Helper lemmas for Hessian coercivity from PŁ #
These lemmas support the proof of hessian_coercive_on_orthogonal_of_MuPL
in Submanifold.lean. The proof uses the Rayleigh quotient minimizer
approach: the minimum of H(w,w) on the unit sphere of ker(H)⊥ is attained
at an eigenvector, and PŁ forces this minimum to be ≥ μ.
theorem
PLAcceleratedNesterovLean.taylor_ray_isLittleO_pl
{E : Type u_1}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
(f : E → ℝ)
(x₀ v : E)
(hf : ContDiffAt ℝ 2 f x₀)
(hmin : IsLocalMin f x₀)
:
Taylor expansion of a C² function along a ray from a local minimum:
f(x₀ + t•v) - f(x₀) = (t²/2) · H(v,v) + o(t²) as t → 0⁺.
(Copy of taylor_ray_isLittleO from HessianCoercive.lean.)
theorem
PLAcceleratedNesterovLean.hessian_symmetric
{E : Type u_1}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
(f : E → ℝ)
(x₀ : E)
(hf : ContDiffAt ℝ 2 f x₀)
(v w : E)
:
The Hessian of a C² function is symmetric: H(v,w) = H(w,v).
theorem
PLAcceleratedNesterovLean.hessian_nonneg
{E : Type u_1}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
(f : E → ℝ)
(x₀ v : E)
(hf : ContDiffAt ℝ 2 f x₀)
(hmin : IsLocalMin f x₀)
:
At a local minimum, the Hessian is positive semi-definite: H(v,v) ≥ 0.
theorem
PLAcceleratedNesterovLean.mem_hessianKer_of_zero_quad
{E : Type u_1}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
(f : E → ℝ)
(x₀ v : E)
(hf : ContDiffAt ℝ 2 f x₀)
(hmin : IsLocalMin f x₀)
(hzero : ((hessian f x₀) v) v = 0)
:
For a PSD symmetric Hessian, if H(v,v) = 0 then v ∈ ker(H).