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| import Mathlib | |
| import OAI.Combinatorics.KServer.Minimization | |
| import OAI.Combinatorics.KServer.Simplex | |
| namespace OAI | |
| noncomputable section | |
| open scoped BigOperators Topology | |
| open Finset Set Filter MeasureTheory | |
| /-! The exact source primitives installed in the actual affine minimizer | |
| recursion. The coefficients use raw core flags; fine caps are deliberately | |
| absent. The zero-potential cases do not evaluate the marked denominator. -/ | |
| namespace KServer.SimplexFamilies | |
| open scoped BigOperators | |
| open Finset Set MeasureTheory | |
| open KServer.SimplexAnalytic KServer.AdaptiveMinimization | |
| variable {J R : Type*} [Fintype J] [DecidableEq J] [Fintype R] | |
| structure Data (J R : Type*) [Fintype J] where | |
| active : Finset J | |
| flags : J → R → Bool | |
| F : J → ℝ → ℝ | |
| eta : J → ℝ | |
| base : J → ℝ | |
| zeroPotential : Bool | |
| measurable : ∀ i, Measurable (F i) | |
| positive : ∀ i y, 0 ≤ y → 0 < F i y | |
| integrable : ∀ i, IntervalIntegrable (singularKernel (F i)) volume 0 1 | |
| base_mem : ∀ i, base i ∈ Set.Icc 0 1 | |
| omit [DecidableEq J] [Fintype R] in | |
| def K (d : Data J R) (a : J → ℝ) (i : J) : ℝ := ∫ s in d.base i..a i, kernel (d.F i) s | |
| omit [DecidableEq J] [Fintype R] in | |
| def Z (d : Data J R) (a : J → ℝ) (i : J) : ℝ := ∫ s in d.base i..a i, singularKernel (d.F i) s | |
| def core (d : Data J R) (p : J × R → ℝ) (i : J) : ℝ := ∑ r, if d.flags i r then p (i,r) else 0 | |
| def potential (C ell : ℝ) (d : Data J R) (B a : J → ℝ) : ℝ := | |
| if d.zeroPotential then 0 else ∑ i, primitive (d.F i) C ell (d.eta i) (∑ j, B j) (B i) (d.base i) (a i) | |
| def coefficient (C ell : ℝ) (d : Data J R) (a : J → ℝ) (ir : J × R) : ℝ := | |
| if d.zeroPotential then 0 else if d.flags ir.1 ir.2 then | |
| C*ell*((∑ i, K d a i)-(1+d.eta ir.1)*Z d a ir.1) else 0 | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma K_continuous (d : Data J R) (i : J) : | |
| ContinuousOn (fun a => K d a i) (ChangingDomains.simplex d.active) := by | |
| have hi := kernel_intervalIntegrable (d.measurable i) (d.positive i) (d.integrable i) | |
| have he : Set.uIcc (0:ℝ) 1=Set.Icc 0 1 := uIcc_of_le (by norm_num) | |
| have hc := intervalIntegral.continuousOn_primitive_interval' hi (he.symm ▸ d.base_mem i) | |
| rw [he] at hc | |
| exact hc.comp (continuous_apply i).continuousOn (fun a ha => ChangingDomains.simplex_coordinate ha i) | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma Z_continuous (d : Data J R) (i : J) : | |
| ContinuousOn (fun a => Z d a i) (ChangingDomains.simplex d.active) := by | |
| have he : Set.uIcc (0:ℝ) 1=Set.Icc 0 1 := uIcc_of_le (by norm_num) | |
| have hc := intervalIntegral.continuousOn_primitive_interval' (d.integrable i) (he.symm ▸ d.base_mem i) | |
| rw [he] at hc | |
| exact hc.comp (continuous_apply i).continuousOn (fun a ha => ChangingDomains.simplex_coordinate ha i) | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma coefficient_continuous (C ell : ℝ) (d : Data J R) (ir : J × R) : | |
| ContinuousOn (fun a => coefficient C ell d a ir) (ChangingDomains.simplex d.active) := by | |
| unfold coefficient | |
| split_ifs | |
| · exact continuousOn_const | |
| · exact ((continuousOn_finsetSum _ fun i _ => K_continuous d i).sub | |
| ((Z_continuous d ir.1).const_mul _)).const_mul _ | |
| · exact continuousOn_const | |
| def family (C ell : ℝ) : Family (Data J R) (J × R) J where | |
| domain d := ChangingDomains.simplex d.active | |
| compact d := ChangingDomains.simplex_compact d.active | |
| seed d := ⟨ChangingDomains.canonical d.active,ChangingDomains.canonical_mem d.active⟩ | |
| offset _ _ := 0 | |
| coefficient := coefficient C ell | |
| offset_continuous _ := continuousOn_const | |
| coefficient_continuous := coefficient_continuous C ell | |
| /-- Algebraic equality with the literal sum of the source's improper | |
| integrals. In particular the family does not substitute another potential. -/ | |
| lemma value_eq (C ell : ℝ) (d : Data J R) (p : J × R → ℝ) (a : J → ℝ) | |
| (ha : a ∈ ChangingDomains.simplex d.active) : | |
| (family C ell).value d p a=potential C ell d (core d p) a := by | |
| by_cases hz : d.zeroPotential=true | |
| · simp [Family.value,family,coefficient,potential,hz] | |
| · have hi : ∀ i, primitive (d.F i) C ell (d.eta i) (∑ j, core d p j) (core d p i) (d.base i) (a i)= | |
| C*ell*((∑ j, core d p j)*K d a i-(1+d.eta i)*core d p i*Z d a i) := by | |
| intro i | |
| exact primitive_affine (d.measurable i) (d.positive i) (d.integrable i) C ell _ _ _ | |
| (d.base_mem i) (ChangingDomains.simplex_coordinate ha i) | |
| simp only [Family.value,family,coefficient,potential,hz,Bool.false_eq_true,ite_false,zero_add] | |
| rw [Fintype.sum_prod_type] | |
| have hr (i : J) : (∑ r, (if d.flags i r=true then C*ell*((∑ j, K d a j)-(1+d.eta i)*Z d a i) else 0)*p (i,r))= | |
| C*ell*((∑ j, K d a j)-(1+d.eta i)*Z d a i)*core d p i := by | |
| rw [core,mul_sum] | |
| exact sum_congr rfl fun r _ => by split_ifs <;> simp_all | |
| simp_rw [hr,hi] | |
| have heL (i : J) : C*ell*((∑ j, K d a j)-(1+d.eta i)*Z d a i)*core d p i = | |
| (C*ell*(∑ j, K d a j))*core d p i-C*ell*((1+d.eta i)*core d p i*Z d a i) := by ring | |
| have heR (i : J) : C*ell*((∑ j, core d p j)*K d a i-(1+d.eta i)*core d p i*Z d a i) = | |
| (C*ell*(∑ j, core d p j))*K d a i-C*ell*((1+d.eta i)*core d p i*Z d a i) := by ring | |
| simp_rw [heL,heR] | |
| simp only [sum_sub_distrib,←mul_sum] | |
| ring | |
| /-- Uniform endpoint bound from the same dimension-free rank slopes; the | |
| finite number of coordinates may occur only in this additive endpoint. -/ | |
| lemma value_bound (C ell : ℝ) (d : Data J R) (p : J × R → ℝ) (a : J → ℝ) {L : ℝ} | |
| (hc : ∀ ir, |coefficient C ell d a ir| ≤ L) (hp : ∀ ir, p ir ∈ Set.Icc 0 1) : | |
| |(family C ell).value d p a| ≤ L*Fintype.card (J × R) := by | |
| change |0+∑ ir, coefficient C ell d a ir*p ir| ≤ _ | |
| rw [zero_add] | |
| calc _ ≤ ∑ ir, |coefficient C ell d a ir*p ir| := abs_sum_le_sum_abs _ _ | |
| _ ≤ ∑ _ir : J × R, L := sum_le_sum fun ir _ => by | |
| rw [abs_mul,abs_of_nonneg (hp ir).1] | |
| exact (mul_le_mul_of_nonneg_left (hp ir).2 (abs_nonneg _)).trans (by simpa using hc ir) | |
| _ = _ := by simp [mul_comm] | |
| def regular (A : Finset J) (flags : J → R → Bool) (h eta : J → ℝ) | |
| (hh : ∀ i, 1 ≤ h i) : Data J R where | |
| active := A | |
| flags := flags | |
| F i := regularF (h i) | |
| eta := eta | |
| base _ := 0 | |
| zeroPotential := false | |
| measurable i := by unfold regularF; fun_prop | |
| positive i y hy := (show 0 < h i by linarith [hh i]).trans_le (regularF_lower (by linarith [hh i]) hy) | |
| integrable i := regular_singular_intervalIntegrable (by linarith [hh i]) | |
| base_mem _ := ⟨le_rfl,by norm_num⟩ | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma regular_coefficient_bound (A : Finset J) (flags : J → R → Bool) (h eta : J → ℝ) | |
| (hh : ∀ i, 1 ≤ h i) (heta : ∀ i, eta i ∈ Set.Icc 0 1) | |
| {C ell : ℝ} (hC : 0 ≤ C) (hell : 0 ≤ ell) {a : J → ℝ} | |
| (ha : a ∈ ChangingDomains.simplex A) (ir : J × R) : | |
| |coefficient C ell (regular A flags h eta hh) a ir| ≤ 3*C*ell := by | |
| have hai i := ChangingDomains.simplex_coordinate ha i | |
| have hb i := regular_coefficients (hh i) (hai i) | |
| have hs : (∑ i, K (regular A flags h eta hh) a i) ∈ Set.Icc 0 1 := by | |
| constructor | |
| · exact sum_nonneg fun i _ => (hb i).1.1 | |
| · have hm := sum_le_sum fun i (_ : i∈Finset.univ) => (hb i).1.2 | |
| change (∑ i, K (regular A flags h eta hh) a i) ≤ ∑ i, a i at hm | |
| rw [ha.2.1] at hm | |
| split_ifs at hm <;> linarith | |
| change |if flags ir.1 ir.2=true then C*ell*((∑ i, K (regular A flags h eta hh) a i)-(1+eta ir.1)*Z (regular A flags h eta hh) a ir.1) else 0| ≤ _ | |
| split_ifs with hf | |
| · rw [abs_mul,abs_of_nonneg (mul_nonneg hC hell)] | |
| have hj : Z (regular A flags h eta hh) a ir.1 ∈ Set.Icc 0 1 := (hb ir.1).2 | |
| have hprod := mul_le_mul (show 1+eta ir.1 ≤ 2 by linarith [(heta ir.1).2]) hj.2 hj.1 (by norm_num : (0:ℝ)≤2) | |
| have hprodn := mul_nonneg (show 0 ≤ 1+eta ir.1 by linarith [(heta ir.1).1]) hj.1 | |
| have hab : |(∑ i, K (regular A flags h eta hh) a i)-(1+eta ir.1)*Z (regular A flags h eta hh) a ir.1| ≤ 3 := by | |
| rw [abs_le] | |
| constructor <;> linarith [hs.1,hs.2] | |
| nlinarith [mul_le_mul_of_nonneg_left hab (mul_nonneg hC hell)] | |
| · simp only [abs_zero]; positivity | |
| /-- The marked base point is exactly one; no value with `u=0` is accepted. -/ | |
| def marked (A : Finset J) (flags : J → R → Bool) (o : J) (h eta : J → ℝ) | |
| (u : ℝ) (hu : 0 < u) (hu1 : u ≤ 1) (hh : ∀ i ≠ o, 1 ≤ h i) : Data J R where | |
| active := A | |
| flags := flags | |
| F i := if i=o then markedF u (1+Real.log (1/u)) else regularF (h i) | |
| eta := eta | |
| base i := if i=o then 1 else 0 | |
| zeroPotential := false | |
| measurable i := by | |
| by_cases hi : i=o | |
| · simpa only [ite_eq_left hi] using (show Measurable (markedF u (1+Real.log (1/u))) by unfold markedF; fun_prop) | |
| · simpa only [ite_eq_right hi] using (show Measurable (regularF (h i)) by unfold regularF; fun_prop) | |
| positive i y hy := by | |
| split_ifs with hi | |
| · apply marked_positive hu _ y hy | |
| have := log_inverse_nonneg ⟨hu,hu1⟩ | |
| linarith | |
| · exact (show 0 < h i by linarith [hh i hi]).trans_le | |
| (regularF_lower (by linarith [hh i hi]) hy) | |
| integrable i := by | |
| split_ifs with hi | |
| · apply marked_singular_intervalIntegrable hu | |
| have := log_inverse_nonneg ⟨hu,hu1⟩ | |
| linarith | |
| · exact regular_singular_intervalIntegrable (by linarith [hh i hi]) | |
| base_mem i := by split_ifs <;> constructor <;> norm_num | |
| omit [Fintype R] in | |
| lemma marked_coefficient_bound (A : Finset J) (flags : J → R → Bool) (o : J) (h eta : J → ℝ) | |
| {u C ell : ℝ} (hu : 0 < u) (hu1 : u ≤ 1) (hh : ∀ i ≠ o, 1 ≤ h i) | |
| (heta : ∀ i, eta i ∈ Set.Icc 0 1) (hC : 0 ≤ C) (hell : 0 ≤ ell) {a : J → ℝ} | |
| (ha : a ∈ ChangingDomains.simplex A) (ir : J × R) : | |
| |coefficient C ell (marked A flags o h eta u hu hu1 hh) a ir| ≤ 13*C*ell := by | |
| let d := marked A flags o h eta u hu hu1 hh | |
| have hai i := ChangingDomains.simplex_coordinate ha i | |
| have hK (i : J) : |K d a i| ≤ a i+if i=o then 4 else 0 := by | |
