Plain-English statement
- Quantitative monotonicity of genuine ambient gradients on a convex domain implies strong convexity, with the same (possibly signed) modulus.
Read the mathematics first, then descend into Lean
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Proof architecture
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Lean statement
theorem strongConvexOn_of_gradient_inner_lower_bound
{s : Set E} {f : E → ℝ} {m : ℝ} {grad : E → E}
(hs : Convex ℝ s)
(hgrad : ∀ z ∈ s, HasGradientAt f (grad z) z)
(hmono : ∀ x ∈ s, ∀ y ∈ s,
m * ‖y - x‖ ^ 2 ≤ inner ℝ (grad y - grad x) (y - x)) :
StrongConvexOn s m f := by
refine ⟨hs, ?_⟩
intro x hx y hy a b ha hb hab
let p : ℝ → E := fun t => x + t • (y - x)
let q : ℝ → ℝ := fun t => f (p t) - m / 2 * t ^ 2 * ‖y - x‖ ^ 2
let q' : ℝ → ℝ := fun t => inner ℝ (grad (p t)) (y - x) - m * t * ‖y - x‖ ^ 2
have hp : ∀ t ∈ Icc (0 : ℝ) 1, p t ∈ s := by
intro t ht
exact hs.add_smul_sub_mem hx hy ht
have hq : ∀ t ∈ Icc (0 : ℝ) 1, HasDerivAt q (q' t) t := by
intro t ht
have hline : HasDerivAt (fun u => f (p u))
(inner ℝ (grad (p t)) (y - x)) t := by
have hpderiv : HasDerivAt p (y - x) t := by
simpa [p] using ((hasDerivAt_id t).smul_const (y - x)).const_add x
convert! (hgrad (p t) (hp t ht)).hasFDerivAt.comp_hasDerivAt t hpderiv using 1
have hquad := (((hasDerivAt_id t).pow 2).const_mul (m / 2)).mul_const (‖y - x‖ ^ 2)
convert! hline.sub hquad using 1
simp only [q', id_eq]
ring
have hmon : MonotoneOn q' (Icc (0 : ℝ) 1) := by
intro u hu v hv huv
rcases eq_or_lt_of_le huv with rfl | huv
· exact le_rfl
have h := hmono (p u) (hp u hu) (p v) (hp v hv)
have hdis : p v - p u = (v - u) • (y - x) := by
simp only [p, add_sub_add_left_eq_sub, sub_smul]
rw [hdis, inner_smul_right, norm_smul, Real.norm_eq_abs, mul_pow, sq_abs] at h
have hscaled : (v - u) * (m * (v - u) * ‖y - x‖ ^ 2) ≤
(v - u) * inner ℝ (grad (p v) - grad (p u)) (y - x) := by
nlinarith [h]
have hbound := le_of_mul_le_mul_left hscaled (sub_pos.mpr huv)
rw [inner_sub_left] at hbound
dsimp [q']
linarith
have hconv : ConvexOn ℝ (Icc (0 : ℝ) 1) q := by
apply MonotoneOn.convexOn_of_deriv (convex_Icc (0 : ℝ) 1)
(fun t ht => (hq t ht).continuousAt.continuousWithinAt)
(fun t ht => (hq t (interior_subset ht)).differentiableAt.differentiableWithinAt)
intro u hu v hv huv
rw [(hq u (interior_subset hu)).deriv, (hq v (interior_subset hv)).deriv]
exact hmon (interior_subset hu) (interior_subset hv) huv
have hchord := hconv.2 (show (0 : ℝ) ∈ Icc 0 1 by norm_num)
(show (1 : ℝ) ∈ Icc 0 1 by norm_num) ha hb hab
have hpoint : a • x + b • y = p b := by
have ha' : a = 1 - b := by linarith
simp [p, ha', sub_smul, smul_sub]
abel
rw [hpoint]
simp only [smul_eq_mul, mul_zero, mul_one, zero_add] at hchord ⊢
norm_num [q, p] at hchord
rw [norm_sub_rev] at hchord
have ha' : a = 1 - b := by linarith
rw [ha'] at hchord ⊢
dsimp [p]
nlinarith [hchord]
end AutoSamplingTheory.TechnicalLemmas.Analysis.StrongConvexGradientConverse
Open AutoSamplingTheory/TechnicalLemmas/Analysis/StrongConvexGradientConverse.lean:31published source at 0e31a3cda412
Proof architecture
Shared converse for optimization gradient criteria; signed quadratic and closed-domain midpoint consumers in Tests.Shared.StrongConvexGradientConverse
Lean proof walkthrough
- Read the quantified variables and typeclass brackets as part of the mathematical statement; inferred arguments are not missing assumptions.
- `intro` introduces quantified hypotheses into the local proof context.
- `have` creates a named intermediate mathematical fact.
- `rw` rewrites by an established identity.
- `simp` normalizes through registered definitional and theorem rewrites.
- `apply` reduces the goal to the hypotheses of a reusable theorem.
- `refine` instantiates a reusable theorem while leaving explicit subgoals.
- `exact` closes the current goal with an already typed term.
Why the statement has this shape
The declaration is kept at the reusable level recorded by its Registry tags and direct consumers. Explicit measures, spaces, wrappers, and regularity hypotheses expose interfaces that paper notation often infers. A theorem card explains those interfaces but never widens the compiled statement.
Hidden assumptions and non-claims
- Totalized `fderiv` values must not be read as a differentiability theorem.
- Genuine differentiability is localized to the hypotheses shown in the Lean statement.