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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))

Proved
NecoaraNG.ErrBound.theorem_7

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

convex-optimizationerror-boundgradient-mappingp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1quadratic-growth

Let X⊆RnX\subseteq\mathbb R^nX⊆Rn be closed and convex, and let fff be convex on XXX, differentiable at every point of XXX, with gradient Lipschitz continuous on XXX with constant Lf>0L_f>0Lf​>0, and assume problem (P) min⁡x∈Xf(x)\min_{x\in X}f(x)minx∈X​f(x) has an optimal solution, so that the optimal set X∗X^*X∗ is nonempty. Suppose fff has quadratic functional growth with constant κf>0\kappa_f>0κf​>0: for all x∈Xx\in Xx∈X and xˉ=[x]X∗\bar x=[x]_{X^*}xˉ=[x]X∗​,

f(x)−f∗ ≥ κf2∥x−xˉ∥2.(22)f(x)-f^*\ \ge\ \frac{\kappa_f}{2}\|x-\bar x\|^2. \tag{22}f(x)−f∗ ≥ 2κf​​∥x−xˉ∥2.(22)

Let μf=κf/Lf\mu_f=\kappa_f/L_fμf​=κf​/Lf​. Then fff satisfies the global error bound with constant 11+μf+1+μf⋅κf\frac{1}{1+\mu_f+\sqrt{1+\mu_f}}\cdot\kappa_f1+μf​+1+μf​​1​⋅κf​: for all x∈Xx\in Xx∈X, with xˉ=[x]X∗\bar x=[x]_{X^*}xˉ=[x]X∗​, x+=[x−1Lf∇f(x)]Xx^+=[x-\tfrac1{L_f}\nabla f(x)]_Xx+=[x−Lf​1​∇f(x)]X​ and gradient mapping g(x)=Lf(x−x+)g(x)=L_f(x-x^+)g(x)=Lf​(x−x+),

∥g(x)∥ ≥ 11+μf+1+μf⋅κf ∥x−xˉ∥.(31)\|g(x)\|\ \ge\ \frac{1}{1+\mu_f+\sqrt{1+\mu_f}}\cdot\kappa_f\ \|x-\bar x\|. \tag{31}∥g(x)∥ ≥ 1+μf​+1+μf​​1​⋅κf​ ∥x−xˉ∥.(31)

Equivalently, FLf,κf(X)⊆ELf,11+μf+1+μfκf(X)\mathcal F_{L_f,\kappa_f}(X)\subseteq\mathcal E_{L_f,\frac{1}{1+\mu_f+\sqrt{1+\mu_f}}\kappa_f}(X)FLf​,κf​​(X)⊆ELf​,1+μf​+1+μf​​1​κf​​(X) (34).

Together with Theorem 6 (the converse direction, with constant μfκf\mu_f\kappa_fμf​κf​) 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 μf\mu_fμf​. Linear convergence of projected gradient methods can therefore be derived from either condition.

Formalization Note The constant is written κ/(1+κ/Lf+1+κ/Lf)\kappa/(1+\kappa/L_f+\sqrt{1+\kappa/L_f})κ/(1+κ/Lf​+1+κ/Lf​​), the same number as the paper's 11+μf+1+μf⋅κf\frac{1}{1+\mu_f+\sqrt{1+\mu_f}}\cdot\kappa_f1+μf​+1+μf​​1​⋅κf​. The error bound uses the gradient mapping g(x)=Lf(x−x+)g(x)=L_f(x-x^+)g(x)=Lf​(x−x+), not ∇f(x)\nabla f(x)∇f(x). The projections xˉ\bar xxˉ and x+x^+x+ 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 fff being real-valued, convex and differentiable on XXX. fff is a function on all of Rn\mathbb R^nRn whose values off XXX play no role.

Preamble
import Mathlib
import Definitions.Def_NecoaraNG_ErrBound_Setting

open scoped InnerProductSpace
Formal statement
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
Source
Necoara, Nesterov & Glineur, Linear convergence of first order methods for non-strongly convex optimization, arXiv:1504.06298v4, p. 11, Theorem 7, (34)
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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