| by_cases hi : i=o | |
| · subst i | |
| simp only [K,d,marked,ite_true] | |
| rw [intervalIntegral.integral_symm,abs_neg, | |
| abs_of_nonneg (marked_coefficients hu hu1 rfl (hai o)).1.1] | |
| linarith [(marked_coefficients hu hu1 rfl (hai o)).1.2,ha.1 o] | |
| · simp only [K,d,marked,ite_eq_right hi,add_zero] | |
| rw [abs_of_nonneg (regular_coefficients (hh i hi) (hai i)).1.1] | |
| exact (regular_coefficients (hh i hi) (hai i)).1.2 | |
| have hs : |∑ i, K d a i| ≤ 5 := by | |
| apply (abs_sum_le_sum_abs _ _).trans | |
| have ht := sum_le_sum fun i (_ : i∈Finset.univ) => hK i | |
| classical | |
| have he : (∑ i : J, if i=o then (4:ℝ) else 0)=4 := by simp | |
| rw [sum_add_distrib,he,ha.2.1] at ht | |
| split_ifs at ht <;> linarith | |
| have hZ (i : J) : |Z d a i| ≤ 4 := by | |
| by_cases hi : i=o | |
| · subst i | |
| simp only [Z,d,marked,ite_true] | |
| rw [intervalIntegral.integral_symm,abs_neg, | |
| abs_of_nonneg (marked_coefficients hu hu1 rfl (hai o)).2.1] | |
| exact (marked_coefficients hu hu1 rfl (hai o)).2.2 | |
| · simp only [Z,d,marked,ite_eq_right hi] | |
| rw [abs_of_nonneg (regular_coefficients (hh i hi) (hai i)).2.1] | |
| linarith [(regular_coefficients (hh i hi) (hai i)).2.2] | |
| change |if flags ir.1 ir.2=true then C*ell*((∑ i, K d a i)-(1+eta ir.1)*Z d a ir.1) else 0| ≤ _ | |
| split_ifs | |
| · rw [abs_mul,abs_of_nonneg (mul_nonneg hC hell)] | |
| have hprod : |(1+eta ir.1)*Z d a ir.1| ≤ 8 := by | |
| rw [abs_mul,abs_of_nonneg (show 0 ≤ 1+eta ir.1 by linarith [(heta ir.1).1])] | |
| have := mul_le_mul (show 1+eta ir.1 ≤ 2 by linarith [(heta ir.1).2]) | |
| (hZ ir.1) (abs_nonneg _) (by norm_num : (0:ℝ)≤2) | |
| linarith | |
| have hab : |(∑ i, K d a i)-(1+eta ir.1)*Z d a ir.1| ≤ 13 := | |
| (abs_sub _ _).trans (by linarith) | |
| nlinarith [mul_le_mul_of_nonneg_left hab (mul_nonneg hC hell)] | |
| · simp only [abs_zero]; positivity | |
| /-- The automatic empty/singleton rule is a genuine zero potential, not a | |
| singular marked potential evaluated at a zero side parameter. -/ | |
| def automatic (A : Finset J) (flags : J → R → Bool) : Data J R := | |
| {regular A flags (fun _ => 1) (fun _ => 0) (fun _ => le_rfl) with zeroPotential := true} | |
| lemma automatic_value (C ell : ℝ) (A : Finset J) (flags : J → R → Bool) | |
| (p : J × R → ℝ) (a : J → ℝ) : (family C ell).value (automatic A flags) p a=0 := by | |
| simp [Family.value,family,coefficient,automatic] | |
| end KServer.SimplexFamilies | |
| noncomputable section | |
| open scoped BigOperators Topology | |
| open Set Filter | |
| namespace KServer.SimplexTracker | |
| variable {ι : Type*} [Fintype ι] | |
| def simplex : Set (ι → ℝ) := {a | (∀ i, 0 ≤ a i) ∧ ∑ i, a i = 1} | |
| def potential (f : ι → ℝ → ℝ) (a : ι → ℝ) : ℝ := ∑ i, f i (a i) | |
| def movement (a b : ι → ℝ) : ℝ := ∑ i, |a i - b i| | |
| def objective (f : ι → ℝ → ℝ) (S : ℝ) (a₀ a : ι → ℝ) : ℝ := | |
| potential f a + S * movement a a₀ | |
| lemma max_coordinate {a : ι → ℝ} (ha : a ∈ simplex) (i : ι) : a i ≤ 1 := by | |
| have h := Finset.single_le_sum (fun j _ => ha.1 j) (Finset.mem_univ i) | |
| rwa [ha.2] at h | |
| /-- Quantitative deficit from replacing alpha_i by alpha_i/(1+eta_i). -/ | |
| lemma weighted_deficit {a h η : ι → ℝ} {ct ell ηmax : ℝ} | |
| (ha : a ∈ simplex) (hh : ∀ i, 0 ≤ h i) (hc : 0 < ct) (hl : 0 < ell) | |
| (hη : ∀ i, η i = ct * h i / ell) (hmax : ∀ i, η i ≤ ηmax) : | |
| ∑ i, a i / (1 + η i) ≤ | |
| 1 - ct / (ell * (1 + ηmax)) * ∑ i, a i * h i := by | |
| by_cases he : IsEmpty ι | |
| · let := he | |
| have : (0 : ℝ) = 1 := by simpa using ha.2 | |
| norm_num at this | |
| have : Nonempty ι := not_isEmpty_iff.mp he | |
| have hη0 : ∀ i, 0 ≤ η i := fun i => by rw [hη i]; exact div_nonneg (mul_nonneg hc.le (hh i)) hl.le | |
| have hmax0 : 0 ≤ ηmax := (hη0 (Classical.arbitrary ι)).trans (hmax _) | |
| have hi : ∀ i, a i / (1 + η i) ≤ | |
| a i - ct / (ell * (1 + ηmax)) * (a i * h i) := by | |
| intro i | |
| have hden : 0 < 1 + η i := by linarith [hη0 i] | |
| have hdm : 0 < 1 + ηmax := by linarith | |
| have hle := mul_le_mul_of_nonneg_left (hmax i) (ha.1 i) | |
| have hhi : ell * η i = ct * h i := by rw [hη i]; field_simp | |
| apply (div_le_iff₀ hden).mpr | |
| apply (mul_le_mul_iff_right₀ (mul_pos hl hdm)).mp | |
| field_simp | |
| rw [← hhi] | |
| nlinarith [mul_nonneg (mul_nonneg (ha.1 i) hl.le) | |
| (mul_nonneg (hη0 i) (sub_nonneg.mpr (hmax i)))] | |
| have hs := Finset.sum_le_sum fun i (_ : i ∈ Finset.univ) => hi i | |
| simpa only [Finset.sum_sub_distrib, ← Finset.mul_sum, ha.2] using hs | |
| /-- The derivative contradiction in eq:alpha-derivative-contradiction, | |
| with coefficients general enough to include the marked denominator. -/ | |
| lemma exists_negative_derivative {a h η F B γ : ι → ℝ} | |
| {ct ell ηmax Cα CF S : ℝ} | |
| (ha : a ∈ simplex) (hh : ∀ i, 0 ≤ h i) (hc : 0 < ct) (hl : 0 < ell) | |
| (hη : ∀ i, η i = ct * h i / ell) (hmax : ∀ i, η i ≤ ηmax) | |
| (hCa : 0 < Cα) (_hCF : 0 ≤ CF) (hS : 0 < S) | |
| (hB : ∑ i, B i = S) (hF : ∀ i, 0 ≤ F i) | |
| (hT : 0 < ∑ i, a i * h i) | |
| (hden : ∑ i, a i * F i ≤ CF * ∑ i, a i * h i) | |
| (hgap : 2 * CF * (1 + ηmax) < Cα * ct) | |
| (hidentity : ∀ i, a i * F i / (1 + η i) * γ i = | |
| Cα * ell * (S * (a i / (1 + η i)) - B i)) : | |
| ∃ i, γ i < -2 * S := by | |
| have hη0 : ∀ i, 0 ≤ η i := fun i => by rw [hη i]; exact div_nonneg (mul_nonneg hc.le (hh i)) hl.le | |
| have hdef := weighted_deficit ha hh hc hl hη hmax | |
| by_contra hall | |
| push Not at hall | |
| have hlow : -2 * S * (CF * ∑ i, a i * h i) ≤ | |
| ∑ i, a i * F i / (1 + η i) * γ i := by | |
| calc | |
| _ ≤ -2 * S * ∑ i, a i * F i := | |
| mul_le_mul_of_nonpos_left hden (by linarith) | |
| _ ≤ ∑ i, a i * F i / (1 + η i) * γ i := by | |
| rw [Finset.mul_sum] | |
| apply Finset.sum_le_sum | |
| intro i _ | |
| have hp : 0 ≤ a i * F i := mul_nonneg (ha.1 i) (hF i) | |
| have hd : 0 < 1 + η i := by linarith [hη0 i] | |
| have hdiv : a i * F i / (1 + η i) ≤ a i * F i := by | |
| apply (div_le_iff₀ hd).mpr | |
| nlinarith [mul_nonneg hp (hη0 i)] | |
| have hmul := mul_le_mul_of_nonneg_left (hall i) (div_nonneg hp hd.le) | |
| nlinarith | |
| have heq : (∑ i, a i * F i / (1 + η i) * γ i) = | |
| Cα * ell * (S * ∑ i, a i / (1 + η i) - S) := by | |
| simp_rw [hidentity] | |
| rw [← Finset.mul_sum, Finset.sum_sub_distrib, ← Finset.mul_sum, hB] | |
| rw [heq] at hlow | |
| have hnon : Nonempty ι := by | |
| by_contra hn | |
| have : IsEmpty ι := not_nonempty_iff.mp hn | |
| simp at hT | |
| let := hnon | |
| have hmax0 : 0 ≤ ηmax := (hη0 (Classical.arbitrary ι)).trans (hmax _) | |
| have hdm : 0 < ell * (1 + ηmax) := by positivity | |
| have hup := mul_le_mul_of_nonneg_left hdef (show 0 ≤ Cα * ell * S by positivity) | |
| have hstrict := mul_pos (sub_pos.mpr hgap) (mul_pos hS hT) | |
| have hid : ell * (1 + ηmax) * (ct / (ell * (1 + ηmax))) = ct := by | |
| field_simp | |
| have hlow' := mul_le_mul_of_nonneg_right hlow (show 0 ≤ 1 + ηmax by linarith) | |
| have hup' := mul_le_mul_of_nonneg_right hup (show 0 ≤ 1 + ηmax by linarith) | |
| have hr : Cα * ell * S * (1 - ct / (ell * (1 + ηmax)) * ∑ i, a i * h i) * | |
| (1 + ηmax) = Cα * ell * S * (1 + ηmax) - Cα * ct * S * ∑ i, a i * h i := by | |
| field_simp | |
| rw [hr] at hup' | |
| nlinarith | |
| lemma simplex_isCompact : IsCompact (simplex (ι := ι)) := by | |
| have hc : IsClosed (simplex (ι := ι)) := by | |
| change IsClosed ({a : ι → ℝ | ∀ i, 0 ≤ a i} ∩ {a : ι → ℝ | ∑ i, a i = 1}) | |
| apply IsClosed.inter | |
| · simp only [ofPred_forall] | |
| exact isClosed_iInter fun i => isClosed_le continuous_const (continuous_apply i) | |
| · exact isClosed_eq (continuous_finsetSum _ fun i _ => continuous_apply i) continuous_const | |
| apply (isCompact_pi_infinite fun _ : ι => isCompact_Icc (a := (0 : ℝ)) (b := 1)).of_isClosed_subset hc | |
| intro a ha i | |
| exact ⟨ha.1 i, max_coordinate ha i⟩ | |
| lemma objective_continuousOn {f : ι → ℝ → ℝ} (hf : ∀ i, ContinuousOn (f i) (Icc 0 1)) | |
| (S : ℝ) (a₀ : ι → ℝ) : ContinuousOn (objective f S a₀) simplex := by | |
| apply ContinuousOn.add | |
| · apply continuousOn_finsetSum _ | |
| intro i _ | |
| exact (hf i).comp (continuous_apply i).continuousOn | |
| (fun a ha => ⟨ha.1 i, max_coordinate ha i⟩) | |
| · apply ContinuousOn.const_mul | |
| apply continuousOn_finsetSum _ | |
| intro i _ | |
| exact ((continuous_apply i).sub continuous_const).abs.continuousOn | |
| lemma exists_minimizer {f : ι → ℝ → ℝ} {S : ℝ} {a₀ : ι → ℝ} | |
| (hf : ∀ i, ContinuousOn (f i) (Icc 0 1)) (ha₀ : a₀ ∈ simplex) : | |
| ∃ a ∈ simplex, IsMinOn (objective f S a₀) simplex a := | |
| simplex_isCompact.exists_isMinOn ⟨a₀, ha₀⟩ (objective_continuousOn hf S a₀) | |
| lemma minimizer_payment {f : ι → ℝ → ℝ} {S : ℝ} {a₀ a : ι → ℝ} | |
| (ha₀ : a₀ ∈ simplex) (hm : IsMinOn (objective f S a₀) simplex a) : | |
| S * movement a a₀ ≤ potential f a₀ - potential f a := by | |
| have h := hm ha₀ | |
| change potential f a + S * movement a a₀ ≤ potential f a₀ + S * movement a₀ a₀ at h | |
| have hz : movement a₀ a₀ = 0 := by simp [movement] | |
| rw [hz, mul_zero, add_zero] at h | |
| linarith | |
| lemma sum_replace [DecidableEq ι] (f : ι → ℝ → ℝ) (w : ι → ℝ) (i : ι) (y : ℝ) : | |
| (∑ j, f j (Function.update w i y j)) = (∑ j, f j (w j)) - f i (w i) + f i y := by | |
| have he : (∑ j ∈ Finset.univ.erase i, f j (Function.update w i y j)) = | |
| ∑ j ∈ Finset.univ.erase i, f j (w j) := by | |
| apply Finset.sum_congr rfl | |
| intro j hj | |
| simp [Function.update, (Finset.mem_erase.mp hj).1] | |
| have h₁ := Finset.sum_erase_add Finset.univ (fun j => f j (Function.update w i y j)) | |
| (Finset.mem_univ i) | |
| have h₂ := Finset.sum_erase_add Finset.univ (fun j => f j (w j)) (Finset.mem_univ i) | |
| simp only [Function.update_self, he] at h₁ | |
| linarith | |
| /-- Transfer epsilon from donor i to receiver j, exactly as in §04. -/ | |
| def transfer [DecidableEq ι] (a : ι → ℝ) (i j : ι) (ε : ℝ) : ι → ℝ := | |
| Function.update (Function.update a i (a i - ε)) j (a j + ε) | |
| lemma sum_transfer [DecidableEq ι] (f : ι → ℝ → ℝ) (a : ι → ℝ) {i j : ι} | |
| (hij : i ≠ j) (ε : ℝ) : | |
| (∑ l, f l (transfer a i j ε l)) = | |
| (∑ l, f l (a l)) - f i (a i) + f i (a i - ε) - f j (a j) + f j (a j + ε) := by | |
| simp only [transfer, sum_replace, Function.update_of_ne hij.symm] | |
