Plain-English statement
The endpoint chord inequality for a geodesically convex functional yields its first-order supporting inequality at the initial endpoint.
Mathematical statement
F(path(1)) >= F(path(0)) + d/dt|0 F(path(t)) + alpha*d(path(0),path(1))^2/2.
Intuition
Divide the chord inequality by a small positive interpolation time. The resulting secant slope converges to the directional derivative, while the curvature correction converges to its endpoint value.
Conditions
- the selected path is a geodesic covered by IsAlphaGeodesicallyConvex
- F composed with the path has a real derivative at time zero
Why these conditions cannot be dropped
- the chord inequality supplies the finite-time comparison
- the derivative identifies the limiting secant slope
- a concrete Wasserstein use must separately identify this derivative with the gradient pairing
Proof route
- specialize alpha-geodesic convexity at positive t less than one
- rearrange it as an upper bound on the secant slope
- take the positive-time limit of both sides
- use closedness of the real order and rearrange the result
Lean interface notes
- HasDerivAt.tendsto_slope supplies the punctured slope limit
- le_of_tendsto_of_tendsto preserves the eventual inequality
- gradientPairing is semantic data, not a supplied copy of the conclusion
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Lean statement
theorem firstOrder_geodesicConvexity
{M : Type*} [MetricSpace M]
{isGeodesic : (ℝ → M) → Prop} {F : M → ℝ} {alpha : ℝ}
(hconvex : IsAlphaGeodesicallyConvex isGeodesic F alpha)
{path : ℝ → M} (hpath : isGeodesic path)
{gradientPairing : ℝ}
(hderiv : HasDerivAt (fun t => F (path t)) gradientPairing 0) :
F (path 1) ≥
F (path 0) + gradientPairing +
alpha / 2 * dist (path 0) (path 1) ^ 2 := by
let phi : ℝ → ℝ := fun t => F (path t)
let upper : ℝ → ℝ := fun t =>
F (path 1) - F (path 0) -
alpha * (1 - t) / 2 * dist (path 0) (path 1) ^ 2
have hslope :
Tendsto (slope phi 0) (𝓝[>] 0) (𝓝 gradientPairing) := by
apply hderiv.tendsto_slope.mono_left
apply nhdsWithin_mono
intro t ht
simpa only [mem_compl_iff, mem_singleton_iff] using ne_of_gt ht
have hupper :
Tendsto upper (𝓝[>] 0) (𝓝 (upper 0)) := by
have hcontinuous : ContinuousAt upper 0 := by
dsimp only [upper]
fun_prop
have hfilter : 𝓝[>] (0 : ℝ) ≤ 𝓝 0 := inf_le_left
exact hcontinuous.tendsto.mono_left hfilter
have hslope_le : slope phi 0 ≤ᶠ[𝓝[>] 0] upper := by
filter_upwards [self_mem_nhdsWithin,
(eventually_lt_nhds zero_lt_one).filter_mono inf_le_left]
with t ht htle
have htpos : 0 < t := ht
have hchord := hconvex path hpath t ⟨htpos.le, htle.le⟩
have hquotient :
(F (path t) - F (path 0)) / t ≤ upper t := by
apply (div_le_iff₀ htpos).2
dsimp only [upper]
nlinarith
rw [div_eq_inv_mul] at hquotient
simpa [phi, slope, htpos.ne'] using hquotient
have hfirst := le_of_tendsto_of_tendsto hslope hupper hslope_le
dsimp only [upper, sub_zero, one_mul] at hfirst
linarith
end GeodesicConvexity
end Geometry
end TechnicalLemmas
end AutoSamplingTheory
Open AutoSamplingTheory/TechnicalLemmas/Geometry/GeodesicConvexity.lean:40published source at 7bcd37294df1