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StrongConvexFirstOrder: mathematical reading route

Read the statements and derivations in source order. Every result has its own optional Lean statement and proof. Source assumptions, library reuse and unproved boundaries are kept explicit.

  1. A quadratic lower model from strong convexity
  2. Strong convexity separates gradients
ASTIS mathematical exposition

A quadratic lower model from strong convexity

AutoSamplingTheory.TechnicalLemmas.Analysis.StrongConvexFirstOrder.firstOrder_lower_bound_of_strongConvexOn · theorem · Teaching coverage

Statement

On a convex subset of a real Hilbert space, a strongly convex function lies above its tangent model by a quadratic correction, provided its genuine gradients exist at the domain points.

\[f(y)\ge f(x)+\langle g(x),y-x\rangle+\frac m2\|y-x\|^2.\]

All objects and hypotheses

  • Let E be a complete real inner-product space, s⊆E, f:E→ℝ, m∈ℝ and g:E→E. For x,y∈s, assume StrongConvexOn s m f and HasGradientAt f (g z) z for every z∈s.
  • StrongConvexOn includes convexity of s and the chord inequality with the normalization m/2.
  • HasGradientAt is an ambient derivative of f at each z∈s, including boundary points; it is not merely a derivative within s or a totalized gradient value.
  • m is an arbitrary real number. No measure, integration or continuity of the gradient field is assumed. CompleteSpace is retained from the reused Hilbert-space API.

Mathematical proof

1. Restrict to an affine segment

Set v=y−x and p(t)=x+tv. The chord inequality gives

\[f(p(t))\le(1-t)f(x)+tf(y)-\frac m2t(1-t)\|v\|^2,\quad 0<t\le1.\]
Corresponding Lean step

path is the affine segment; hpoint rewrites the convex combination. hsc.2 supplies the chord inequality.

2. Divide by a positive parameter

Rearrange and divide by t:

\[f(y)\ge f(x)+\frac{f(p(t))-f(x)}t+\frac m2(1-t)\|v\|^2.\]
Corresponding Lean step

The existing Geometry.GeodesicConvexity.firstOrder_geodesicConvexity parent handles the positive-parameter rearrangement; ASTIS does not duplicate that proof.

3. Take the one-sided limit

The genuine gradient identifies the difference-quotient limit below. Pass to the limit in the preceding inequality; the existing ASTIS firstOrder_geodesicConvexity theorem packages this scalar limiting step.

\[\lim_{t\downarrow0}\frac{f(x+tv)-f(x)}t=\langle g(x),v\rangle.\]
Corresponding Lean step

hline and hderiv obtain the real segment derivative from HasGradientAt; hfirst applies the scalar limit theorem and simpa reconciles norm and distance.

Lean statement · firstOrder_lower_bound_of_strongConvexOn

StrongConvexOn includes convexity of s and the chord inequality with the normalization m/2. HasGradientAt is an ambient derivative of f at each z∈s, including boundary points; it is not merely a derivative within s or a totalized gradient value. m is an arbitrary real number. No measure, integration or continuity of the gradient field is assumed. CompleteSpace is retained from the reused Hilbert-space API.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

theorem firstOrder_lower_bound_of_strongConvexOn
    {s : Set E} {f : E → ℝ} {m : ℝ} {grad : E → E}
    (hsc : StrongConvexOn s m f)
    (hgrad : ∀ z ∈ s, HasGradientAt f (grad z) z)
    {x y : E} (hx : x ∈ s) (hy : y ∈ s) :
    f y ≥ f x + inner ℝ (grad x) (y - x) + m / 2 * ‖y - x‖ ^ 2

Exact module and namespace context

Lean proof · firstOrder_lower_bound_of_strongConvexOn

The local definitions path and isSelected encode the chosen affine segment; hconvex rewrites the Mathlib chord inequality into the geodesic parent's normalization. hgrad supplies HasFDerivAt, then HasLineDerivAt; hderiv identifies the real derivative of the segment composition. simpa reconciles dist and norm conventions.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