| lemma transfer_mem_simplex [DecidableEq ι] {a : ι → ℝ} (ha : a ∈ simplex) {i j : ι} | |
| (hij : i ≠ j) {ε : ℝ} (hε : ε ∈ Set.Icc 0 (a i)) : transfer a i j ε ∈ simplex := by | |
| constructor | |
| · intro l | |
| by_cases hlj : l = j | |
| · subst l; simp only [transfer, Function.update_self]; linarith [ha.1 j, hε.1] | |
| by_cases hli : l = i | |
| · subst l; simp [transfer, Function.update_of_ne hij, sub_nonneg.mpr hε.2] | |
| · simpa [transfer, Function.update_of_ne hlj, Function.update_of_ne hli] using ha.1 l | |
| · rw [sum_transfer (fun _ x => x) a hij ε, ha.2] | |
| ring | |
| lemma transfer_min_comparison [DecidableEq ι] {f : ι → ℝ → ℝ} {S : ℝ} {a₀ a : ι → ℝ} | |
| (hS : 0 ≤ S) (ha : a ∈ simplex) (hm : IsMinOn (objective f S a₀) simplex a) | |
| {i j : ι} (hij : i ≠ j) {ε : ℝ} (hε : ε ∈ Set.Icc 0 (a i)) : | |
| f i (a i) + f j (a j) ≤ f i (a i - ε) + f j (a j + ε) + 2 * S * ε := by | |
| have h := hm (transfer_mem_simplex ha hij hε) | |
| change potential f a + S * movement a a₀ ≤ potential f (transfer a i j ε) + | |
| S * movement (transfer a i j ε) a₀ at h | |
| dsimp [potential, movement] at h | |
| rw [sum_transfer f a hij ε, sum_transfer (fun l x => |x - a₀ l|) a hij ε] at h | |
| have hi := abs_sub_le (a i - ε) (a i) (a₀ i) | |
| have hj := abs_sub_le (a j + ε) (a j) (a₀ j) | |
| have hei : |a i - ε - a i| = ε := by rw [show a i - ε - a i = -ε by ring, abs_neg, abs_of_nonneg hε.1] | |
| have hej : |a j + ε - a j| = ε := by rw [show a j + ε - a j = ε by ring, abs_of_nonneg hε.1] | |
| rw [hei] at hi | |
| rw [hej] at hj | |
| have hi' := mul_le_mul_of_nonneg_left hi hS | |
| have hj' := mul_le_mul_of_nonneg_left hj hS | |
| linarith | |
| lemma minimizer_derivative_gap [DecidableEq ι] {f : ι → ℝ → ℝ} {S : ℝ} {a₀ a : ι → ℝ} | |
| (hS : 0 ≤ S) (ha : a ∈ simplex) (hm : IsMinOn (objective f S a₀) simplex a) | |
| {i j : ι} (hij : i ≠ j) (hi : 0 < a i) {di dj : ℝ} | |
| (hdi : HasDerivAt (f i) di (a i)) (hdj : HasDerivAt (f j) dj (a j)) : | |
| di ≤ dj + 2 * S := by | |
| have hc : IsLocalMinOn (fun ε => f i (a i - ε) + f j (a j + ε) + 2 * S * ε) | |
| (Icc 0 (a i)) 0 := by | |
| apply IsMinOn.isLocalMinOn | |
| intro ε hε | |
| simpa using transfer_min_comparison hS ha hm hij hε | |
| have hd : HasDerivAt (fun ε => f i (a i - ε) + f j (a j + ε) + 2 * S * ε) | |
| (-di + dj + 2 * S) 0 := by | |
| have hi' : HasDerivAt (fun ε => f i (a i - ε)) (-di) 0 := by | |
| convert (hdi.comp_of_eq 0 ((hasDerivAt_id 0).const_sub (a i)) (by simp)) using 1 <;> first | rfl | simp | |
| have hj' : HasDerivAt (fun ε => f j (a j + ε)) dj 0 := by | |
| convert (hdj.comp_of_eq 0 ((hasDerivAt_id 0).const_add (a j)) (by simp)) using 1 <;> first | rfl | simp | |
| convert (hi'.add hj').add ((hasDerivAt_id 0).const_mul (2 * S)) using 1 <;> first | rfl | simp | |
| have ht : a i - 0 ∈ posTangentConeAt (Icc 0 (a i)) 0 := | |
| sub_mem_posTangentConeAt_of_segment_subset | |
| ((convex_Icc 0 (a i)).segment_subset ⟨le_rfl, hi.le⟩ ⟨hi.le, le_rfl⟩) | |
| have h := hc.hasFDerivWithinAt_nonneg hd.hasFDerivAt.hasFDerivWithinAt ht | |
| simp only [ContinuousLinearMap.toSpanSingleton_apply, smul_eq_mul, sub_zero] at h | |
| nlinarith | |
| /-- A singular inward slope cannot occur at a constrained global minimum: | |
| there is always a positive donor in the unit simplex. -/ | |
| lemma minimizer_not_inward_atBot [DecidableEq ι] {f : ι → ℝ → ℝ} {S : ℝ} {a₀ a : ι → ℝ} | |
| (hS : 0 ≤ S) (ha : a ∈ simplex) (hm : IsMinOn (objective f S a₀) simplex a) | |
| (hderiv : ∀ i, 0 < a i → DifferentiableAt ℝ (f i) (a i)) | |
| {j : ι} (hj : a j = 0) : | |
| ¬ Tendsto (fun ε : ℝ => (f j ε - f j 0) / ε) (𝓝[>] 0) atBot := by | |
| intro hsing | |
| have hex : ∃ i, 0 < a i := by | |
| by_contra hn | |
| push Not at hn | |
| have hsum : (∑ i, a i) ≤ 0 := Finset.sum_nonpos fun i _ => hn i | |
| linarith [ha.2] | |
| obtain ⟨i, hi⟩ := hex | |
| have hij : i ≠ j := by intro he; subst i; linarith | |
| have hdi := (hderiv i hi).hasDerivAt | |
| have hd : HasDerivAt (fun ε : ℝ => f i (a i - ε)) (-deriv (f i) (a i)) 0 := by | |
| convert hdi.comp_of_eq 0 ((hasDerivAt_id 0).const_sub (a i)) (by simp) using 1 | |
| all_goals first | rfl | simp | |
| have hdl : Tendsto (fun ε : ℝ => (f i (a i - ε) - f i (a i)) / ε) | |
| (𝓝[>] 0) (𝓝 (-deriv (f i) (a i))) := by | |
| convert hd.tendsto_slope_zero_right using 1 | |
| simp [smul_eq_mul, div_eq_mul_inv, mul_comm] | |
| have hbot := tendsto_atBot_add_const_right (𝓝[>] (0 : ℝ)) (2 * S) (hdl.add_atBot hsing) | |
| have hev : ∀ᶠ ε : ℝ in 𝓝[>] 0, | |
| 0 < ε ∧ ε ≤ a i ∧ | |
| (f i (a i - ε) - f i (a i)) / ε + (f j ε - f j 0) / ε + 2 * S < 0 := by | |
| filter_upwards [eventually_mem_nhdsWithin, | |
| (eventually_le_nhds hi).filter_mono nhdsWithin_le_nhds, | |
| hbot.eventually (eventually_lt_atBot 0)] with ε hε hεi hneg | |
| exact ⟨hε, hεi, hneg⟩ | |
| obtain ⟨ε, hε, hεi, hneg⟩ := hev.exists | |
| have h := transfer_min_comparison hS ha hm hij ⟨hε.le, hεi⟩ | |
| rw [hj, zero_add] at h | |
| have hmul := mul_neg_of_neg_of_pos hneg hε | |
| have hid : ((f i (a i - ε) - f i (a i)) / ε + (f j ε - f j 0) / ε + 2 * S) * ε = | |
| f i (a i - ε) - f i (a i) + (f j ε - f j 0) + 2 * S * ε := by | |
| field_simp | |
| rw [hid] at hmul | |
| linarith | |
| /-- Complete minimizer feasibility reduction, using the genuine derivative and | |
| singular endpoint properties of the source primitives. -/ | |
| lemma minimizer_feasible [DecidableEq ι] | |
| {f : ι → ℝ → ℝ} {a₀ a h η F B : ι → ℝ} {ct ell ηmax Cα CF S : ℝ} | |
| (ha : a ∈ simplex) (hm : IsMinOn (objective f S a₀) simplex a) | |
| (hh : ∀ i, 0 ≤ h i) (hc : 0 < ct) (hl : 0 < ell) | |
| (hη : ∀ i, η i = ct * h i / ell) (hmax : ∀ i, η i ≤ ηmax) | |
| (hCa : 0 < Cα) (hCF : 0 ≤ CF) (hS : 0 < S) | |
| (hB0 : ∀ i, 0 ≤ B i) (hB : ∑ i, B i = S) | |
| (hF : ∀ i, 0 ≤ F i) (hFp : ∀ i, 0 < a i → 0 < F i) | |
| (hT : 0 < ∑ i, a i * h i) | |
| (hden : ∑ i, a i * F i ≤ CF * ∑ i, a i * h i) | |
| (hgap : 2 * CF * (1 + ηmax) < Cα * ct) | |
| (hderiv : ∀ i, 0 < a i → HasDerivAt (f i) | |
| (Cα * ell * ((S - (1 + η i) * B i / a i) / F i)) (a i)) | |
| (hsing : ∀ i, a i = 0 → 0 < B i → | |
| Tendsto (fun ε : ℝ => (f i ε - f i 0) / ε) (𝓝[>] 0) atBot) : | |
| ∀ i, S * a i ≤ (1 + η i) * B i := by | |
| have hη0 : ∀ i, 0 ≤ η i := fun i => by | |
| rw [hη i]; exact div_nonneg (mul_nonneg hc.le (hh i)) hl.le | |
| have hz : ∀ i, a i = 0 → B i = 0 := by | |
| intro i hi | |
| by_contra hBi | |
| have hp : 0 < B i := lt_of_le_of_ne (hB0 i) (Ne.symm hBi) | |
| exact minimizer_not_inward_atBot hS.le ha hm | |
| (fun j hj => (hderiv j hj).differentiableAt) hi (hsing i hi hp) | |
| let γ : ι → ℝ := fun i => if 0 < a i then | |
| Cα * ell * ((S - (1 + η i) * B i / a i) / F i) else 0 | |
| have hid : ∀ i, a i * F i / (1 + η i) * γ i = | |
| Cα * ell * (S * (a i / (1 + η i)) - B i) := by | |
| intro i | |
| by_cases hi : 0 < a i | |
| · have hηi : 1 + η i ≠ 0 := by linarith [hη0 i] | |
| dsimp [γ]; rw [ite_eq_left hi] | |
| field_simp [hi.ne', (hFp i hi).ne', hηi] | |
| · have hzero : a i = 0 := le_antisymm (le_of_not_gt hi) (ha.1 i) | |
| simp only [γ, ite_eq_right hi, hzero, hz i hzero, zero_mul, zero_div, mul_zero, sub_self] | |
| obtain ⟨j, hj⟩ := exists_negative_derivative ha hh hc hl hη hmax hCa hCF hS hB hF hT hden hgap hid | |
| have hjp : 0 < a j := by | |
| by_contra hjp | |
| simp only [γ, ite_eq_right hjp] at hj | |
| linarith | |
| intro i | |
| by_contra hbad | |
| have hbad' : (1 + η i) * B i < S * a i := lt_of_not_ge hbad | |
| have hi : 0 < a i := by | |
| have hp : 0 ≤ (1 + η i) * B i := mul_nonneg (by linarith [hη0 i]) (hB0 i) | |
| nlinarith | |
| have hγi : 0 < γ i := by | |
| dsimp [γ]; rw [ite_eq_left hi] | |
| apply mul_pos (mul_pos hCa hl) | |
| apply div_pos _ (hFp i hi) | |
| exact sub_pos.mpr ((div_lt_iff₀ hi).mpr hbad') | |
| have hij : i ≠ j := by intro he; subst i; linarith | |
| have h := minimizer_derivative_gap hS.le ha hm hij hi (hderiv i hi) (hderiv j hjp) | |
| have hei : γ i = Cα * ell * ((S - (1 + η i) * B i / a i) / F i) := ite_eq_left hi | |
| have hej : γ j = Cα * ell * ((S - (1 + η j) * B j / a j) / F j) := ite_eq_left hjp | |
| rw [← hei, ← hej] at h | |
| linarith | |
| end KServer.SimplexTracker | |
| namespace KServer.Allocation | |
| open Set Filter | |
| open scoped BigOperators Topology | |
| open SimplexTracker SimplexAnalytic | |
| variable {ι : Type*} [Fintype ι] | |
| lemma simplex_weight_pos {a h : ι → ℝ} (ha : a ∈ simplex) (hh : ∀ i, 0 < h i) : | |
| 0 < ∑ i, a i * h i := by | |
| have hex : ∃ i, 0 < a i := by | |
| by_contra hn | |
| push Not at hn | |
| have : (∑ i, a i) ≤ 0 := Finset.sum_nonpos fun i _ => hn i | |
| linarith [ha.2] | |
| obtain ⟨i, hi⟩ := hex | |
| exact lt_of_lt_of_le (mul_pos hi (hh i)) | |
| (Finset.single_le_sum (fun j _ => mul_nonneg (ha.1 j) (hh j).le) (Finset.mem_univ i)) | |
| lemma log_inverse_nonneg_closed {a : ℝ} (ha : a ∈ Set.Icc 0 1) : 0 ≤ Real.log (1 / a) := by | |
| rcases eq_or_lt_of_le ha.1 with hz | hp | |
| · subst a; simp | |
| · exact log_inverse_nonneg ⟨hp, ha.2⟩ | |
| /-- The exact integral update, including compact existence, singular endpoint | |
| exclusion, feasibility and payment. Its analytic premises are proved above for | |
| both displayed denominator types; no convexity is presumed. -/ | |
| lemma exists_simplex_update [DecidableEq ι] | |
| {F : ι → ℝ → ℝ} {a₀ h c B base : ι → ℝ} {ct ell ηmax Cα CF : ℝ} | |
| (ha₀ : a₀ ∈ simplex) (hh : ∀ i, 0 < h i) (hc : 0 < ct) (hl : 0 < ell) | |
| (hmax : ∀ i, ct * h i / ell ≤ ηmax) | |
| (hCa : 0 < Cα) (hCF : 0 ≤ CF) | |
| (hB0 : ∀ i, 0 ≤ B i) (hb : ∀ i, base i ∈ Set.Icc 0 1) | |
| (hFc : ∀ i, Continuous (F i)) (hci : ∀ i, 0 < c i) | |
| (hF : ∀ i y, 0 ≤ y → c i * (1 + y)^2 ≤ F i y) | |
| (hdecay : ∀ i, Tendsto (fun s : ℝ => s * F i (Real.log (1 / s))) (𝓝[>] 0) (𝓝 0)) | |
| (hden : ∀ a ∈ simplex, ∑ i, a i * F i (Real.log (1 / a i)) ≤ CF * ∑ i, a i * h i) | |
| (hgap : 2 * CF * (1 + ηmax) < Cα * ct) : | |
| let S := ∑ i, B i | |
| let f := fun i => primitive (F i) Cα ell (ct * h i / ell) S (B i) (base i) | |
| ∃ a ∈ simplex, (∀ i, S * a i ≤ (1 + ct * h i / ell) * B i) ∧ | |
| S * movement a a₀ ≤ potential f a₀ - potential f a ∧ | |
| IsMinOn (objective f S a₀) simplex a := by | |
| dsimp only | |
| let S := ∑ i, B i | |
| let η := fun i => ct * h i / ell | |
| let f := fun i => primitive (F i) Cα ell (η i) S (B i) (base i) | |
