Documentation

LeanPool.PLAcceleratedNesterovLean.Convergence.MotionError.Main

Motion Error Step 1: Gradient Bound from L-Smoothness #

Since π(x'_n) ∈ M and ∇f(π(x'_n)) = 0, L-smoothness gives: ‖g_n‖ = ‖∇f(x'_n) - ∇f(π(x'_n))‖ ≤ L · ‖x'_n - π(x'_n)‖ = L · ‖e_n‖

Combined with ‖e_n‖² ≤ C_coer/μ' · L_n from coercivity: ‖g_n‖ ≤ L · √(C_coer/μ') · √L_n =: C_g · √L_n

theorem PLAcceleratedNesterovLean.gradient_bound_from_lipschitz {d : } (f : E d) (L : NNReal) {V : Set (E d)} (hf_lip : LipschitzOnWith L (gradient f) V) (x y : E d) (hx_V : x V) (hy_V : y V) (hzero : gradient f y = 0) :

If gradient is L-Lipschitz on V and ∇f(y) = 0, then ‖∇f(x)‖ ≤ L·‖x - y‖.

theorem PLAcceleratedNesterovLean.velocity_bound_from_step {d : } (v g : E d) (ρ sqrtη : ) :
ρ (v - sqrtη g) |ρ| * (v + |sqrtη| * g)

Velocity bound: ‖v_{n+1}‖ = ‖ρ(v_n - √η g_n)‖ ≤ |ρ|(‖v_n‖ + √η ‖g_n‖).

theorem PLAcceleratedNesterovLean.step_bound {d : } (v_next g : E d) (sqrtη η : ) :
sqrtη v_next - η g |sqrtη| * v_next + |η| * g

Step bound: h_n = √η v_{n+1} - η g_n, so ‖h_n‖ ≤ √η‖v_{n+1}‖ + η‖g_n‖.