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LeanPool.PLAcceleratedNesterovLean.Convergence.Bootstrap.Step2

Bootstrap Step 2: Choosing α and Closing the Induction #

Base case setup #

With v₁ = 0 and x₁ ∈ B(m⋆, α): L₁ = Ψ(x₁) < R² (by continuity of Ψ and Ψ(m⋆) = 0) x₁, x'₁ ∈ Ω (since α < r and 4r ≤ dist(m⋆, ∂Ω))

Inductive step #

Assuming all iterates up to n stay in Ω with Lyapunov ≤ R²: Total displacement: ‖x'{n+1} - m⋆‖ ≤ α + C_h √η S_a R ≤ 2r So x'{n+1} ∈ Ω (since dist(m⋆, ∂Ω) = 4r) And ‖x_{n+1} - m⋆‖ ≤ 2r + C_mov R ≤ 3r < 4r So x_{n+1} ∈ Ω

theorem PLAcceleratedNesterovLean.exists_alpha_psi_small {d : } (m : E d) (Ψ : E d) (hcont : ContinuousAt Ψ m) (hzero : Ψ m = 0) (R : ) (hR : 0 < R) :
∃ (α : ), 0 < α ∀ (x : E d), dist x m < αΨ x < R ^ 2

If Ψ is continuous, Ψ(m) = 0, and R > 0, there exists α > 0 with Ψ(x) < R² for all x in B(m, α).

theorem PLAcceleratedNesterovLean.ball_mem_of_dist_lt {d : } (x m : E d) (α : ) (Ω : Set (E d)) (_hΩ : IsOpen Ω) (_hm : m Ω) (hx : dist x m < α) :

Ball containment: if ‖x - m‖ < α and α < r and 4r ≤ dist(m, ∂Ω), then x ∈ Ω. Stated as: if dist(x, m) < α, α + displacement < dist(m, ∂Ω), then x ∈ Ω.

theorem PLAcceleratedNesterovLean.series_bound_from_geometric (f : ) (C r : ) (n : ) (_hC : 0 C) (_hr : 0 r) (hf : k < n, f k C * r ^ k) :
(Finset.range n).sum f C * kFinset.range n, r ^ k

Sum bound: if f(k) ≤ C · r^k for all k, then Σ f(k) ≤ C · Σ r^k.