| have hη : ∀ i, 0 ≤ η i := fun i => div_nonneg (mul_nonneg hc.le (hh i).le) hl.le | |
| have hp : ∀ i y, 0 ≤ y → 0 < F i y := fun i y hy => | |
| (show 0 < c i * (1 + y)^2 by have := hci i; positivity).trans_le (hF i y hy) | |
| have hint := fun i => singular_intervalIntegrable_of_quadratic (hFc i).measurable (hci i) (hF i) | |
| have hfc : ∀ i, ContinuousOn (f i) (Icc 0 1) := fun i => | |
| primitive_continuousOn (hFc i).measurable (hp i) (hint i) Cα ell (η i) S (B i) (hb i) | |
| obtain ⟨a, ha, hm⟩ := exists_minimizer hfc ha₀ (S := S) | |
| refine ⟨a, ha, ?_, minimizer_payment ha₀ hm, hm⟩ | |
| have hS0 : 0 ≤ S := Finset.sum_nonneg fun i _ => hB0 i | |
| rcases eq_or_lt_of_le hS0 with hS | hS | |
| · intro i | |
| change S * a i ≤ (1 + η i) * B i | |
| rw [← hS, zero_mul] | |
| exact mul_nonneg (by linarith [hη i]) (hB0 i) | |
| have hF0 : ∀ i, 0 ≤ F i (Real.log (1 / a i)) := fun i => | |
| (hp i _ (log_inverse_nonneg_closed ⟨ha.1 i, max_coordinate ha i⟩)).le | |
| apply minimizer_feasible ha hm (fun i => (hh i).le) hc hl (fun _ => rfl) hmax | |
| hCa hCF hS hB0 rfl hF0 | |
| (fun i hi => hp i _ (log_inverse_nonneg ⟨hi, max_coordinate ha i⟩)) | |
| (simplex_weight_pos ha hh) (hden a ha) hgap | |
| · intro i hi | |
| exact primitive_derivative (hFc i) (hp i) (hint i) Cα ell (η i) S (B i) | |
| (hb i) ⟨hi, max_coordinate ha i⟩ | |
| · intro i _ hBi | |
| exact primitive_inward_atBot (hFc i) (hci i) (hF i) (hdecay i) | |
| hCa hl (hη i) hBi S (hb i) | |
| /-- Instantiation on a domain without a dominant child, with the manuscript's | |
| regular denominators and base point zero, at all simplex points including zero. -/ | |
| lemma regular_simplex_update [DecidableEq ι] | |
| {a₀ h B : ι → ℝ} {ct ell ηmax Cα Cexp : ℝ} | |
| (ha₀ : a₀ ∈ simplex) (hh : ∀ i, 1 ≤ h i) (hc : 0 < ct) (hl : 0 < ell) | |
| (hmax : ∀ i, ct * h i / ell ≤ ηmax) (hCa : 0 < Cα) | |
| (hB0 : ∀ i, 0 ≤ B i) (hCexp : 0 ≤ Cexp) | |
| (htail : ∑ i, Real.exp (-h i) ≤ Cexp) | |
| (hgap : 2 * (25 + 32 * Cexp) * (1 + ηmax) < Cα * ct) : | |
| let S := ∑ i, B i | |
| let f := fun i => primitive (regularF (h i)) Cα ell (ct * h i / ell) S (B i) 0 | |
| ∃ a ∈ simplex, (∀ i, S * a i ≤ (1 + ct * h i / ell) * B i) ∧ | |
| S * movement a a₀ ≤ potential f a₀ - potential f a ∧ | |
| IsMinOn (objective f S a₀) simplex a := by | |
| apply exists_simplex_update (c := fun i => 1 / h i) (CF := 25 + 32 * Cexp) | |
| ha₀ (fun i => by linarith [hh i]) hc hl hmax hCa (by positivity) hB0 | |
| (fun _ => ⟨le_rfl, by norm_num⟩) | |
| (fun i => by unfold regularF; fun_prop) | |
| (fun i => by have := hh i; positivity) | |
| (fun i _ hy => regular_quadratic_lower (hh i) hy) | |
| (fun i => regular_decay (h i)) | |
| · intro a ha | |
| exact regular_denominator_sum ha.1 ha.2 hh htail | |
| · exact hgap | |
| /-- Marked-domain instantiation; the base point is one exactly on the marked | |
| coordinate, preserving the source's cancellation under parameter changes. -/ | |
| lemma marked_simplex_update [DecidableEq ι] | |
| {a₀ h B : ι → ℝ} {ct ell ηmax Cα Cexp c u H : ℝ} (o : ι) | |
| (ha₀ : a₀ ∈ simplex) (hu : 0 < u) (hu1 : u ≤ 1) | |
| (hH : H = 1 + Real.log (1 / u)) (ho : h o = u) | |
| (hh : ∀ i ≠ o, 1 ≤ h i) (hc : 0 < ct) (hl : 0 < ell) | |
| (hmax : ∀ i, ct * h i / ell ≤ ηmax) (hCa : 0 < Cα) | |
| (hB0 : ∀ i, 0 ≤ B i) (hCexp : 0 ≤ Cexp) | |
| (hsideC : 0 < c) (hsideC1 : c ≤ 1) (hside : ∀ i ≠ o, c * H ≤ h i) | |
| (htail : ∑ i ∈ Finset.univ.erase o, Real.exp (-h i) ≤ Cexp * u) | |
| (hgap : 2 * ((25 * c + 2 + 32 * Cexp) / c) * (1 + ηmax) < Cα * ct) : | |
| let S := ∑ i, B i | |
| let f := fun i => primitive (if i = o then markedF u H else regularF (h i)) | |
| Cα ell (ct * h i / ell) S (B i) (if i = o then 1 else 0) | |
| ∃ a ∈ simplex, (∀ i, S * a i ≤ (1 + ct * h i / ell) * B i) ∧ | |
| S * movement a a₀ ≤ potential f a₀ - potential f a ∧ | |
| IsMinOn (objective f S a₀) simplex a := by | |
| have hH1 : 1 ≤ H := by | |
| rw [hH]; linarith [log_inverse_nonneg ⟨hu, hu1⟩] | |
| have hHp : 0 < H := by linarith | |
| have hhp : ∀ i, 0 < h i := by | |
| intro i | |
| by_cases hi : i = o | |
| · simpa [hi, ho] using hu | |
| · linarith [hh i hi] | |
| obtain ⟨cm, hcm, hFm⟩ := marked_lower_constant hu hHp | |
| apply exists_simplex_update (c := fun i => if i = o then cm else 1 / h i) | |
| (CF := (25 * c + 2 + 32 * Cexp) / c) ha₀ hhp hc hl hmax hCa | |
| (by positivity) hB0 | |
| · intro i; split_ifs <;> norm_num | |
| · intro i | |
| split_ifs | |
| · unfold markedF; fun_prop | |
| · unfold regularF; fun_prop | |
| · intro i | |
| split_ifs | |
| · exact hcm | |
| · exact one_div_pos.mpr (hhp i) | |
| · intro i y hy | |
| by_cases hi : i = o | |
| · simpa [hi] using hFm y hy | |
| · simpa [hi] using regular_quadratic_lower (hh i hi) hy | |
| · intro i | |
| by_cases hi : i = o | |
| · simpa [hi] using marked_decay u H | |
| · simpa [hi] using regular_decay (h i) | |
| · intro a ha | |
| have hd := marked_denominator_sum o ha.1 ha.2 hu.le (hu1.trans hH1) | |
| hsideC hsideC1 hh hside hCexp htail | |
| rw [← Finset.add_sum_erase _ _ (Finset.mem_univ o)] | |
| simp only [ite_true] | |
| have hs : (∑ i ∈ Finset.univ.erase o, | |
| a i * (if i = o then markedF u H else regularF (h i)) (Real.log (1 / a i))) = | |
| ∑ i ∈ Finset.univ.erase o, a i * regularF (h i) (Real.log (1 / a i)) := by | |
| apply Finset.sum_congr rfl | |
| intro i hi | |
| rw [ite_eq_right (Finset.mem_erase.mp hi).1] | |
| rw [hs] | |
| have ht : (∑ i, a i * h i) = a o * u + ∑ i ∈ Finset.univ.erase o, a i * h i := by | |
| rw [← Finset.add_sum_erase _ _ (Finset.mem_univ o), ho] | |
| rw [ht] | |
| exact hd | |
| · exact hgap | |
| end KServer.Allocation | |
| namespace KServer.SupportedAllocation | |
| open scoped BigOperators | |
| open Finset | |
| variable {J : Type*} [Fintype J] [DecidableEq J] | |
| def restrict (A : Finset J) (a : J → ℝ) : A → ℝ := fun i => a i | |
| def extend (A : Finset J) (a : A → ℝ) : J → ℝ := fun i => if hi : i∈A then a ⟨i,hi⟩ else 0 | |
| omit [Fintype J] in | |
| lemma extend_apply_mem (A : Finset J) (a : A → ℝ) (i : A) : extend A a i=a i := by | |
| simp [extend,i.property] | |
| omit [Fintype J] in | |
| lemma extend_apply_not_mem (A : Finset J) (a : A → ℝ) {i : J} (hi : i∉A) : extend A a i=0 := by | |
| simp [extend,hi] | |
| omit [Fintype J] in | |
| lemma restrict_extend (A : Finset J) (a : A → ℝ) : restrict A (extend A a)=a := by | |
| funext i; exact extend_apply_mem A a i | |
| omit [Fintype J] in | |
| lemma extend_restrict (A : Finset J) (a : J → ℝ) (ha : ∀ i∉A, a i=0) : | |
| extend A (restrict A a)=a := by | |
| funext i | |
| by_cases hi : i∈A | |
| · simp [extend,restrict,hi] | |
| · simp [extend,hi,ha i hi] | |
| omit [DecidableEq J] in | |
| lemma sum_restrict (A : Finset J) (a : J → ℝ) (ha : ∀ i∉A, a i=0) : | |
| (∑ i : A, a i)=∑ i, a i := by | |
| rw [←Finset.sum_subtype A (fun _ => Iff.rfl)] | |
| exact Finset.sum_subset (subset_univ A) fun i _ hi => ha i hi | |
| lemma sum_extend (A : Finset J) (a : A → ℝ) : (∑ i, extend A a i)=∑ i, a i := by | |
| have he := sum_restrict A (extend A a) (fun i hi => extend_apply_not_mem A a hi) | |
| simpa only [extend_apply_mem] using he.symm | |
| omit [DecidableEq J] in | |
| lemma restrict_simplex {A : Finset J} (hA : A.Nonempty) {a : J → ℝ} | |
| (ha : a ∈ ChangingDomains.simplex A) : restrict A a ∈ SimplexTracker.simplex := by | |
| refine ⟨fun i => ha.1 i,?_⟩ | |
| change (∑ i : A, a i)=1 | |
| rw [sum_restrict A a ha.2.2,ha.2.1,ite_eq_left hA] | |
| lemma extend_simplex {A : Finset J} (hA : A.Nonempty) {a : A → ℝ} | |
| (ha : a ∈ SimplexTracker.simplex) : extend A a ∈ ChangingDomains.simplex A := by | |
| refine ⟨?_,?_,fun i hi => extend_apply_not_mem A a hi⟩ | |
| · intro i | |
| unfold extend | |
| split_ifs with hi | |
| · exact ha.1 ⟨i,hi⟩ | |
| · exact le_rfl | |
| · rw [sum_extend,ite_eq_left hA]; exact ha.2 | |
| omit [DecidableEq J] in | |
| lemma movement_restrict {A : Finset J} {a b : J → ℝ} | |
| (ha : ∀ i∉A, a i=0) (hb : ∀ i∉A, b i=0) : | |
| SimplexTracker.movement (restrict A a) (restrict A b)=ChangingDomains.variation a b := by | |
| apply sum_restrict A (fun i => |a i-b i|) | |
| intro i hi; simp [ha i hi,hb i hi] | |
| lemma movement_extend {A : Finset J} (a b : A → ℝ) : | |
| ChangingDomains.variation (extend A a) (extend A b)=SimplexTracker.movement a b := by | |
| have h := movement_restrict (fun i hi => extend_apply_not_mem A a hi) | |
| (fun i hi => extend_apply_not_mem A b hi) | |
| simpa only [restrict_extend] using h.symm | |
| omit [DecidableEq J] in | |
| lemma potential_restrict {A : Finset J} {f : J → ℝ → ℝ} {a : J → ℝ} | |
| (ha : ∀ i∉A, a i=0) (hf : ∀ i∉A, f i 0=0) : | |
| SimplexTracker.potential (fun i : A => f i) (restrict A a)=∑ i, f i (a i) := by | |
| apply sum_restrict A (fun i => f i (a i)) | |
| intro i hi; rw [ha i hi,hf i hi] | |
| /-- Restriction is exact, including both the movement penalty and the literal | |
| source potentials. No dummy inactive coordinate enters the denominator bound. -/ | |
| lemma restrict_isMin {A : Finset J} (hA : A.Nonempty) {f : J → ℝ → ℝ} | |
| {S : ℝ} {a a₀ : J → ℝ} (ha : a ∈ ChangingDomains.simplex A) | |
| (ha₀ : a₀ ∈ ChangingDomains.simplex A) (hf : ∀ i∉A, f i 0=0) | |
| (hm : IsMinOn (fun b => (∑ i, f i (b i))+S*ChangingDomains.variation b a₀) | |
| (ChangingDomains.simplex A) a) : | |
| IsMinOn (SimplexTracker.objective (fun i : A => f i) S (restrict A a₀)) | |
| SimplexTracker.simplex (restrict A a) := by | |
| intro b hb | |
| have he := extend_simplex hA hb | |
| have hh := hm he | |
| change SimplexTracker.potential (fun i : A => f i) (restrict A a)+ | |
| S*SimplexTracker.movement (restrict A a) (restrict A a₀) ≤ | |
| SimplexTracker.potential (fun i : A => f i) b+S*SimplexTracker.movement b (restrict A a₀) | |
| rw [potential_restrict ha.2.2 hf,movement_restrict ha.2.2 ha₀.2.2] | |
| have hp := potential_restrict he.2.2 hf | |
| have hmove := movement_restrict he.2.2 ha₀.2.2 | |
| rw [restrict_extend] at hp hmove | |
| rw [hp,hmove] | |
| exact hh | |
| end KServer.SupportedAllocation | |
| namespace KServer.Allocation | |
| open Set Filter | |
| open scoped BigOperators Topology | |
| open SimplexTracker SimplexAnalytic | |
| variable {ι : Type*} [Fintype ι] [DecidableEq ι] | |
| /-- The feasibility argument holds for every attained minimizer, in particular | |
