : NecoaraNG.Chain.E n → ℝ) (hf : ConvexOn ℝ X f) (hdiff : ∀ x ∈ X, DifferentiableAt ℝ f x)
(Lf : ℝ) (hLf : 0 < Lf)
(hL : ∀ x ∈ X, ∀ y ∈ X, ‖gradient f x - gradient f y‖ ≤ Lf * ‖x - y‖)
(xstar : NecoaraNG.Chain.E n) (hxstar : xstar ∈ NecoaraNG.Chain.optSet X f)
(κ : ℝ) (hκ : 0 < κ) (hF : NecoaraNG.Chain.QuadFunGrowth X f κ) :
ErrorBound X f Lf (κ / (1 + κ / Lf + Real.sqrt (1 + κ / Lf))) := by sorry
end NecoaraNG.ErrBound
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.