After Definition 2.1, p. 539 — nonnegativity and separation of the Bregman distance
ProvedChenTeboullePMD.Rate.bregman_nonnegbregman-distancebregman-functionconvex-optimizationp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1
Let be a Bregman function with open zone . For and , its distance satisfies
This supplies the sign and equality case used throughout the PMD analysis.
Formalization Note The covector derivative defining is evaluated at , where is continuously differentiable. The ambient space is a real normed space; finite dimensionality is unnecessary for this remark.
Preamble
import Mathlib import Definitions.Def_BeckTeboulleMD_EMDA_Setting import Definitions.Def_ChenTeboullePMD_Rate_Setting
Formal statement
namespace ChenTeboullePMD.Rate
open BeckTeboulleMD.EMDA
/-- Remark after Definition 2.1, p. 539. -/
theorem bregman_nonneg {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
(S : Set E) (ψ : E → ℝ) (hψ : IsBregmanFunction S ψ) :
∀ x ∈ closure S, ∀ y ∈ S,
0 ≤ bregman ψ x y ∧ (bregman ψ x y = 0 ↔ x = y) := by sorry
end ChenTeboullePMD.Rate
Source
Chen & Teboulle, Convergence analysis of a proximal-like minimization algorithm using Bregman functions, SIAM J. Optim. 3 (1993), p. 539, paragraph after Definition 2.1
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.