| for the fixed noncomputable choice in the causal recurrence. -/ | |
| lemma every_simplex_minimizer_feasible | |
| {F : ι → ℝ → ℝ} {a₀ a h c B base : ι → ℝ} {ct ell ηmax Cα CF : ℝ} | |
| (ha : a ∈ simplex) (hh : ∀ i, 0 < h i) (hc : 0 < ct) (hl : 0 < ell) | |
| (hmax : ∀ i, ct*h i/ell ≤ ηmax) (hCa : 0 < Cα) (hCF : 0 ≤ CF) | |
| (hB0 : ∀ i, 0 ≤ B i) (hb : ∀ i, base i ∈ Set.Icc 0 1) | |
| (hFc : ∀ i, Continuous (F i)) (hci : ∀ i, 0 < c i) | |
| (hF : ∀ i y, 0 ≤ y → c i*(1+y)^2 ≤ F i y) | |
| (hdecay : ∀ i, Tendsto (fun s : ℝ => s*F i (Real.log (1/s))) (𝓝[>] 0) (𝓝 0)) | |
| (hden : ∀ b ∈ simplex, ∑ i, b i*F i (Real.log (1/b i)) ≤ CF*∑ i, b i*h i) | |
| (hgap : 2*CF*(1+ηmax) < Cα*ct) | |
| (hm : IsMinOn (objective (fun i => primitive (F i) Cα ell (ct*h i/ell) | |
| (∑ j, B j) (B i) (base i)) (∑ i, B i) a₀) simplex a) : | |
| ∀ i, (∑ j, B j)*a i ≤ (1+ct*h i/ell)*B i := by | |
| let S := ∑ i, B i | |
| let η := fun i => ct*h i/ell | |
| have hη : ∀ i, 0 ≤ η i := fun i => div_nonneg (mul_nonneg hc.le (hh i).le) hl.le | |
| have hp : ∀ i y, 0 ≤ y → 0 < F i y := fun i y hy => | |
| (show 0 < c i*(1+y)^2 by have := hci i; positivity).trans_le (hF i y hy) | |
| have hint := fun i => singular_intervalIntegrable_of_quadratic (hFc i).measurable (hci i) (hF i) | |
| have hS0 : 0 ≤ S := Finset.sum_nonneg fun i _ => hB0 i | |
| rcases eq_or_lt_of_le hS0 with hS | hS | |
| · intro i | |
| change S*a i ≤ (1+η i)*B i | |
| rw [←hS,zero_mul] | |
| exact mul_nonneg (by linarith [hη i]) (hB0 i) | |
| have hF0 : ∀ i, 0 ≤ F i (Real.log (1/a i)) := fun i => | |
| (hp i _ (log_inverse_nonneg_closed ⟨ha.1 i,max_coordinate ha i⟩)).le | |
| apply minimizer_feasible ha hm (fun i => (hh i).le) hc hl (fun _ => rfl) hmax | |
| hCa hCF hS hB0 rfl hF0 | |
| (fun i hi => hp i _ (log_inverse_nonneg ⟨hi,max_coordinate ha i⟩)) | |
| (simplex_weight_pos ha hh) (hden a ha) hgap | |
| · intro i hi | |
| exact primitive_derivative (hFc i) (hp i) (hint i) Cα ell (η i) S (B i) | |
| (hb i) ⟨hi,max_coordinate ha i⟩ | |
| · intro i _ hBi | |
| exact primitive_inward_atBot (hFc i) (hci i) (hF i) (hdecay i) | |
| hCa hl (hη i) hBi S (hb i) | |
| end KServer.Allocation | |
| namespace KServer.Allocation | |
| open Set Filter | |
| open scoped BigOperators Topology | |
| open SimplexTracker SimplexAnalytic | |
| variable {ι : Type*} [Fintype ι] [DecidableEq ι] | |
| lemma every_regular_minimizer_feasible | |
| {a₀ a h B : ι → ℝ} {ct ell ηmax Cα Cexp : ℝ} | |
| (ha : a ∈ simplex) (hh : ∀ i, 1≤h i) (hc : 0<ct) (hl : 0<ell) | |
| (hmax : ∀ i, ct*h i/ell≤ηmax) (hCa : 0<Cα) (hB0 : ∀ i, 0≤B i) | |
| (hCexp : 0≤Cexp) (htail : ∑ i, Real.exp (-h i)≤Cexp) | |
| (hgap : 2*(25+32*Cexp)*(1+ηmax)<Cα*ct) | |
| (hm : IsMinOn (objective (fun i => primitive (regularF (h i)) Cα ell (ct*h i/ell) | |
| (∑ j, B j) (B i) 0) (∑ i, B i) a₀) simplex a) : | |
| ∀ i, (∑ j, B j)*a i≤(1+ct*h i/ell)*B i := by | |
| apply every_simplex_minimizer_feasible (c := fun i => 1/h i) (CF := 25+32*Cexp) | |
| ha (fun i => by linarith [hh i]) hc hl hmax hCa (by positivity) hB0 | |
| (fun _ => ⟨le_rfl,by norm_num⟩) | |
| (fun i => by unfold regularF; fun_prop) | |
| (fun i => by have := hh i; positivity) | |
| (fun i _ hy => regular_quadratic_lower (hh i) hy) | |
| (fun i => regular_decay (h i)) | |
| · intro b hb; exact regular_denominator_sum hb.1 hb.2 hh htail | |
| · exact hgap | |
| · exact hm | |
| end KServer.Allocation | |
| namespace KServer.SupportedAllocation | |
| open scoped BigOperators | |
| open SimplexTracker SimplexAnalytic | |
| variable {J : Type*} [Fintype J] [DecidableEq J] | |
| /-- Uniform feasibility on the changing active domain. Its exp-tail hypothesis | |
| is a sum over active children only, exactly as in the source. -/ | |
| lemma regular_supported_minimizer_feasible {A : Finset J} (hA : A.Nonempty) | |
| {a₀ a h B : J → ℝ} {ct ell ηmax Cα Cexp : ℝ} | |
| (ha : a ∈ ChangingDomains.simplex A) (ha₀ : a₀ ∈ ChangingDomains.simplex A) | |
| (hh : ∀ i∈A, 1≤h i) (hc : 0<ct) (hl : 0<ell) | |
| (hmax : ∀ i∈A, ct*h i/ell≤ηmax) (hCa : 0<Cα) (hB0 : ∀ i, 0≤B i) | |
| (hBout : ∀ i∉A, B i=0) (hCexp : 0≤Cexp) (htail : ∑ i∈A, Real.exp (-h i)≤Cexp) | |
| (hgap : 2*(25+32*Cexp)*(1+ηmax)<Cα*ct) | |
| (hm : IsMinOn (fun b => (∑ i, primitive (regularF (h i)) Cα ell (ct*h i/ell) | |
| (∑ j, B j) (B i) 0 (b i))+(∑ i, B i)*ChangingDomains.variation b a₀) | |
| (ChangingDomains.simplex A) a) : | |
| ∀ i, (∑ j, B j)*a i≤(1+ct*h i/ell)*B i := by | |
| have hsum : (∑ j : A, B j)=∑ j, B j := sum_restrict A B hBout | |
| have htail' : (∑ i : A, Real.exp (-h i))≤Cexp := by | |
| rw [←Finset.sum_subtype A (fun _ => Iff.rfl) (fun i => Real.exp (-h i))] | |
| exact htail | |
| have hm' := restrict_isMin hA ha ha₀ (fun i _ => by simp [primitive]) hm | |
| have he := Allocation.every_regular_minimizer_feasible | |
| (a₀ := restrict A a₀) (a := restrict A a) (h := fun i : A => h i) (B := fun i : A => B i) | |
| (restrict_simplex hA ha) (fun i => hh i i.property) hc hl (fun i => hmax i i.property) | |
| hCa (fun i => hB0 i) hCexp htail' hgap | |
| have hh' : ∀ i : A, (∑ j, B j)*a i≤(1+ct*h i/ell)*B i := by | |
| have hm'' : IsMinOn (objective (fun i : A => primitive (regularF (h i)) Cα ell (ct*h i/ell) | |
| (∑ j : A, B j) (B i) 0) (∑ i : A, B i) (restrict A a₀)) | |
| simplex (restrict A a) := by simpa only [hsum] using hm' | |
| simpa only [hsum,restrict] using he hm'' | |
| intro i | |
| by_cases hi : i∈A | |
| · exact hh' ⟨i,hi⟩ | |
| · simp [ha.2.2 i hi,hBout i hi] | |
| end KServer.SupportedAllocation | |
| namespace KServer.Allocation | |
| open Set Filter | |
| open scoped BigOperators Topology | |
| open SimplexTracker SimplexAnalytic | |
| variable {ι : Type*} [Fintype ι] [DecidableEq ι] | |
| lemma every_marked_minimizer_feasible | |
| {a₀ a h B : ι → ℝ} {ct ell ηmax Cα Cexp c u H : ℝ} (o : ι) | |
| (ha : a ∈ simplex) (hu : 0 < u) (hu1 : u ≤ 1) | |
| (hH : H = 1 + Real.log (1 / u)) (ho : h o = u) | |
| (hh : ∀ i ≠ o, 1 ≤ h i) (hc : 0 < ct) (hl : 0 < ell) | |
| (hmax : ∀ i, ct * h i / ell ≤ ηmax) (hCa : 0 < Cα) | |
| (hB0 : ∀ i, 0 ≤ B i) (hCexp : 0 ≤ Cexp) | |
| (hsideC : 0 < c) (hsideC1 : c ≤ 1) (hside : ∀ i ≠ o, c * H ≤ h i) | |
| (htail : ∑ i ∈ Finset.univ.erase o, Real.exp (-h i) ≤ Cexp * u) | |
| (hgap : 2 * ((25 * c + 2 + 32 * Cexp) / c) * (1 + ηmax) < Cα * ct) | |
| (hm : IsMinOn (objective (fun i => primitive (if i = o then markedF u H else regularF (h i)) | |
| Cα ell (ct*h i/ell) (∑ j, B j) (B i) (if i=o then 1 else 0)) | |
| (∑ j, B j) a₀) simplex a) : | |
| ∀ i, (∑ j, B j)*a i ≤ (1+ct*h i/ell)*B i := by | |
| have hH1 : 1 ≤ H := by | |
| rw [hH]; linarith [log_inverse_nonneg ⟨hu, hu1⟩] | |
| have hHp : 0 < H := by linarith | |
| have hhp : ∀ i, 0 < h i := by | |
| intro i | |
| by_cases hi : i = o | |
| · simpa [hi, ho] using hu | |
| · linarith [hh i hi] | |
| obtain ⟨cm, hcm, hFm⟩ := marked_lower_constant hu hHp | |
| apply every_simplex_minimizer_feasible | |
| (F := fun i => if i=o then markedF u H else regularF (h i)) | |
| (base := fun i => if i=o then 1 else 0) | |
| (c := fun i => if i = o then cm else 1 / h i) | |
| (CF := (25 * c + 2 + 32 * Cexp) / c) ha hhp hc hl hmax hCa | |
| (by positivity) hB0 | |
| · intro i; split_ifs <;> norm_num | |
| · intro i | |
| split_ifs | |
| · unfold markedF; fun_prop | |
| · unfold regularF; fun_prop | |
| · intro i | |
| split_ifs | |
| · exact hcm | |
| · exact one_div_pos.mpr (hhp i) | |
| · intro i y hy | |
| by_cases hi : i = o | |
| · simpa [hi] using hFm y hy | |
| · simpa [hi] using regular_quadratic_lower (hh i hi) hy | |
| · intro i | |
| by_cases hi : i = o | |
| · simpa [hi] using marked_decay u H | |
| · simpa [hi] using regular_decay (h i) | |
| · intro a ha | |
| have hd := marked_denominator_sum o ha.1 ha.2 hu.le (hu1.trans hH1) | |
| hsideC hsideC1 hh hside hCexp htail | |
| rw [← Finset.add_sum_erase _ _ (Finset.mem_univ o)] | |
| simp only [ite_true] | |
| have hs : (∑ i ∈ Finset.univ.erase o, | |
| a i * (if i = o then markedF u H else regularF (h i)) (Real.log (1 / a i))) = | |
| ∑ i ∈ Finset.univ.erase o, a i * regularF (h i) (Real.log (1 / a i)) := by | |
| apply Finset.sum_congr rfl | |
| intro i hi | |
| rw [ite_eq_right (Finset.mem_erase.mp hi).1] | |
| rw [hs] | |
| have ht : (∑ i, a i * h i) = a o * u + ∑ i ∈ Finset.univ.erase o, a i * h i := by | |
| rw [← Finset.add_sum_erase _ _ (Finset.mem_univ o), ho] | |
| rw [ht] | |
| exact hd | |
| · exact hgap | |
| · exact hm | |
| end KServer.Allocation | |
| namespace KServer.SupportedAllocation | |
| open SimplexTracker SimplexAnalytic | |
| variable {J : Type*} [Fintype J] [DecidableEq J] | |
| /-- Feasibility for the actual changing marked domain; inactive coordinates | |
| are zero instead of being assigned a spurious positive denominator weight. -/ | |
| lemma marked_supported_minimizer_feasible {A : Finset J} {o : J} (hoA : o ∈ A) | |
| {a₀ a h B : J → ℝ} {ct ell ηmax Cα Cexp c u H : ℝ} | |
| (ha : a ∈ ChangingDomains.simplex A) (ha₀ : a₀ ∈ ChangingDomains.simplex A) | |
| (hu : 0 < u) (hu1 : u ≤ 1) (hH : H = 1 + Real.log (1 / u)) (ho : h o = u) | |
| (hh : ∀ i∈A, i ≠ o → 1 ≤ h i) (hc : 0<ct) (hl : 0<ell) | |
| (hmax : ∀ i∈A, ct*h i/ell ≤ ηmax) (hCa : 0<Cα) | |
| (hB0 : ∀ i, 0≤B i) (hBout : ∀ i∉A, B i=0) (hCexp : 0≤Cexp) | |
| (hsideC : 0<c) (hsideC1 : c≤1) (hside : ∀ i∈A, i≠o → c*H≤h i) | |
| (htail : ∑ i∈A.erase o, Real.exp (-h i) ≤ Cexp*u) | |
| (hgap : 2*((25*c+2+32*Cexp)/c)*(1+ηmax)<Cα*ct) | |
| (hm : IsMinOn (fun b => (∑ i, primitive (if i=o then markedF u H else regularF (h i)) | |
| Cα ell (ct*h i/ell) (∑ j, B j) (B i) (if i=o then 1 else 0) (b i))+ | |
| (∑ i, B i)*ChangingDomains.variation b a₀) (ChangingDomains.simplex A) a) : | |
| ∀ i, (∑ j, B j)*a i ≤ (1+ct*h i/ell)*B i := by | |
| have hA : A.Nonempty := ⟨o,hoA⟩ | |
| let o' : A := ⟨o,hoA⟩ | |
| have hsum : (∑ j : A, B j)=∑ j, B j := sum_restrict A B hBout | |
| have hcon (i : A) : (i=o') ↔ ((i : J)=o) := Subtype.ext_iff | |
| have hm' := restrict_isMin hA ha ha₀ | |
| (fun i hi => by simp [ite_eq_right (show i≠o by intro he; exact hi (he ▸ hoA)), primitive]) hm | |
| have htail' : (∑ i∈Finset.univ.erase o', Real.exp (-h (i : J))) ≤ Cexp*u := by | |
| have he : (∑ i∈Finset.univ.erase o', Real.exp (-h (i : J))) = | |
| ∑ i∈A.erase o, Real.exp (-h i) := by | |
| apply Finset.sum_bij (fun (i : A) (_ : i∈Finset.univ.erase o') => (i : J)) | |
| · intro i hi | |
