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LeanPool.PLAcceleratedNesterovLean.Convergence.LocalGeometry.Step2

Local Geometry Step 2: Fiber Integration for Quadratic Growth and Strong Aiming #

Fix x ∈ U₊, m = π(x), e = x - m. Define φ(t) = f(m + te). Since U₊ is fiber-saturated, m + te ∈ U₊ for t ∈ [0,1].

φ(0) = f⋆, φ'(0) = 0, φ''(t) = eᵀ D²f(m+te) e ≥ μ'‖e‖².

Quadratic growth (integrate φ'' twice): #

f(x) - f⋆ = φ(1) - φ(0) = ∫₀¹ (1-t) φ''(t) dt ≥ (μ'/2)‖e‖²

Strong aiming (integration by parts): #

⟨∇f(x), e⟩ - (f(x) - f⋆) = φ'(1) - (φ(1) - φ(0)) = ∫₀¹ t φ''(t) dt ≥ (μ'/2)‖e‖² So ⟨∇f(x), e⟩ ≥ f(x) - f⋆ + (μ'/2)‖e‖²

theorem PLAcceleratedNesterovLean.hasDerivAt_quad (c x : ) :
HasDerivAt (fun (t : ) => c / 2 * t ^ 2) (c * x) x
theorem PLAcceleratedNesterovLean.quadratic_growth_from_hessian (φ : ) (c : ) (hφ_cont : ContinuousOn φ (Set.Icc 0 1)) (hφ_diff : DifferentiableOn φ (Set.Ioo 0 1)) (hφ'_cont : ContinuousOn (deriv φ) (Set.Icc 0 1)) (hφ'_diff : DifferentiableOn (deriv φ) (Set.Ioo 0 1)) (hφ'_zero : deriv φ 0 = 0) (hφ''_lower : ∀ (t : ), 0 tt 1deriv (deriv φ) t c) :
φ 1 - φ 0 c / 2

If φ''(t) ≥ c for all t ∈ [0,1] and φ'(0) = 0, then φ(1) - φ(0) ≥ c/2. (Quadratic growth from Hessian lower bound.) Localized version: only requires ContinuousOn/DifferentiableOn on [0,1].

theorem PLAcceleratedNesterovLean.strong_aiming_from_hessian (φ : ) (c : ) (hφ_cont : ContinuousOn φ (Set.Icc 0 1)) (hφ_diff : DifferentiableOn φ (Set.Ioo 0 1)) (hφ'_cont : ContinuousOn (deriv φ) (Set.Icc 0 1)) (hφ'_diff : DifferentiableOn (deriv φ) (Set.Ioo 0 1)) (hφ'_zero : deriv φ 0 = 0) (hφ''_lower : ∀ (t : ), 0 tt 1deriv (deriv φ) t c) :
deriv φ 1 φ 1 - φ 0 + c / 2

If φ''(t) ≥ c for all t ∈ [0,1] and φ'(0) = 0, then φ'(1) ≥ φ(1) - φ(0) + c/2. (Strong aiming from integration by parts.) Localized version: only requires ContinuousOn/DifferentiableOn on [0,1].

theorem PLAcceleratedNesterovLean.fiber_deriv {d : } (f : E d) (m e : E d) (hf : Differentiable f) (t : ) :
deriv (fun (s : ) => f (m + s e)) t = inner (gradient f (m + t e)) e

The fiber function φ(t) = f(m + t·e) has φ'(t) = ⟨∇f(m+te), e⟩.