theorem firstOrder_lower_bound_of_strongConvexOn
    {s : Set E} {f : E → ℝ} {m : ℝ} {grad : E → E}
    (hsc : StrongConvexOn s m f)
    (hgrad : ∀ z ∈ s, HasGradientAt f (grad z) z)
    {x y : E} (hx : x ∈ s) (hy : y ∈ s) :
    f y ≥ f x + inner ℝ (grad x) (y - x) + m / 2 * ‖y - x‖ ^ 2 := by
  let path : ℝ → E := fun t => x + t • (y - x)
  let isSelected : (ℝ → E) → Prop := fun q => q = path
  have hpath : isSelected path := rfl
  have hconvex :
      Geometry.GeodesicConvexity.IsAlphaGeodesicallyConvex isSelected f m := by
    intro q hq t ht
    subst q
    have hnonneg_left : 0 ≤ 1 - t := sub_nonneg.mpr ht.2
    have hnonneg_right : 0 ≤ t := ht.1
    have hstrong := hsc.2 hx hy hnonneg_left hnonneg_right (by ring)
    have hpoint : path t = (1 - t) • x + t • y := by
      dsimp only [path]
      rw [smul_sub, sub_smul, one_smul]
      abel
    calc
      f (path t) = f ((1 - t) • x + t • y) := congrArg f hpoint
      _ ≤ (1 - t) * f x + t * f y -
          (1 - t) * t * (m / 2 * ‖x - y‖ ^ 2) := by
        simpa [smul_eq_mul] using hstrong
      _ = (1 - t) * f (path 0) + t * f (path 1) -
          (m * t * (1 - t) / 2) * dist (path 0) (path 1) ^ 2 := by
        simp [path, dist_eq_norm]
        ring
  have hline :
      HasLineDerivAt ℝ f (inner ℝ (grad x) (y - x)) x (y - x) := by
    have h := (hgrad x hx).hasFDerivAt.hasLineDerivAt (y - x)
    simpa [InnerProductSpace.toDual_apply_apply] using h
  have hderiv :
      HasDerivAt (fun t : ℝ => f (path t)) (inner ℝ (grad x) (y - x)) 0 := by
    simpa [HasLineDerivAt, path] using hline
  have hfirst :=
    Geometry.GeodesicConvexity.firstOrder_geodesicConvexity
      hconvex hpath hderiv
  simpa [path, dist_eq_norm, norm_sub_rev] using hfirst

/-- The gradient of a strongly convex function has the corresponding inner-product
lower bound on its domain.

Mathematical provenance: Optlib `Strong_Convex_lower`, commit
`5da27c5f95aa6a8a45b8c14b968ade4c13ff18c3`,
`Optlib/Convex/StronglyConvex.lean` (Apache-2.0; Chenyi Li and Ziyu Wang).
This proof reuses the local first-order bound in both directions, as in Chewi,
arXiv:2605.07006v1, Proposition 1.6, (1.4) implies (1.5).
The domain-local supplied-gradient interface retains arbitrary real `m`;
Chewi's whole-space `C¹`, nonnegative-modulus statement is a specialization.
-/

Exact module and namespace context

Scope and omitted-condition boundaries

  • Convexity keeps the segment in the domain; positive t permits division without reversing the inequality.
  • Genuine differentiability identifies the difference-quotient limit. The domain-local interface is not a claim that Chewi's entire whole-space C¹ equivalence is formalized.
  • Existing parent from PR #239, newly registered during PR #248 integration, not a newly proved result.

Source and reuse

ASTIS parents called

Mathlib API called (external library)

  • StrongConvexOn — convex domain and m/2 normalization.
  • HasGradientAt.hasFDerivAt; HasFDerivAt.hasLineDerivAt; HasLineDerivAt — genuine derivative interfaces.
  • InnerProductSpace.toDual_apply_apply; dist_eq_norm; norm_sub_rev — gradient, distance and norm identifications.

Mathematical sources

Mathematical statement provenance: Optlib Strong_Convex_second_lower, commit 5da27c5f95aa6a8a45b8c14b968ade4c13ff18c3 (Chenyi Li and Ziyu Wang, Apache-2.0). ASTIS reuses its own geodesic limiting proof, not an imported Optlib proof. Chewi Lectures on Optimization, arXiv:2605.07006v1, Proposition 1.6, (1.3)→(1.4), is the whole-space specialization.

ASTIS prose is not a quotation or a source-equivalence certificate. Definitions and aliases are explained as constructions, not counted as new mathematical proofs.

ASTIS mathematical exposition

Strong convexity separates gradients

AutoSamplingTheory.TechnicalLemmas.Analysis.StrongConvexFirstOrder.gradient_inner_lower_bound_of_strongConvexOn · theorem · Teaching coverage

Statement

The gradient of a strongly convex function has a quantitative monotonicity bound on its domain. A positive modulus therefore makes the gradient injective there.

\[\langle g(y)-g(x),y-x\rangle\ge m\|y-x\|^2.\]

All objects and hypotheses

  • Let E be a complete real inner-product space, s⊆E, f:E→ℝ, m∈ℝ and g:E→E. For x,y∈s, assume StrongConvexOn s m f and HasGradientAt f (g z) z for every z∈s.
  • The set is convex as part of StrongConvexOn. Both x and y belong to s.
  • Supplied gradients are genuine ambient derivatives at all domain points; no totalized derivative is used to manufacture differentiability.
  • Complete real inner-product space, with arbitrary real m. No extra smoothness, Hessian, measure or integrability assumptions.