| exact Finset.mem_erase.mpr ⟨fun he => (Finset.mem_erase.mp hi).1 | |
| (Subtype.ext he), i.property⟩ | |
| · intro i _ j _ hij | |
| exact Subtype.ext hij | |
| · intro i hi | |
| refine ⟨⟨i,(Finset.mem_erase.mp hi).2⟩, ?_,rfl⟩ | |
| exact Finset.mem_erase.mpr ⟨fun he => (Finset.mem_erase.mp hi).1 | |
| (congrArg Subtype.val he),Finset.mem_univ _⟩ | |
| · intro i _; rfl | |
| rw [he]; exact htail | |
| have hm'' : IsMinOn (objective (fun i : A => primitive | |
| (if i=o' then markedF u H else regularF (h i)) Cα ell (ct*h i/ell) | |
| (∑ j : A, B j) (B i) (if i=o' then 1 else 0)) | |
| (∑ i : A, B i) (restrict A a₀)) simplex (restrict A a) := by | |
| simpa only [hcon,hsum] using hm' | |
| have he := Allocation.every_marked_minimizer_feasible o' | |
| (restrict_simplex hA ha) hu hu1 hH ho | |
| (fun i hi => hh i i.property (fun he => hi (Subtype.ext he))) hc hl | |
| (fun i => hmax i i.property) hCa (fun i => hB0 i) hCexp hsideC hsideC1 | |
| (fun i hi => hside i i.property (fun he => hi (Subtype.ext he))) htail' hgap hm'' | |
| intro i | |
| by_cases hi : i∈A | |
| · simpa only [hsum,restrict] using he ⟨i,hi⟩ | |
| · simp [ha.2.2 i hi,hBout i hi] | |
| end KServer.SupportedAllocation | |
| /-! The literal two-stage update of §04: prepare with the new core flags on | |
| common coordinates, minimize on the old simplex, transpose at exactly zero | |
| cost, then minimize on the new simplex. The bounds below calculate its edit | |
| charge from the actual flags and held parameters, not from an assumed drift | |
| or policy bound. -/ | |
| namespace KServer.AdaptiveAllocation | |
| open Finset SimplexAnalytic SimplexFamilies AdaptiveMinimization | |
| variable {J R : Type*} [Fintype J] [DecidableEq J] [Fintype R] | |
| lemma update_isMin (C ell : ℝ) (d : Data J R) (p : J × R → ℝ) (c : ℝ) (a : J → ℝ) : | |
| IsMinOn (fun b => potential C ell d (core d p) b+c*ChangingDomains.variation b a) | |
| (ChangingDomains.simplex d.active) ((family C ell).update d p c a) := by | |
| have hm := ((family C ell).exists_update d p c a).choose_spec | |
| intro b hb | |
| have hm' := hm.2 hb | |
| change (family C ell).value d p ((family C ell).update d p c a)+c*movement ((family C ell).update d p c a) a ≤ | |
| (family C ell).value d p b+c*movement b a at hm' | |
| rw [value_eq C ell d p ((family C ell).update d p c a) | |
| ((family C ell).update_mem d p c a), value_eq C ell d p b hb] at hm' | |
| exact hm' | |
| lemma regular_update_feasible {A : Finset J} (hA : A.Nonempty) | |
| (f : J → R → Bool) (h : J → ℝ) (hh : ∀ i, 1≤h i) | |
| {C ell ct ηmax Cexp : ℝ} (hC : 0<C) (hl : 0<ell) (hc : 0<ct) | |
| (hmax : ∀ i∈A, ct*h i/ell≤ηmax) (hCexp : 0≤Cexp) | |
| (htail : ∑ i∈A, Real.exp (-h i)≤Cexp) | |
| (hgap : 2*(25+32*Cexp)*(1+ηmax)<C*ct) | |
| (p : J × R → ℝ) (hp : ∀ ir, 0≤p ir) (hf : ∀ i∉A, ∀ r, f i r=false) | |
| (a : J → ℝ) (ha : a∈ChangingDomains.simplex A) : | |
| let d := regular A f h (fun i => ct*h i/ell) hh | |
| let B := core d p | |
| let a' := (family C ell).update d p (∑ i, B i) a | |
| ∀ i, (∑ j, B j)*a' i≤(1+ct*h i/ell)*B i := by | |
| intro d B a' | |
| have hB : ∀ i, 0≤B i := by | |
| intro i | |
| exact ChangingDomains.core_nonneg (fun i r => hp (i,r)) i | |
| have hBz : ∀ i∉A, B i=0 := by | |
| intro i hi | |
| simp [B,core,d,regular,hf i hi] | |
| apply SupportedAllocation.regular_supported_minimizer_feasible hA | |
| ((family C ell).update_mem d p (∑ i, B i) a) ha | |
| (fun i _ => hh i) hc hl hmax hC hB hBz hCexp htail hgap | |
| exact update_isMin C ell d p (∑ i, B i) a | |
| omit [DecidableEq J] in | |
| lemma core_eq (A : Finset J) (f : J → R → Bool) (h eta : J → ℝ) | |
| (hh : ∀ i, 1≤h i) (p : J × R → ℝ) : | |
| core (regular A f h eta hh) p = ChangingDomains.core f (fun i r => p (i,r)) := rfl | |
| /-- The prepared input is concrete and uses only new flags on the common | |
| old/new active domain, as in §04 (not intersection of old and new flags). -/ | |
| def preparedFlags (A B : Finset J) (g : J → R → Bool) : J → R → Bool := | |
| ChangingDomains.syntheticFlags A B g | |
| def preparedInput (A B : Finset J) (g : J → R → Bool) (p : J × R → ℝ) : J → ℝ := | |
| ChangingDomains.core (preparedFlags A B g) (fun i r => p (i,r)) | |
| omit [Fintype J] [Fintype R] in | |
| lemma prepared_flags_outside (A B : Finset J) (g : J → R → Bool) : | |
| ∀ i∉A, ∀ r, preparedFlags A B g i r=false := by | |
| intro i hi r | |
| simp [preparedFlags,ChangingDomains.syntheticFlags,hi] | |
| omit [Fintype J] in | |
| lemma prepared_input_outside (A B : Finset J) (g : J → R → Bool) (p : J × R → ℝ) : | |
| ∀ i∉B, preparedInput A B g p i=0 := by | |
| intro i hi | |
| simp [preparedInput,preparedFlags,ChangingDomains.core,ChangingDomains.syntheticFlags,hi] | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma regular_potential_zero (A : Finset J) (f : J → R → Bool) (h eta : J → ℝ) | |
| (hh : ∀ i, 1≤h i) (C ell : ℝ) (a : J → ℝ) : | |
| potential C ell (regular A f h eta hh) (fun _ => 0) a=0 := by | |
| simp [potential,regular,primitive] | |
| omit [DecidableEq J] in | |
| lemma nonneg_total_zero {B : J → ℝ} (hB : ∀ i, 0≤B i) (hS : (∑ i, B i)=0) : | |
| B=(fun _ => 0) := by | |
| funext i | |
| exact le_antisymm (by simpa [hS] using (single_le_sum (fun j _ => hB j) (mem_univ i))) (hB i) | |
| omit [Fintype R] in | |
| lemma regular_transpose_value (A B : Finset J) (f : J → R → Bool) (h eta : J → ℝ) | |
| (hh : ∀ i, 1≤h i) (C ell : ℝ) (v a : J → ℝ) (hv : ∀ i, 0≤v i) : | |
| potential C ell (regular A f h eta hh) v | |
| (ChangingDomains.transposeSimplex B (∑ i, v i) a)= | |
| potential C ell (regular A f h eta hh) v a := by | |
| by_cases hS : (∑ i, v i)=0 | |
| · rw [nonneg_total_zero hv hS] | |
| simp only [regular_potential_zero] | |
| · simp [ChangingDomains.transposeSimplex,hS] | |
| end KServer.AdaptiveAllocation | |
| namespace KServer.AdaptiveAllocation | |
| open Finset SimplexAnalytic SimplexFamilies AdaptiveMinimization | |
| variable {J R : Type*} [Fintype J] [DecidableEq J] [Fintype R] | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma regular_input_bound (A : Finset J) (hA : A.Nonempty) (f : J → R → Bool) | |
| (h eta : J → ℝ) (hh : ∀ i, 1≤h i) (he : ∀ i, eta i∈Set.Icc 0 1) | |
| {C ell : ℝ} (hC : 0≤C) (hl : 0≤ell) {B B' a : J → ℝ} | |
| (ha : a∈ChangingDomains.simplex A) : | |
| |potential C ell (regular A f h eta hh) B a- | |
| potential C ell (regular A f h eta hh) B' a| ≤ | |
| 3*C*ell*ChangingDomains.variation B B' := by | |
| have hs : (∑ i, a i)=1 := by simpa only [ite_eq_left hA] using ha.2.1 | |
| exact regular_input_slopes ha.1 hs hh (fun i => (he i).1) (fun i => (he i).2) hC hl | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma regular_parameter_jump (A A' : Finset J) (f g : J → R → Bool) | |
| (h h' eta eta' : J → ℝ) (hh : ∀ i, 1≤h i) (hh' : ∀ i, 1≤h' i) | |
| (he : ∀ i, eta i∈Set.Icc 0 1) (he' : ∀ i, eta' i∈Set.Icc 0 1) | |
| (heq : ∀ i, h i=h' i → eta i=eta' i) | |
| {C ell : ℝ} (hC : 0≤C) (hl : 0≤ell) {B a : J → ℝ} | |
| (hB : ∀ i, 0≤B i) (ha : ∀ i, a i∈Set.Icc 0 1) | |
| (hcap : ∀ i, (∑ j, B j)*a i≤(1+eta i)*B i) : | |
| |potential C ell (regular A' g h' eta' hh') B a- | |
| potential C ell (regular A f h eta hh) B a| ≤ | |
| 8*C*ell*(∑ i, if h i=h' i then 0 else B i) := by | |
| have hS : 0≤∑ i, B i := sum_nonneg fun i _ => hB i | |
| have hi (i : J) : | |
| |primitive (regularF (h' i)) C ell (eta' i) (∑ j, B j) (B i) 0 (a i)- | |
| primitive (regularF (h i)) C ell (eta i) (∑ j, B j) (B i) 0 (a i)| ≤ | |
| 8*C*ell*(if h i=h' i then 0 else B i) := by | |
| by_cases hhx : h i=h' i | |
| · simp [hhx,heq i hhx] | |
| · rw [ite_eq_right hhx] | |
| have ho := regular_component_bound (hh i) (ha i) hC hl (he i).1 hS (hB i) | |
| have hn := regular_component_bound (hh' i) (ha i) hC hl (he' i).1 hS (hB i) | |
| have hep := mul_le_mul_of_nonneg_right (he i).2 (hB i) | |
| have he'p := mul_le_mul_of_nonneg_right (he' i).2 (hB i) | |
| have hc' := hcap i | |
| have hlo : (∑ j, B j)*a i+(1+eta i)*B i≤4*B i := by nlinarith | |
| have hln : (∑ j, B j)*a i+(1+eta' i)*B i≤4*B i := by nlinarith | |
| have hco := mul_le_mul_of_nonneg_left hlo (mul_nonneg hC hl) | |
| have hcn := mul_le_mul_of_nonneg_left hln (mul_nonneg hC hl) | |
| have hab := abs_sub | |
| (primitive (regularF (h' i)) C ell (eta' i) (∑ j, B j) (B i) 0 (a i)) | |
| (primitive (regularF (h i)) C ell (eta i) (∑ j, B j) (B i) 0 (a i)) | |
| nlinarith | |
| change |(∑ i, primitive (regularF (h' i)) C ell (eta' i) (∑ j, B j) (B i) 0 (a i))- | |
| ∑ i, primitive (regularF (h i)) C ell (eta i) (∑ j, B j) (B i) 0 (a i)| ≤ _ | |
| rw [←sum_sub_distrib,mul_sum] | |
| exact (abs_sum_le_sum_abs _ _).trans (sum_le_sum fun i _ => hi i) | |
| omit [DecidableEq J] in | |
| lemma total_variation_bound (B B' : J → ℝ) : | |
| |(∑ i, B i)-(∑ i, B' i)|≤ChangingDomains.variation B B' := by | |
| rw [←sum_sub_distrib] | |
| exact abs_sum_le_sum_abs _ _ | |
| omit [Fintype J] in | |
| lemma transpose_cap {B : Finset J} {S : ℝ} {a v gamma : J → ℝ} | |
| (hv : ∀ i, 0≤v i) (hg : ∀ i, 0≤gamma i) | |
| (hcap : ∀ i, S*a i≤gamma i*v i) : | |
| ∀ i, S*(ChangingDomains.transposeSimplex B S a) i≤gamma i*v i := by | |
| intro i | |
| by_cases hs : S=0 | |
| · simp only [hs,zero_mul] | |
| exact mul_nonneg (hg i) (hv i) | |
| · simpa [ChangingDomains.transposeSimplex,hs] using hcap i | |
| /-- This is the prepared minimizer from the manuscript; no drift inequality | |
| is an input to its definition. -/ | |
| def regularPrepare (C ell ct : ℝ) (A B : Finset J) (g : J → R → Bool) | |
| (h : J → ℝ) (hh : ∀ i, 1≤h i) (p : J × R → ℝ) (a : J → ℝ) : J → ℝ := | |
| (family C ell).update (regular A (preparedFlags A B g) h (fun i => ct*h i/ell) hh) | |
| p (∑ i, preparedInput A B g p i) a | |
| /-- Delete and insert zero coordinates following the prepared minimizing | |
| update, with a canonical simplex state only when its weight is exactly zero. -/ | |
| def regularTransport (C ell ct : ℝ) (A B : Finset J) (g : J → R → Bool) | |
| (h : J → ℝ) (hh : ∀ i, 1≤h i) (p : J × R → ℝ) (a : J → ℝ) : J → ℝ := | |
| ChangingDomains.transposeSimplex B (∑ i, preparedInput A B g p i) | |
| (regularPrepare C ell ct A B g h hh p a) | |
| lemma regular_transport_mem {A B : Finset J} (hA : A.Nonempty) (hB : B.Nonempty) | |
| (g : J → R → Bool) (h : J → ℝ) (hh : ∀ i, 1≤h i) | |
| {C ell ct ηmax Cexp : ℝ} (hC : 0<C) (hl : 0<ell) (hc : 0<ct) | |
