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Rule (3.7) gives 1/γk+12=(1+2γk(μB−γkLC2/2))/γk21/\gamma_{k+1}^2 = (1+2\gamma_k(\mu_B-\gamma_kL_C^2/2))/\gamma_k^21/γk+12​=(1+2γk​(μB​−γk​LC2​/2))/γk2​

Proved
ThreeOpSplitting.Accel.stepsize_identity_part2

by mikedeng1 · Sep 27, 2026 · Mathlib 0df444a (Lean v4.33.1)

accelerationp2o-batch-p100bp2o-gran-per-chapterp2o-plan-paperp2o-v1stepsize

Let μB>0\mu_B > 0μB​>0, LC>0L_C > 0LC​>0 and γ0∈(0,2μB/LC2)\gamma_0 \in (0, 2\mu_B/L_C^2)γ0​∈(0,2μB​/LC2​), and let (γk)k≥0(\gamma_k)_{k \ge 0}(γk​)k≥0​ be generated by the stepsize rule (3.7). Then for every k≥0k \ge 0k≥0

1γk+12=1+2γk(μB−γkLC2/2)γk2.\frac{1}{\gamma_{k+1}^2} = \frac{1 + 2\gamma_k(\mu_B - \gamma_kL_C^2/2)}{\gamma_k^2}.γk+12​1​=γk2​1+2γk​(μB​−γk​LC2​/2)​.

This is the counterpart for Part 2 of the identity that makes (3.10) telescope.

Preamble
import Mathlib
import Definitions.Def_ThreeOpSplitting_Accel_Stepsizes

open Filter Topology
Formal statement
namespace ThreeOpSplitting.Accel

/-- Proof of Theorem 3.3, Part 2 (p. 846): the rule (3.7) ensures
`1/γ_{k+1}² = (1 + 2γ_k(μ_B - γ_kL_C²/2))/γ_k²` for all `k ≥ 0`. -/
theorem stepsize_identity_part2 (μB LC γ0 : ℝ)
    (hμB : 0 < μB) (hLC : 0 < LC) (hγ0 : 0 < γ0) (hγ0' : γ0 < 2 * μB / LC ^ 2) (k : ℕ) :
    1 / stepsPart2 μB LC γ0 (k + 1) ^ 2
      = (1 + 2 * stepsPart2 μB LC γ0 k * (μB - stepsPart2 μB LC γ0 k * LC ^ 2 / 2))
        / stepsPart2 μB LC γ0 k ^ 2 := by sorry

end ThreeOpSplitting.Accel
Source
Davis and Yin, A Three-Operator Splitting Scheme and its Optimization Applications, Set-Valued Var. Anal. 25 (2017), https://doi.org/10.1007/s11228-017-0421-z, p. 846, Section 3.3, proof of Theorem 3.3, Part 2 (unnumbered display)
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What the Lean code literally says, in plain math · claude-opus-5-5

The statement concerns a real-valued sequence (γk)k∈N(\gamma_k)_{k \in \mathbb{N}}(γk​)k∈N​, where γk\gamma_kγk​ is written γk:=stepsPart2(μB,LC,γ0)(k)\gamma_k := \mathrm{stepsPart2}(\mu_B, L_C, \gamma_0)(k)γk​:=stepsPart2(μB​,LC​,γ0​)(k). This function comes from the imported module Definitions.Def_ThreeOpSplitting_Accel_Stepsizes, and its definition is not shown here. Nothing in this statement says how γk\gamma_kγk​ is computed from μB\mu_BμB​, LCL_CLC​, γ0\gamma_0γ0​ and kkk. In particular, it does not say whether γ0\gamma_0γ0​ as the sequence's value at index 000 equals the input parameter γ0\gamma_0γ0​. The statement also does not say whether the γk\gamma_kγk​ are nonzero or positive. The attached documentation comment describes the result as a stepsize identity from a "Theorem 3.3, Part 2" and a "rule (3.7)". That description is commentary only; the code does not enforce it.

The theorem takes three real parameters μB\mu_BμB​, LCL_CLC​, γ0\gamma_0γ0​ and a natural number k≥0k \ge 0k≥0, under these hypotheses:

  • μB>0\mu_B > 0μB​>0;
  • LC>0L_C > 0LC​>0;
  • 0<γ0<2μBLC20 < \gamma_0 < \dfrac{2\mu_B}{L_C^2}0<γ0​<LC2​2μB​​.

For every such choice of parameters and every k∈Nk \in \mathbb{N}k∈N, it asserts the exact equality

1γk+12  =  1+2 γk(μB−γkLC22)γk2.\frac{1}{\gamma_{k+1}^2} \;=\; \frac{1 + 2\,\gamma_k\left(\mu_B - \dfrac{\gamma_k L_C^2}{2}\right)}{\gamma_k^2}.γk+12​1​=γk2​1+2γk​(μB​−2γk​LC2​​)​.

The hypotheses can all be satisfied, for example with μB=LC=γ0=1\mu_B = L_C = \gamma_0 = 1μB​=LC​=γ0​=1, so the theorem is not vacuously true. The hypotheses appear only as assumptions; the equation itself does not mention them. Their only effect on the claim is to restrict it to the parameter choices above.

Degenerate cases:

  • Small kkk: k=0k = 0k=0 is included, and there the claim links γ1\gamma_1γ1​ to the sequence's value γ0\gamma_0γ0​ at index 000. No other special cases arise from kkk.
  • Division by zero: the formal statement uses total real division, where x/0=0x/0 = 0x/0=0. If some γk=0\gamma_k = 0γk​=0, the right-hand side is 000 whatever its numerator is. If γk+1=0\gamma_{k+1} = 0γk+1​=0, the left-hand side is 1/0=01/0 = 01/0=0. So if γk=0\gamma_k = 0γk​=0, the statement asserts only 1/γk+12=01/\gamma_{k+1}^2 = 01/γk+12​=0, which holds exactly when γk+1=0\gamma_{k+1} = 0γk+1​=0. If γk≠0\gamma_k \neq 0γk​=0 but γk+1=0\gamma_{k+1} = 0γk+1​=0, it asserts that the right-hand numerator 1+2γk(μB−γkLC2/2)1 + 2\gamma_k(\mu_B - \gamma_k L_C^2/2)1+2γk​(μB​−γk​LC2​/2) is 000.
  • Signs: the statement fixes γk\gamma_kγk​ only through its square and the displayed numerator. Whether the γk\gamma_kγk​ stay positive, or stay below 2μB/LC22\mu_B/L_C^22μB​/LC2​, depends entirely on the unshown definition of the sequence. The hypothesis γ0<2μB/LC2\gamma_0 < 2\mu_B/L_C^2γ0​<2μB​/LC2​ applies only to the input parameter γ0\gamma_0γ0​.
Human review
  • Endorsed by Shuze Chen · Sep 27, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Sep 27, 2026

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

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