Hessian coercivity from PŁ — main theorems #
Proves muPL_norm_sq_bound and hessian_coercive_on_orthogonal_of_MuPL_impl,
establishing that the Hessian is μ-coercive on ker(Hess)⊥ under the PŁ condition.
theorem
PLAcceleratedNesterovLean.muPL_norm_sq_bound
{E : Type u_1}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
(f : E → ℝ)
(μ : ℝ)
(x₀ v : E)
(hμ : 0 < μ)
(hf : ContDiffAt ℝ 2 f x₀)
(hmin : IsLocalMin f x₀)
(hPL : MuPL f μ x₀)
:
Under μ-PŁ at a local minimum, μ · H(v,v) ≤ ‖Hv‖² for all v.
theorem
PLAcceleratedNesterovLean.hessian_coercive_on_orthogonal_of_MuPL_impl
{E : Type u_1}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[FiniteDimensional ℝ E]
(f : E → ℝ)
(μ : ℝ)
(x₀ : E)
(hμ : 0 < μ)
(hf : ContDiffAt ℝ 2 f x₀)
(hmin : IsLocalMin f x₀)
(hPL : MuPL f μ x₀)
(v : E)
:
Main theorem: Under μ-PŁ at a local minimizer, the Hessian is μ-coercive on the orthogonal complement of its kernel.