| (hmax : ∀ i∈A, ct*h i/ell≤ηmax) (hCexp : 0≤Cexp) | |
| (htail : ∑ i∈A, Real.exp (-h i)≤Cexp) | |
| (hgap : 2*(25+32*Cexp)*(1+ηmax)<C*ct) | |
| (p : J × R → ℝ) (hp : ∀ ir, 0≤p ir) (a : J → ℝ) | |
| (ha : a∈ChangingDomains.simplex A) : | |
| regularTransport C ell ct A B g h hh p a∈ChangingDomains.simplex B := by | |
| have hp' : ∀ i r, 0≤p (i,r) := fun i r => hp (i,r) | |
| have hcap := regular_update_feasible hA (preparedFlags A B g) h hh hC hl hc hmax | |
| hCexp htail hgap p hp (prepared_flags_outside A B g) a ha | |
| exact ChangingDomains.transposeSimplex_mem (v := preparedInput A B g p) | |
| hA hB ((family C ell).update_mem _ _ _ _) | |
| (sum_nonneg fun i _ => ChangingDomains.core_nonneg hp' i) hcap | |
| (prepared_input_outside A B g p) | |
| end KServer.AdaptiveAllocation | |
| namespace KServer.AdaptiveAllocation | |
| open Finset SimplexAnalytic SimplexFamilies AdaptiveMinimization | |
| variable {J R : Type*} [Fintype J] [DecidableEq J] [Fintype R] | |
| lemma literal_update_payment (C ell : ℝ) (d : Data J R) (p : J × R → ℝ) (c : ℝ) | |
| {a : J → ℝ} (ha : a∈ChangingDomains.simplex d.active) : | |
| c*ChangingDomains.variation ((family C ell).update d p c a) a ≤ | |
| potential C ell d (core d p) a- | |
| potential C ell d (core d p) ((family C ell).update d p c a) := by | |
| have hm := update_isMin C ell d p c a ha | |
| change potential C ell d (core d p) ((family C ell).update d p c a)+ | |
| c*ChangingDomains.variation ((family C ell).update d p c a) a ≤ | |
| potential C ell d (core d p) a+c*ChangingDomains.variation a a at hm | |
| rw [ChangingDomains.variation_self,mul_zero,add_zero] at hm | |
| linarith | |
| /-- The final update after genuine preparation and transport. -/ | |
| def regularStep (C ell ct : ℝ) (A B : Finset J) (g : J → R → Bool) | |
| (h h' : J → ℝ) (hh : ∀ i, 1≤h i) (hh' : ∀ i, 1≤h' i) | |
| (p : J × R → ℝ) (a : J → ℝ) : J → ℝ := | |
| (family C ell).update (regular B g h' (fun i => ct*h' i/ell) hh') p | |
| (∑ i, ChangingDomains.core g (fun i r => p (i,r)) i) | |
| (regularTransport C ell ct A B g h hh p a) | |
| lemma regular_step_payment {A B : Finset J} (hA : A.Nonempty) (hB : B.Nonempty) | |
| (f g : J → R → Bool) (h h' : J → ℝ) | |
| (hh : ∀ i, 1≤h i) (hh' : ∀ i, 1≤h' i) | |
| {C ell ct ηmax Cexp : ℝ} (hC : 0<C) (hl : 0<ell) (hc : 0<ct) | |
| (he : ∀ i, ct*h i/ell∈Set.Icc 0 1) (he' : ∀ i, ct*h' i/ell∈Set.Icc 0 1) | |
| (hmax : ∀ i∈A, ct*h i/ell≤ηmax) (hCexp : 0≤Cexp) | |
| (htail : ∑ i∈A, Real.exp (-h i)≤Cexp) | |
| (hgap : 2*(25+32*Cexp)*(1+ηmax)<C*ct) | |
| (p : J × R → ℝ) (hp : ∀ ir, p ir∈Set.Icc 0 1) | |
| (hf : ∀ i∉A, ∀ r, f i r=false) (hg : ∀ i∉B, ∀ r, g i r=false) | |
| (a : J → ℝ) (ha : a∈ChangingDomains.simplex A) : | |
| let d₀ := regular A f h (fun i => ct*h i/ell) hh | |
| let d₃ := regular B g h' (fun i => ct*h' i/ell) hh' | |
| let B₀ := core d₀ p | |
| let B₃ := core d₃ p | |
| let B₁ := preparedInput A B g p | |
| let a₃ := regularStep C ell ct A B g h h' hh hh' p a | |
| (∑ i, B₃ i)*ChangingDomains.variation a₃ a ≤ | |
| potential C ell d₀ B₀ a-potential C ell d₃ B₃ a₃+ | |
| (6*C*ell+4)*ChangingDomains.changedFlags f g+ | |
| 8*C*ell*(∑ i, if h i=h' i then 0 else B₁ i) := by | |
| intro d₀ d₃ B₀ B₃ B₁ a₃ | |
| let d₁ := regular A (preparedFlags A B g) h (fun i => ct*h i/ell) hh | |
| let a₁ := regularPrepare C ell ct A B g h hh p a | |
| let a₂ := regularTransport C ell ct A B g h hh p a | |
| have hp₀ : ∀ ir, 0≤p ir := fun ir => (hp ir).1 | |
| have hp₀' : ∀ i r, 0≤p (i,r) := fun i r => (hp (i,r)).1 | |
| have hB₁ : ∀ i, 0≤B₁ i := fun i => ChangingDomains.core_nonneg hp₀' i | |
| have hS₁ : 0≤∑ i, B₁ i := sum_nonneg fun i _ => hB₁ i | |
| have ha₁ : a₁∈ChangingDomains.simplex A := (family C ell).update_mem _ _ _ _ | |
| have ha₂ : a₂∈ChangingDomains.simplex B := | |
| regular_transport_mem hA hB g h hh hC hl hc hmax hCexp htail hgap p hp₀ a ha | |
| have hcap₁ : ∀ i, (∑ j, B₁ j)*a₁ i≤(1+ct*h i/ell)*B₁ i := | |
| regular_update_feasible hA (preparedFlags A B g) h hh hC hl hc hmax hCexp htail hgap | |
| p hp₀ (prepared_flags_outside A B g) a ha | |
| have hcap₂ : ∀ i, (∑ j, B₁ j)*a₂ i≤(1+ct*h i/ell)*B₁ i := | |
| transpose_cap hB₁ (fun i => by linarith [(he i).1]) hcap₁ | |
| have hin := ChangingDomains.synthetic_errors (fun i r => hp (i,r)) hf hg | |
| have herr₀ : ChangingDomains.variation B₀ B₁≤ChangingDomains.changedFlags f g := hin.1 | |
| have herr₃ : ChangingDomains.variation B₃ B₁≤ChangingDomains.changedFlags f g := hin.2 | |
| have hST : (∑ i, B₁ i)≤∑ i, B₃ i := | |
| sub_nonneg.mp (ChangingDomains.synthetic_total (A := A) (B := B) (g := g) hp₀') | |
| have hδ : (∑ i, B₃ i)-(∑ i, B₁ i)≤ChangingDomains.changedFlags f g := | |
| (le_abs_self _).trans ((total_variation_bound B₃ B₁).trans herr₃) | |
| have him₀ := regular_input_bound A hA f h (fun i => ct*h i/ell) hh he hC.le hl.le | |
| (B := B₀) (B' := B₁) ha | |
| have him₃ := regular_input_bound B hB g h' (fun i => ct*h' i/ell) hh' he' hC.le hl.le | |
| (B := B₃) (B' := B₁) ha₂ | |
| have ht := regular_parameter_jump A B f g h h' (fun i => ct*h i/ell) | |
| (fun i => ct*h' i/ell) hh hh' he he' (fun i hi => by rw [hi]) hC.le hl.le | |
| hB₁ (fun i => ChangingDomains.simplex_coordinate ha₂ i) hcap₂ | |
| have hpm₁ : (∑ i, B₁ i)*ChangingDomains.variation a₁ a ≤ | |
| potential C ell d₀ B₁ a-potential C ell d₀ B₁ a₁ := | |
| literal_update_payment C ell d₁ p (∑ i, B₁ i) ha | |
| have hpm₃ : (∑ i, B₃ i)*ChangingDomains.variation a₃ a₂ ≤ | |
| potential C ell d₃ B₃ a₂-potential C ell d₃ B₃ a₃ := | |
| literal_update_payment C ell d₃ p (∑ i, B₃ i) ha₂ | |
| have htrans : potential C ell d₀ B₁ a₂=potential C ell d₀ B₁ a₁ := | |
| regular_transpose_value A B f h (fun i => ct*h i/ell) hh C ell B₁ a₁ hB₁ | |
| have hweight := ChangingDomains.prepared_weight_comparison ha ha₁ ha₂ hS₁ hST | |
| (ChangingDomains.transposeSimplex_payment B (∑ i, B₁ i) a₁) (a₃ := a₃) | |
| have hinput₀ := mul_le_mul_of_nonneg_left herr₀ (by positivity : 0≤3*C*ell) | |
| have hinput₃ := mul_le_mul_of_nonneg_left herr₃ (by positivity : 0≤3*C*ell) | |
| have he₀ := (neg_le_of_abs_le him₀) | |
| have he₃ := (le_of_abs_le him₃) | |
| have hep := le_of_abs_le ht | |
| change _ ≤ 8*C*ell*(∑ i, if h i=h' i then 0 else B₁ i) at hep | |
| change -(3*C*ell*ChangingDomains.variation B₀ B₁) ≤ | |
| potential C ell d₀ B₀ a-potential C ell d₀ B₁ a at he₀ | |
| change potential C ell d₃ B₃ a₂-potential C ell d₃ B₁ a₂ ≤ | |
| 3*C*ell*ChangingDomains.variation B₃ B₁ at he₃ | |
| change potential C ell d₃ B₁ a₂-potential C ell d₀ B₁ a₂ ≤ _ at hep | |
| nlinarith | |
| end KServer.AdaptiveAllocation | |
| namespace KServer.AdaptiveAllocation | |
| open Finset SimplexAnalytic SimplexFamilies AdaptiveMinimization | |
| variable {J R : Type*} [Fintype J] [DecidableEq J] [Fintype R] | |
| lemma marked_update_feasible {A : Finset J} {o : J} (hoA : o∈A) | |
| (f : J → R → Bool) (h : J → ℝ) {u : ℝ} (hu : 0<u) (hu1 : u≤1) | |
| (ho : h o=u) (hh : ∀ i≠o, 1≤h i) | |
| {C ell ct ηmax Cexp c : ℝ} (hC : 0<C) (hl : 0<ell) (hc : 0<ct) | |
| (hmax : ∀ i∈A, ct*h i/ell≤ηmax) (hCexp : 0≤Cexp) | |
| (hsideC : 0<c) (hsideC1 : c≤1) | |
| (hside : ∀ i∈A, i≠o → c*(1+Real.log (1/u))≤h i) | |
| (htail : ∑ i∈A.erase o, Real.exp (-h i)≤Cexp*u) | |
| (hgap : 2*((25*c+2+32*Cexp)/c)*(1+ηmax)<C*ct) | |
| (p : J × R → ℝ) (hp : ∀ ir, 0≤p ir) (hf : ∀ i∉A, ∀ r, f i r=false) | |
| (a : J → ℝ) (ha : a∈ChangingDomains.simplex A) : | |
| let d := marked A f o h (fun i => ct*h i/ell) u hu hu1 hh | |
| let B := core d p | |
| let a' := (family C ell).update d p (∑ i, B i) a | |
| ∀ i, (∑ j, B j)*a' i≤(1+ct*h i/ell)*B i := by | |
| intro d B a' | |
| have hB : ∀ i, 0≤B i := fun i => ChangingDomains.core_nonneg (fun i r => hp (i,r)) i | |
| have hBz : ∀ i∉A, B i=0 := by | |
| intro i hi | |
| simp [B,core,d,marked,hf i hi] | |
| apply SupportedAllocation.marked_supported_minimizer_feasible hoA | |
| ((family C ell).update_mem d p (∑ i, B i) a) ha hu hu1 rfl ho | |
| (fun i _ hi => hh i hi) hc hl hmax hC hB hBz hCexp hsideC hsideC1 hside htail hgap | |
| exact update_isMin C ell d p (∑ i, B i) a | |
| omit [Fintype R] in | |
| lemma marked_input_bound (A : Finset J) (hA : A.Nonempty) (f : J → R → Bool) | |
| (o : J) (h eta : J → ℝ) {u : ℝ} (hu : 0<u) (hu1 : u≤1) | |
| (hh : ∀ i≠o, 1≤h i) (he : ∀ i, eta i∈Set.Icc 0 1) | |
| {C ell : ℝ} (hC : 0≤C) (hl : 0≤ell) {B B' a : J → ℝ} | |
| (ha : a∈ChangingDomains.simplex A) : | |
| |potential C ell (marked A f o h eta u hu hu1 hh) B a- | |
| potential C ell (marked A f o h eta u hu hu1 hh) B' a| ≤ | |
| 13*C*ell*ChangingDomains.variation B B' := by | |
| have hs : (∑ i, a i)=1 := by simpa only [ite_eq_left hA] using ha.2.1 | |
| exact marked_input_slopes o ha.1 hs hh hu hu1 rfl (fun i => (he i).1) | |
| (fun i => (he i).2) hC hl | |
| omit [Fintype R] in | |
| lemma marked_potential_zero (A : Finset J) (f : J → R → Bool) (o : J) | |
| (h eta : J → ℝ) {u : ℝ} (hu : 0<u) (hu1 : u≤1) (hh : ∀ i≠o, 1≤h i) | |
| (C ell : ℝ) (a : J → ℝ) : | |
| potential C ell (marked A f o h eta u hu hu1 hh) (fun _ => 0) a=0 := by | |
| simp [potential,marked,primitive] | |
| omit [Fintype R] in | |
| lemma marked_transpose_value (A B : Finset J) (f : J → R → Bool) (o : J) | |
| (h eta : J → ℝ) {u : ℝ} (hu : 0<u) (hu1 : u≤1) (hh : ∀ i≠o, 1≤h i) | |
| (C ell : ℝ) (v a : J → ℝ) (hv : ∀ i, 0≤v i) : | |
| potential C ell (marked A f o h eta u hu hu1 hh) v | |
| (ChangingDomains.transposeSimplex B (∑ i, v i) a)= | |
| potential C ell (marked A f o h eta u hu hu1 hh) v a := by | |
| by_cases hS : (∑ i, v i)=0 | |
| · rw [nonneg_total_zero hv hS] | |
| simp only [marked_potential_zero] | |
| · simp [ChangingDomains.transposeSimplex,hS] | |
| lemma simplex_side_weight {A : Finset J} (hA : A.Nonempty) {a B eta : J → ℝ} | |
| (ha : a∈ChangingDomains.simplex A) (hB : ∀ i, 0≤B i) | |
| (he : ∀ i, eta i≤1) (hcap : ∀ i, (∑ j, B j)*a i≤(1+eta i)*B i) (o : J) : | |
| (∑ j, B j)*(1-a o)≤2*(∑ i∈Finset.univ.erase o, B i) := by | |
| have hs : (∑ i, a i)=1 := by simpa only [ite_eq_left hA] using ha.2.1 | |
| have hx : 1-a o=∑ i∈Finset.univ.erase o, a i := by | |
| have ht := Finset.add_sum_erase Finset.univ (fun i => a i) (Finset.mem_univ o) | |
| rw [hs] at ht | |
| linarith | |
| rw [hx,mul_sum,mul_sum] | |
| exact sum_le_sum fun i _ => (hcap i).trans | |
| (mul_le_mul_of_nonneg_right (by linarith [he i]) (hB i)) | |
