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| 1 | +/- |
| 2 | +Copyright (c) 2026 Christoph Spiegel. All rights reserved. |
| 3 | +Released under Apache 2.0 license as described in the file LICENSE. |
| 4 | +Authors: Christoph Spiegel |
| 5 | +-/ |
| 6 | +module |
| 7 | + |
| 8 | +public import Mathlib.Analysis.Calculus.Gradient.Basic |
| 9 | + |
| 10 | +/-! |
| 11 | +# Cocoercivity |
| 12 | +
|
| 13 | +A function `f : F → ℝ` on a Hilbert space is **`K`-cocoercive** if its gradient satisfies |
| 14 | +`‖∇ f y - ∇ f x‖² ≤ K · ⟪∇ f y - ∇ f x, y - x⟫` for all `x, y`. This is the conclusion of |
| 15 | +the Baillon-Haddad theorem (`K`-smooth + convex ⟹ `K`-cocoercive); this file packages |
| 16 | +only the predicate and the elementary direction `K`-cocoercive ⟹ `K`-Lipschitz gradient, |
| 17 | +which is a pure Cauchy-Schwarz consequence and needs no convexity or smoothness input. |
| 18 | +-/ |
| 19 | + |
| 20 | +public section |
| 21 | + |
| 22 | +variable {F : Type*} [NormedAddCommGroup F] [InnerProductSpace ℝ F] [CompleteSpace F] |
| 23 | + |
| 24 | +open scoped Gradient RealInnerProductSpace |
| 25 | + |
| 26 | +/-- A function `f : F → ℝ` on a Hilbert space is **`K`-cocoercive** if its gradient satisfies |
| 27 | +`‖∇ f y - ∇ f x‖² ≤ K · ⟪∇ f y - ∇ f x, y - x⟫` for all `x, y`. Equivalent to the standard |
| 28 | +`(1/K)·‖·‖² ≤ ⟪·,·⟫` form when `0 < K`, but well-defined and meaningful even at `K = 0` |
| 29 | +(then forces `∇ f` constant). The conclusion of the Baillon-Haddad theorem. -/ |
| 30 | +abbrev CocoerciveWith (K : NNReal) (f : F → ℝ) : Prop := |
| 31 | + ∀ x y : F, ‖∇ f y - ∇ f x‖ ^ 2 ≤ ↑K * ⟪∇ f y - ∇ f x, y - x⟫ |
| 32 | + |
| 33 | +/-- A `K`-cocoercive gradient is `K`-Lipschitz. (One direction of the Baillon-Haddad |
| 34 | +characterisation; the reverse requires convexity.) -/ |
| 35 | +theorem CocoerciveWith.lipschitzWith_gradient {K : NNReal} {f : F → ℝ} |
| 36 | + (h : CocoerciveWith K f) : LipschitzWith K (∇ f) := |
| 37 | + lipschitzWith_iff_dist_le_mul.mpr fun x y => by |
| 38 | + simp only [dist_eq_norm'] |
| 39 | + have hcs : ⟪∇ f y - ∇ f x, y - x⟫ ≤ ‖∇ f y - ∇ f x‖ * ‖y - x‖ := real_inner_le_norm _ _ |
| 40 | + nlinarith [h x y, mul_nonneg K.coe_nonneg (norm_nonneg (y - x)), |
| 41 | + mul_le_mul_of_nonneg_left hcs K.coe_nonneg] |
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