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feat(Analysis/Calculus/LipschitzSmooth): add CocoerciveWith
Introduce the `CocoerciveWith K f` predicate on a Hilbert space and the elementary direction `K`-cocoercive ⟹ `K`-Lipschitz gradient (Cauchy-Schwarz). The converse direction `K`-smooth + convex ⟹ `K`-cocoercive (Baillon-Haddad) is provided in a follow-up.
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/-
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Copyright (c) 2026 Christoph Spiegel. All rights reserved.
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Released under Apache 2.0 license as described in the file LICENSE.
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Authors: Christoph Spiegel
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-/
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module
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public import Mathlib.Analysis.Calculus.Gradient.Basic
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/-!
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# Cocoercivity
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A function `f : F → ℝ` on a Hilbert space is **`K`-cocoercive** if its gradient satisfies
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`‖∇ f y - ∇ f x‖² ≤ K · ⟪∇ f y - ∇ f x, y - x⟫` for all `x, y`. This is the conclusion of
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the Baillon-Haddad theorem (`K`-smooth + convex ⟹ `K`-cocoercive); this file packages
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only the predicate and the elementary direction `K`-cocoercive ⟹ `K`-Lipschitz gradient,
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which is a pure Cauchy-Schwarz consequence and needs no convexity or smoothness input.
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-/
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public section
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variable {F : Type*} [NormedAddCommGroup F] [InnerProductSpace ℝ F] [CompleteSpace F]
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open scoped Gradient RealInnerProductSpace
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/-- A function `f : F → ℝ` on a Hilbert space is **`K`-cocoercive** if its gradient satisfies
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`‖∇ f y - ∇ f x‖² ≤ K · ⟪∇ f y - ∇ f x, y - x⟫` for all `x, y`. Equivalent to the standard
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`(1/K)·‖·‖² ≤ ⟪·,·⟫` form when `0 < K`, but well-defined and meaningful even at `K = 0`
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(then forces `∇ f` constant). The conclusion of the Baillon-Haddad theorem. -/
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abbrev CocoerciveWith (K : NNReal) (f : F → ℝ) : Prop :=
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∀ x y : F, ‖∇ f y - ∇ f x‖ ^ 2 ≤ ↑K * ⟪∇ f y - ∇ f x, y - x⟫
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/-- A `K`-cocoercive gradient is `K`-Lipschitz. (One direction of the Baillon-Haddad
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characterisation; the reverse requires convexity.) -/
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theorem CocoerciveWith.lipschitzWith_gradient {K : NNReal} {f : F → ℝ}
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(h : CocoerciveWith K f) : LipschitzWith K (∇ f) :=
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lipschitzWith_iff_dist_le_mul.mpr fun x y => by
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simp only [dist_eq_norm']
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have hcs : ⟪∇ f y - ∇ f x, y - x⟫ ≤ ‖∇ f y - ∇ f x‖ * ‖y - x‖ := real_inner_le_norm _ _
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nlinarith [h x y, mul_nonneg K.coe_nonneg (norm_nonneg (y - x)),
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mul_le_mul_of_nonneg_left hcs K.coe_nonneg]

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