Samplinglib
Lean gate not recorded for this source state main · 0e31a3cda412
Optimisation Library · Sinho Chewi

Lectures on Optimization

A public theorem-proof formalization route following arXiv:2605.07006 section by section.

StatusPartially formalizedPrimary arXiv source ↗
Source hierarchy

Chewi is the formalization target; Beck is background.

Chewi's notes are the controlling public source. The notes themselves state that they are primarily based on Bubeck (2015), Beck (2017), and Nesterov (2018). Those works remain attributed background and cross-check references. Mathlib, Optlib, and CvxLean are searched before new Lean declarations are introduced.

reuseadaptmissingout of scope
Lecture-note contents

13 chapters + Appendix A

02
Partially formalized

Gradient flow

§2 · 6 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

03
Partially formalized

Gradient descent: smooth case

§3 · 20 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

04
Partially formalized

Lower bounds for smooth optimization

§4 · 6 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

05
scaffold

Acceleration

§5 · 0 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

06
scaffold

Non-smooth convex optimization

§6 · 0 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

07
scaffold

Frank-Wolfe

§7 · 0 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

08
scaffold

Proximal methods

§8 · 0 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

09
scaffold

Fenchel duality

§9 · 0 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

10
scaffold

Mirror methods

§10 · 0 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

11
scaffold

Alternating minimization

§11 · 0 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

12
scaffold

Stochastic optimization

§12 · 0 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

13
scaffold

Interior point methods

§13 · 0 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

A
scaffold

Background on symmetric matrices

Appendix A · 0 mapped, independently verified local proof declarations. Source equivalence and chapter completion are separate.

Formal upstreams

Reuse checked formal mathematics before reproving it.

Optlib

Convex analysis, proximal maps, first-order algorithms, acceleration, block methods, and ADMM.

Open Optlib ↗

CvxLean

Formal optimization problems, equivalence, reduction, relaxation, and verified transformations.

Open CvxLean ↗