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.differentiable_deriv_of_contDiff2
{φ : ℝ → ℝ}
(hφ : ContDiff ℝ 2 φ)
:
Differentiable ℝ (deriv φ)
theorem
PLAcceleratedNesterovLean.hasDerivAt_const_mul_id
(c x : ℝ)
:
HasDerivAt (fun (t : ℝ) => c * t) c x
theorem
PLAcceleratedNesterovLean.quadratic_growth_from_hessian
(φ : ℝ → ℝ)
(c : ℝ)
(hφ_cont : ContinuousOn φ (Set.Icc 0 1))
(hφ_diff : DifferentiableOn ℝ φ (Set.Ioo 0 1))
(hφ'_cont : ContinuousOn (deriv φ) (Set.Icc 0 1))
(hφ'_diff : DifferentiableOn ℝ (deriv φ) (Set.Ioo 0 1))
(hφ'_zero : deriv φ 0 = 0)
(hφ''_lower : ∀ (t : ℝ), 0 ≤ t → t ≤ 1 → deriv (deriv φ) t ≥ c)
:
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 : ℝ → ℝ)
(c : ℝ)
(hφ_cont : ContinuousOn φ (Set.Icc 0 1))
(hφ_diff : DifferentiableOn ℝ φ (Set.Ioo 0 1))
(hφ'_cont : ContinuousOn (deriv φ) (Set.Icc 0 1))
(hφ'_diff : DifferentiableOn ℝ (deriv φ) (Set.Ioo 0 1))
(hφ'_zero : deriv φ 0 = 0)
(hφ''_lower : ∀ (t : ℝ), 0 ≤ t → t ≤ 1 → deriv (deriv φ) t ≥ c)
:
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].