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LeanPool.PLAcceleratedNesterovLean.Convergence.LyapunovContraction.AuxVar

Auxiliary Variable Recursion for Lyapunov Contraction #

Establishes the one-step recursion for the auxiliary variable in the Nesterov accelerated gradient method, decomposing the update into perpendicular velocity, normal displacement, and curvature error components.

theorem PLAcceleratedNesterovLean.auxVar_recursion {d : } (P : E d →L[] E d) (μ' η ρ : ) (π : E dE d) (f : E d) (x₁ : E d) (n : ) ( : ρ = (1 - (μ' * η)) / (1 + (μ' * η))) (ha_pos : 0 < (μ' * η)) (hη_pos : 0 < η) (hμ_pos : 0 < μ') :
have sn := nesterovSeq f η ρ x₁ n; have gn := gradient f (sn.lookahead η); have en := normalDisp π f η ρ x₁ n; have ξn := curvatureError (⇑P) π f η ρ x₁ n; have a := (μ' * η); auxVar P μ' π f η ρ x₁ (n + 1) = (1 - a) (sn.v - P sn.v) + μ' en - η (gn - P gn) + μ' ξn