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LeanPool.PLAcceleratedNesterovLean.Convergence.CurvAbsorb.Algebraic

Curvature Absorption Helper Lemmas #

Helper lemmas for the curvature absorption proof (h_curv_absorb_hyp in Basic.lean). These establish the key perturbation bounds:

  1. Step bound: ‖hn‖ ≤ η·‖gn‖ + √η·|ρ|·(‖vn‖ + √η·‖gn‖)
  2. MVT bound: ‖P(y-x) - (π y - π x)‖ ≤ ε₁·‖y-x‖
  3. Kills-normal bound: ‖P en‖ ≤ ε₁·‖en‖
theorem PLAcceleratedNesterovLean.nesterov_step_bound {d : ℕ} (f : E d → ℝ) (η ρ : ℝ) (s : NesterovState d) (hη : 0 ≤ η) :

The Nesterov step satisfies hn = -η·gn + √η·ρ·(vn - √η·gn), so ‖hn‖ ≤ η·‖gn‖ + √η·|ρ|·(‖vn‖ + √η·‖gn‖).

theorem PLAcceleratedNesterovLean.xi_bound_mvt {d : ℕ} (P : E d →L[ℝ] E d) (π : E d → E d) (x y c : E d) (r : ℝ) (hxs : x ∈ Metric.ball c r) (hys : y ∈ Metric.ball c r) (hπ_diff : ∀ z ∈ Metric.ball c r, DifferentiableAt ℝ π z) (ε₁ : ℝ) (hbound : ∀ z ∈ Metric.ball c r, ‖fderiv ℝ π z - P‖ ≤ ε₁) :
‖P (y - x) - (π y - π x)‖ ≤ ε₁ * ‖y - x‖

MVT bound: if ‖fderiv π z - P‖ ≤ ε₁ for all z in a ball, then ‖P(y-x) - (π y - π x)‖ ≤ ε₁·‖y-x‖ for x, y in the ball.

theorem PLAcceleratedNesterovLean.proj_normal_bound {d : ℕ} (P : E d →L[ℝ] E d) (π : E d → E d) (x : E d) (hkills : (fderiv ℝ π (π x)) (x - π x) = 0) (ε₁ : ℝ) (hDπ_close : ‖fderiv ℝ π (π x) - P‖ ≤ ε₁) :
‖P (x - π x)‖ ≤ ε₁ * ‖x - π x‖

If Dπ(π x) kills (x - π x) and ‖Dπ(π x) - P‖ ≤ ε₁, then ‖P(x - π x)‖ ≤ ε₁·‖x - π x‖.

theorem PLAcceleratedNesterovLean.curv_absorption_algebraic {E' : Type u_1} [NormedAddCommGroup E'] [InnerProductSpace ℝ E'] (wn ξn gn Pen hn en : E') (sm sa Ln : ℝ) (hsm_nn : 0 ≤ sm) (hsa_pos : 0 < sa) (hLn_nn : 0 ≤ Ln) (ε₁ : ℝ) (hε₁_pos : 0 < ε₁) (hε₁_le1 : ε₁ ≤ 1) (hξ : ‖ξn‖ ≤ ε₁ * ‖hn‖) (hPe : ‖Pen‖ ≤ ε₁ * ‖en‖) (C_wh : ℝ) (_hC_wh_nn : 0 ≤ C_wh) (hwh : sm ^ 2 * ‖wn‖ ^ 2 + ‖hn‖ ^ 2 ≤ C_wh * Ln) (C_h : ℝ) (_hC_h_nn : 0 ≤ C_h) (hh_sq : ‖hn‖ ^ 2 ≤ C_h * Ln) (C_ge : ℝ) (_hC_ge_nn : 0 ≤ C_ge) (hge : ‖gn‖ * ‖en‖ ≤ C_ge * Ln) (θ : ℝ) (_hθ_pos : 0 < θ) (habs : ε₁ * (C_wh / 2 + sm ^ 2 / 2 * C_h + sa * C_ge) ≤ θ * sa) :
sm * inner ℝ wn ξn + sm ^ 2 / 2 * ‖ξn‖ ^ 2 + sa * |inner ℝ gn Pen| ≤ θ * sa * Ln

Core algebraic assembly for curvature absorption. Given that ‖ξ‖ and ‖Pe‖ each have an ε₁ factor from Dπ continuity, and all squared norms are bounded by constants times Ln, conclude δ_curv + proj_err ≤ a/2 * Ln.

The key algebraic steps are:

  • Young's inequality: sm·‖w‖·‖h‖ ≤ (sm²·‖w‖² + ‖h‖²)/2 (absorbs √μ')
  • ε₁² ≤ ε₁ (since ε₁ ≤ 1), so ‖ξ‖² ≤ ε₁·‖h‖²
  • Everything factors as ε₁ · K · Ln, and ε₁ · K ≤ a/2 by hypothesis