/- SamplingOptimisationGeometryBench public-dev reference. Reuses the existing project proof; retain LICENSE and NOTICE. -/ import AutoSamplingTheory.TechnicalLemmas.Analysis.StrongConvexFirstOrder import Mathlib.Analysis.InnerProductSpace.Calculus import Mathlib.Analysis.ODE.Gronwall open Set open scoped RealInnerProductSpace open AutoSamplingTheory.TechnicalLemmas.Analysis variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [CompleteSpace E] example {f : E → ℝ} {X : ℝ → E} {z : E} {α T : ℝ} (hα : 0 ≤ α) (_hT : 0 ≤ T) (hf : Differentiable ℝ f) (hsc : StrongConvexOn univ α f) (hz : IsMinOn f univ z) (hX : ContinuousOn X (Icc 0 T)) (hflow : ∀ t ∈ Ico 0 T, HasDerivWithinAt X (-gradient f (X t)) (Ici t) t) : ∀ t ∈ Ioc 0 T, 0 ≤ f (X t) - f z ∧ f (X t) - f z ≤ if α = 0 then ‖X 0 - z‖ ^ 2 / (2 * t) else α / (2 * (Real.exp (α * t) - 1)) * ‖X 0 - z‖ ^ 2 := by have hd (u : ℝ) (hu : u ∈ Ico 0 T) : HasDerivWithinAt (fun s => f (X s)) (-‖gradient f (X u)‖ ^ 2) (Ici u) u := by have hgrad : HasFDerivAt f (InnerProductSpace.toDual ℝ E (gradient f (X u))) (X u) := (hf (X u)).hasGradientAt simpa only [Function.comp_def, InnerProductSpace.toDual_apply_apply, inner_neg_right, real_inner_self_eq_norm_sq] using hgrad.comp_hasDerivWithinAt u (hflow u hu) have hmono : AntitoneOn (fun s => f (X s)) (Icc 0 T) := by intro a ha b hb hab have hc := (hf.continuous.comp_continuousOn hX).mono (show Icc a b ⊆ Icc 0 T from fun u hu => ⟨ha.1.trans hu.1, hu.2.trans hb.2⟩) have hg := le_gronwallBound_of_liminf_deriv_right_le (f' := fun u => -‖gradient f (X u)‖ ^ 2) (δ := f (X a)) (K := 0) (ε := 0) hc (fun u hu r hr => by simpa [slope] using (hd u ⟨ha.1.trans hu.1, hu.2.trans_le hb.2⟩).liminf_right_slope_le hr) le_rfl (fun u _ => by nlinarith [sq_nonneg ‖gradient f (X u)‖]) b ⟨hab, le_rfl⟩ simpa [gronwallBound_K0] using hg have hdist (u : ℝ) (hu : u ∈ Ico 0 T) : HasDerivWithinAt (fun s => ‖X s - z‖ ^ 2) (-2 * inner ℝ (gradient f (X u)) (X u - z)) (Ici u) u := by have h := ((hflow u hu).sub_const z).norm_sq simp only [inner_neg_right, real_inner_comm] at h convert h using 1; ring intro t ht refine ⟨sub_nonneg.mpr (hz (mem_univ _)), ?_⟩ have hbound := le_gronwallBound_of_liminf_deriv_right_le (f := fun s => ‖X s - z‖ ^ 2) (f' := fun u => -2 * inner ℝ (gradient f (X u)) (X u - z)) (δ := ‖X 0 - z‖ ^ 2) (K := -α) (ε := -2 * (f (X t) - f z)) (((hX.sub continuousOn_const).norm.pow 2).mono (show Icc 0 t ⊆ Icc 0 T from fun u hu => ⟨hu.1, hu.2.trans ht.2⟩)) (fun u hu r hr => by simpa [slope] using (hdist u ⟨hu.1, hu.2.trans_le ht.2⟩).liminf_right_slope_le hr) le_rfl (fun u hu => by have hs := StrongConvexFirstOrder.firstOrder_lower_bound_of_strongConvexOn hsc (fun x _ => (hf x).hasGradientAt) (mem_univ (X u)) (mem_univ z) rw [show z - X u = -(X u - z) by abel, inner_neg_right, norm_neg] at hs have hm := hmono ⟨hu.1, hu.2.le.trans ht.2⟩ ⟨ht.1.le, ht.2⟩ hu.2.le nlinarith) t ⟨ht.1.le, le_rfl⟩ have hn := (sq_nonneg ‖X t - z‖).trans hbound by_cases ha : α = 0 · simp only [ha, neg_zero, gronwallBound_K0, sub_zero] at hn ⊢ apply (le_div_iff₀ (mul_pos (by norm_num) ht.1)).mpr nlinarith · rw [if_neg ha] have hap : 0 < α := lt_of_le_of_ne hα (Ne.symm ha) rw [gronwallBound_of_K_ne_0 (neg_ne_zero.mpr ha), sub_zero] at hn have hmul := mul_nonneg hn hap.le have heq : (‖X 0 - z‖ ^ 2 * Real.exp (-α * t) + (-2 * (f (X t) - f z)) / -α * (Real.exp (-α * t) - 1)) * α = α * ‖X 0 - z‖ ^ 2 * Real.exp (-α * t) + 2 * (f (X t) - f z) * (Real.exp (-α * t) - 1) := by field_simp rw [heq] at hmul have he : Real.exp (-α * t) * Real.exp (α * t) = 1 := by rw [← Real.exp_add, show -α * t + α * t = 0 by ring, Real.exp_zero] have hp := mul_nonneg hmul (Real.exp_pos (α * t)).le have hcancel : (α * ‖X 0 - z‖ ^ 2 * Real.exp (-α * t) + 2 * (f (X t) - f z) * (Real.exp (-α * t) - 1)) * Real.exp (α * t) = α * ‖X 0 - z‖ ^ 2 - 2 * (f (X t) - f z) * (Real.exp (α * t) - 1) := by calc _ = α * ‖X 0 - z‖ ^ 2 * (Real.exp (-α * t) * Real.exp (α * t)) + 2 * (f (X t) - f z) * (Real.exp (-α * t) * Real.exp (α * t)) - 2 * (f (X t) - f z) * Real.exp (α * t) := by ring _ = _ := by rw [he]; ring rw [hcancel] at hp rw [div_mul_eq_mul_div] apply (le_div_iff₀ (mul_pos (by norm_num) (sub_pos.mpr (Real.one_lt_exp_iff.mpr (mul_pos hap ht.1))))).mpr nlinarith