Proof of Lemma B.1, p. 21 — for the step sizes (4.2), α = 1 + β
ProvedAccelVI.MVC.alpha_eq_one_add_betamomentump2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1step-size
Let and let be the constant step sizes (4.2) of Momentum Value Computation,
Then
This identity makes the coefficient of vanish in the expanded M-VC recursion, which is what turns the iteration into the linear recursion of Lemma B.1.
Preamble
import Mathlib import Definitions.Def_mm_basic import Definitions.Def_AccelVI_MVC_Setting
Formal statement
namespace AccelVI.MVC
/-- Proof of Lemma B.1, p. 21: for α, β tuned as in (4.2), α = 1 + β. -/
theorem alpha_eq_one_add_beta (lam : ℝ) (h0 : 0 < lam) (h1 : lam < 1) :
alphaMVC lam = 1 + betaMVC lam := by sorry
end AccelVI.MVC
Source
Goyal & Grand-Clément, A First-Order Approach to Accelerated Value Iteration, arXiv:1905.09963v7, p. 21, proof of Lemma B.1, first paragraph
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.