Mathematical proof

1. The lower model at x

Put v=y−x. Apply the parent at (x,y):

\[f(y)-f(x)\ge\langle g(x),v\rangle+\frac m2\|v\|^2.\]
Corresponding Lean step

hxy applies the existing first-order bound with hx hy.

2. The lower model at y

Apply the same parent at (y,x), using x−y=−v:

\[f(x)-f(y)\ge-\langle g(y),v\rangle+\frac m2\|v\|^2.\]
Corresponding Lean step

hyx applies that same bound with hy hx. Rewriting uses the reversed-displacement identity, inner_neg_right and norm_neg.

3. Cancel and collect

Add, cancel the function values, and use linearity of the real inner product. Rearranging the following inequality proves the claimed bound.

\[0\ge-\langle g(y)-g(x),v\rangle+m\|v\|^2.\]
Corresponding Lean step

rw [inner_sub_left] expands the goal. linarith combines the two inequalities and cancels the function values.

4. The positive-modulus test consumer

If m>0 and g(x)=g(y), the bound forces the displacement to vanish, as calculated below. The focused test checks this consequence; it is not a second registered theorem.

\[0\ge m\|y-x\|^2\ge0\quad\Longrightarrow\quad x=y.\]
Corresponding Lean step

The Set.InjOn example substitutes equal gradients. mul_pos hm (pow_pos hn' 2) excludes a nonzero displacement, and norm_eq_zero and sub_eq_zero conclude equality.

Lean statement · gradient_inner_lower_bound_of_strongConvexOn

The set is convex as part of StrongConvexOn. Both x and y belong to s. Supplied gradients are genuine ambient derivatives at all domain points; no totalized derivative is used to manufacture differentiability. Complete real inner-product space, with arbitrary real m. No extra smoothness, Hessian, measure or integrability assumptions.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

theorem gradient_inner_lower_bound_of_strongConvexOn
    {s : Set E} {f : E → ℝ} {m : ℝ} {grad : E → E}
    (hsc : StrongConvexOn s m f)
    (hgrad : ∀ z ∈ s, HasGradientAt f (grad z) z)
    {x y : E} (hx : x ∈ s) (hy : y ∈ s) :
    m * ‖y - x‖ ^ 2 ≤ inner ℝ (grad y - grad x) (y - x)

Exact module and namespace context

Lean proof · gradient_inner_lower_bound_of_strongConvexOn

hxy and hyx are the two calls to the same ASTIS parent. rw changes the reversed displacement to a negative, normalizes its norm, and expands inner_sub_left. linarith combines the two scalar inequalities without assuming the desired conclusion.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

theorem gradient_inner_lower_bound_of_strongConvexOn
    {s : Set E} {f : E → ℝ} {m : ℝ} {grad : E → E}
    (hsc : StrongConvexOn s m f)
    (hgrad : ∀ z ∈ s, HasGradientAt f (grad z) z)
    {x y : E} (hx : x ∈ s) (hy : y ∈ s) :
    m * ‖y - x‖ ^ 2 ≤ inner ℝ (grad y - grad x) (y - x) := by
  have hxy := firstOrder_lower_bound_of_strongConvexOn hsc hgrad hx hy
  have hyx := firstOrder_lower_bound_of_strongConvexOn hsc hgrad hy hx
  rw [show x - y = -(y - x) by abel, inner_neg_right, norm_neg] at hyx
  rw [inner_sub_left]
  linarith

end

end StrongConvexFirstOrder
end Analysis
end TechnicalLemmas
end AutoSamplingTheory

Exact module and namespace context

Scope and omitted-condition boundaries

  • The existing first-order bound is used at both endpoints. The proof adds no assumptions beyond that parent interface.
  • The lower bound is strong monotonicity only when m>0, ordinary monotonicity when m=0, and a signed lower bound when m<0.
  • No reverse implication, Hessian equivalence, gradient-flow contraction, Gibbs invariance or sampling rate is proved. The injectivity test is not another registered leaf.

Source and reuse

ASTIS parents called

Mathlib API called (external library)

  • inner_neg_right; norm_neg; inner_sub_left — inner-product and norm identities.
  • abel; linarith — checked algebraic normalization and linear arithmetic.

Mathematical sources

Source correspondence: Chewi Lectures on Optimization, arXiv:2605.07006v1, Proposition 1.6, (1.4)→(1.5). Reverse implications, Hessian equivalence, whole-space source-facing specialization and gradient-flow contraction remain separate obligations. This is not a Gibbs-invariance or sampling-rate theorem.

ASTIS prose is not a quotation or a source-equivalence certificate. Definitions and aliases are explained as constructions, not counted as new mathematical proofs.