| omit [Fintype R] in | |
| /-- Marked parameter edits charge the dominant component only when `u` | |
| changes, and charge it to the side total, not the dominant mass. -/ | |
| lemma marked_parameter_jump (A A' : Finset J) (hA' : A'.Nonempty) | |
| (f g : J → R → Bool) (o : J) (h h' eta eta' : J → ℝ) | |
| {u u' : ℝ} (hu : 0<u) (hu1 : u≤1) (hu' : 0<u') (hu1' : u'≤1) | |
| (hh : ∀ i≠o, 1≤h i) (hh' : ∀ i≠o, 1≤h' i) | |
| (he : ∀ i, eta i∈Set.Icc 0 1) (he' : ∀ i, eta' i∈Set.Icc 0 1) | |
| (heq : ∀ i, h i=h' i → eta i=eta' i) | |
| (heqo : u=u' → eta o=eta' o) (heo : eta o≤u) (heo' : eta' o≤u') | |
| {C ell : ℝ} (hC : 0≤C) (hl : 0≤ell) {B a : J → ℝ} | |
| (hB : ∀ i, 0≤B i) (ha : a∈ChangingDomains.simplex A') | |
| (hcap : ∀ i, (∑ j, B j)*a i≤(1+eta i)*B i) : | |
| |potential C ell (marked A' g o h' eta' u' hu' hu1' hh') B a- | |
| potential C ell (marked A f o h eta u hu hu1 hh) B a| ≤ | |
| 8*C*ell*(∑ i∈Finset.univ.erase o, if h i=h' i then 0 else B i)+ | |
| 24*C*ell*(if u=u' then 0 else | |
| (∑ i∈Finset.univ.erase o, B i)+(u+u')*(∑ i, B i)) := by | |
| let d₀ := marked A f o h eta u hu hu1 hh | |
| let d₁ := marked A' g o h' eta' u' hu' hu1' hh' | |
| let term := fun i => primitive (d₁.F i) C ell (eta' i) (∑ j, B j) (B i) (d₁.base i) (a i)- | |
| primitive (d₀.F i) C ell (eta i) (∑ j, B j) (B i) (d₀.base i) (a i) | |
| have hS : 0≤∑ i, B i := sum_nonneg fun i _ => hB i | |
| have hBs : 0≤∑ i∈Finset.univ.erase o, B i := sum_nonneg fun i _ => hB i | |
| have hai := fun i => ChangingDomains.simplex_coordinate ha i | |
| have hside := simplex_side_weight hA' ha hB (fun i => (he i).2) hcap o | |
| have hSpr : (∑ j, B j)=B o+∑ i∈Finset.univ.erase o, B i := | |
| (Finset.add_sum_erase Finset.univ B (Finset.mem_univ o)).symm | |
| have hregular (i : J) (hi : i∈Finset.univ.erase o) : | |
| |term i|≤8*C*ell*(if h i=h' i then 0 else B i) := by | |
| have hio : i≠o := (Finset.mem_erase.mp hi).1 | |
| change |primitive (if i=o then markedF u' (1+Real.log (1/u')) else regularF (h' i)) | |
| C ell (eta' i) (∑ j, B j) (B i) (if i=o then 1 else 0) (a i)- | |
| primitive (if i=o then markedF u (1+Real.log (1/u)) else regularF (h i)) | |
| C ell (eta i) (∑ j, B j) (B i) (if i=o then 1 else 0) (a i)|≤_ | |
| simp only [ite_eq_right hio] | |
| by_cases hx : h i=h' i | |
| · simp [hx,heq i hx] | |
| · rw [ite_eq_right hx] | |
| have ho := regular_component_bound (hh i hio) (hai i) hC hl (he i).1 hS (hB i) | |
| have hn := regular_component_bound (hh' i hio) (hai i) hC hl (he' i).1 hS (hB i) | |
| have hep := mul_le_mul_of_nonneg_right (he i).2 (hB i) | |
| have he'p := mul_le_mul_of_nonneg_right (he' i).2 (hB i) | |
| have hlo : (∑ j, B j)*a i+(1+eta i)*B i≤4*B i := by nlinarith [hcap i] | |
| have hln : (∑ j, B j)*a i+(1+eta' i)*B i≤4*B i := by nlinarith [hcap i] | |
| have hco := mul_le_mul_of_nonneg_left hlo (mul_nonneg hC hl) | |
| have hcn := mul_le_mul_of_nonneg_left hln (mul_nonneg hC hl) | |
| have hab := abs_sub | |
| (primitive (regularF (h' i)) C ell (eta' i) (∑ j, B j) (B i) 0 (a i)) | |
| (primitive (regularF (h i)) C ell (eta i) (∑ j, B j) (B i) 0 (a i)) | |
| nlinarith | |
| have hmarked : |term o|≤24*C*ell*(if u=u' then 0 else | |
| (∑ i∈Finset.univ.erase o, B i)+(u+u')*(∑ i, B i)) := by | |
| change |primitive (if o=o then markedF u' (1+Real.log (1/u')) else regularF (h' o)) | |
| C ell (eta' o) (∑ j, B j) (B o) (if o=o then 1 else 0) (a o)- | |
| primitive (if o=o then markedF u (1+Real.log (1/u)) else regularF (h o)) | |
| C ell (eta o) (∑ j, B j) (B o) (if o=o then 1 else 0) (a o)|≤_ | |
| simp only [ite_true] | |
| by_cases hx : u=u' | |
| · simp [hx,heqo hx] | |
| · rw [ite_eq_right hx] | |
| have ho := marked_component_bound hu hu1 rfl (hai o) hC hl (he o).1 heo (hB o) hBs hSpr | |
| have hn := marked_component_bound hu' hu1' rfl (hai o) hC hl (he' o).1 heo' (hB o) hBs hSpr | |
| have hab := abs_sub | |
| (primitive (markedF u' (1+Real.log (1/u'))) C ell (eta' o) (∑ j, B j) (B o) 1 (a o)) | |
| (primitive (markedF u (1+Real.log (1/u))) C ell (eta o) (∑ j, B j) (B o) 1 (a o)) | |
| have hs := mul_le_mul_of_nonneg_left hside (by positivity : 0≤8*C*ell) | |
| have hpos : 0≤C*ell*(u+u')*(∑ j, B j) := by positivity | |
| nlinarith | |
| change |(∑ i, primitive (d₁.F i) C ell (eta' i) (∑ j, B j) (B i) (d₁.base i) (a i))- | |
| ∑ i, primitive (d₀.F i) C ell (eta i) (∑ j, B j) (B i) (d₀.base i) (a i)|≤_ | |
| rw [←sum_sub_distrib] | |
| change |∑ i, term i|≤_ | |
| have ht := (abs_sum_le_sum_abs term Finset.univ) | |
| rw [←Finset.add_sum_erase Finset.univ (fun i => |term i|) (Finset.mem_univ o)] at ht | |
| have hr := sum_le_sum hregular | |
| rw [←mul_sum] at hr | |
| linarith | |
| end KServer.AdaptiveAllocation | |
| namespace KServer.AdaptiveAllocation | |
| open Finset SimplexAnalytic SimplexFamilies AdaptiveMinimization | |
| variable {J R : Type*} [Fintype J] [DecidableEq J] [Fintype R] | |
| def markedPrepare (C ell ct : ℝ) (A B : Finset J) (g : J → R → Bool) | |
| (o : J) (h : J → ℝ) (u : ℝ) (hu : 0<u) (hu1 : u≤1) | |
| (hh : ∀ i≠o, 1≤h i) (p : J × R → ℝ) (a : J → ℝ) : J → ℝ := | |
| (family C ell).update | |
| (marked A (preparedFlags A B g) o h (fun i => ct*h i/ell) u hu hu1 hh) | |
| p (∑ i, preparedInput A B g p i) a | |
| def markedTransport (C ell ct : ℝ) (A B : Finset J) (g : J → R → Bool) | |
| (o : J) (h : J → ℝ) (u : ℝ) (hu : 0<u) (hu1 : u≤1) | |
| (hh : ∀ i≠o, 1≤h i) (p : J × R → ℝ) (a : J → ℝ) : J → ℝ := | |
| ChangingDomains.transposeSimplex B (∑ i, preparedInput A B g p i) | |
| (markedPrepare C ell ct A B g o h u hu hu1 hh p a) | |
| lemma marked_transport_mem {A B : Finset J} {o : J} (hoA : o∈A) (hB : B.Nonempty) | |
| (g : J → R → Bool) (h : J → ℝ) {u : ℝ} (hu : 0<u) (hu1 : u≤1) | |
| (ho : h o=u) (hh : ∀ i≠o, 1≤h i) | |
| {C ell ct ηmax Cexp c : ℝ} (hC : 0<C) (hl : 0<ell) (hc : 0<ct) | |
| (hmax : ∀ i∈A, ct*h i/ell≤ηmax) (hCexp : 0≤Cexp) | |
| (hsideC : 0<c) (hsideC1 : c≤1) | |
| (hside : ∀ i∈A, i≠o → c*(1+Real.log (1/u))≤h i) | |
| (htail : ∑ i∈A.erase o, Real.exp (-h i)≤Cexp*u) | |
| (hgap : 2*((25*c+2+32*Cexp)/c)*(1+ηmax)<C*ct) | |
| (p : J × R → ℝ) (hp : ∀ ir, 0≤p ir) (a : J → ℝ) | |
| (ha : a∈ChangingDomains.simplex A) : | |
| markedTransport C ell ct A B g o h u hu hu1 hh p a∈ChangingDomains.simplex B := by | |
| have hp' : ∀ i r, 0≤p (i,r) := fun i r => hp (i,r) | |
| have hcap := marked_update_feasible hoA (preparedFlags A B g) h hu hu1 ho hh | |
| hC hl hc hmax hCexp hsideC hsideC1 hside htail hgap p hp | |
| (prepared_flags_outside A B g) a ha | |
| exact ChangingDomains.transposeSimplex_mem (v := preparedInput A B g p) | |
| ⟨o,hoA⟩ hB ((family C ell).update_mem _ _ _ _) | |
| (sum_nonneg fun i _ => ChangingDomains.core_nonneg hp' i) hcap | |
| (prepared_input_outside A B g p) | |
| def markedStep (C ell ct : ℝ) (A B : Finset J) (g : J → R → Bool) | |
| (o : J) (h h' : J → ℝ) (u u' : ℝ) (hu : 0<u) (hu1 : u≤1) | |
| (hu' : 0<u') (hu1' : u'≤1) (hh : ∀ i≠o, 1≤h i) (hh' : ∀ i≠o, 1≤h' i) | |
| (p : J × R → ℝ) (a : J → ℝ) : J → ℝ := | |
| (family C ell).update (marked B g o h' (fun i => ct*h' i/ell) u' hu' hu1' hh') p | |
| (∑ i, ChangingDomains.core g (fun i r => p (i,r)) i) | |
| (markedTransport C ell ct A B g o h u hu hu1 hh p a) | |
| lemma marked_step_payment {A B : Finset J} {o : J} (hoA : o∈A) (hB : B.Nonempty) | |
| (f g : J → R → Bool) (h h' : J → ℝ) {u u' : ℝ} | |
| (hu : 0<u) (hu1 : u≤1) (hu' : 0<u') (hu1' : u'≤1) | |
| (ho : h o=u) (ho' : h' o=u') (hh : ∀ i≠o, 1≤h i) (hh' : ∀ i≠o, 1≤h' i) | |
| {C ell ct ηmax Cexp c : ℝ} (hC : 0<C) (hl : 0<ell) (hc : 0<ct) | |
| (he : ∀ i, ct*h i/ell∈Set.Icc 0 1) (he' : ∀ i, ct*h' i/ell∈Set.Icc 0 1) | |
| (hoeta : ct*u/ell≤u) (hoeta' : ct*u'/ell≤u') | |
| (hmax : ∀ i∈A, ct*h i/ell≤ηmax) (hCexp : 0≤Cexp) | |
| (hsideC : 0<c) (hsideC1 : c≤1) | |
| (hside : ∀ i∈A, i≠o → c*(1+Real.log (1/u))≤h i) | |
| (htail : ∑ i∈A.erase o, Real.exp (-h i)≤Cexp*u) | |
| (hgap : 2*((25*c+2+32*Cexp)/c)*(1+ηmax)<C*ct) | |
| (p : J × R → ℝ) (hp : ∀ ir, p ir∈Set.Icc 0 1) | |
| (hf : ∀ i∉A, ∀ r, f i r=false) (hg : ∀ i∉B, ∀ r, g i r=false) | |
| (a : J → ℝ) (ha : a∈ChangingDomains.simplex A) : | |
| let d₀ := marked A f o h (fun i => ct*h i/ell) u hu hu1 hh | |
| let d₃ := marked B g o h' (fun i => ct*h' i/ell) u' hu' hu1' hh' | |
| let B₀ := core d₀ p | |
| let B₃ := core d₃ p | |
| let B₁ := preparedInput A B g p | |
| let a₃ := markedStep C ell ct A B g o h h' u u' hu hu1 hu' hu1' hh hh' p a | |
| (∑ i, B₃ i)*ChangingDomains.variation a₃ a ≤ | |
| potential C ell d₀ B₀ a-potential C ell d₃ B₃ a₃+ | |
| (26*C*ell+4)*ChangingDomains.changedFlags f g+ | |
| 8*C*ell*(∑ i∈Finset.univ.erase o, if h i=h' i then 0 else B₁ i)+ | |
| 24*C*ell*(if u=u' then 0 else | |
| (∑ i∈Finset.univ.erase o, B₁ i)+(u+u')*(∑ i, B₁ i)) := by | |
| intro d₀ d₃ B₀ B₃ B₁ a₃ | |
| let d₁ := marked A (preparedFlags A B g) o h (fun i => ct*h i/ell) u hu hu1 hh | |
| let a₁ := markedPrepare C ell ct A B g o h u hu hu1 hh p a | |
| let a₂ := markedTransport C ell ct A B g o h u hu hu1 hh p a | |
| have hA : A.Nonempty := ⟨o,hoA⟩ | |
| have hp₀ : ∀ ir, 0≤p ir := fun ir => (hp ir).1 | |
| have hp₀' : ∀ i r, 0≤p (i,r) := fun i r => (hp (i,r)).1 | |
| have hB₁ : ∀ i, 0≤B₁ i := fun i => ChangingDomains.core_nonneg hp₀' i | |
| have hS₁ : 0≤∑ i, B₁ i := sum_nonneg fun i _ => hB₁ i | |
| have ha₁ : a₁∈ChangingDomains.simplex A := (family C ell).update_mem _ _ _ _ | |
| have ha₂ : a₂∈ChangingDomains.simplex B := | |
| marked_transport_mem hoA hB g h hu hu1 ho hh hC hl hc hmax hCexp | |
| hsideC hsideC1 hside htail hgap p hp₀ a ha | |
| have hcap₁ : ∀ i, (∑ j, B₁ j)*a₁ i≤(1+ct*h i/ell)*B₁ i := | |
| marked_update_feasible hoA (preparedFlags A B g) h hu hu1 ho hh hC hl hc hmax hCexp | |
| hsideC hsideC1 hside htail hgap p hp₀ (prepared_flags_outside A B g) a ha | |
| have hcap₂ : ∀ i, (∑ j, B₁ j)*a₂ i≤(1+ct*h i/ell)*B₁ i := | |
| transpose_cap hB₁ (fun i => by linarith [(he i).1]) hcap₁ | |
| have hin := ChangingDomains.synthetic_errors (fun i r => hp (i,r)) hf hg | |
| have herr₀ : ChangingDomains.variation B₀ B₁≤ChangingDomains.changedFlags f g := hin.1 | |
| have herr₃ : ChangingDomains.variation B₃ B₁≤ChangingDomains.changedFlags f g := hin.2 | |
| have hST : (∑ i, B₁ i)≤∑ i, B₃ i := | |
| sub_nonneg.mp (ChangingDomains.synthetic_total (A := A) (B := B) (g := g) hp₀') | |
| have hδ : (∑ i, B₃ i)-(∑ i, B₁ i)≤ChangingDomains.changedFlags f g := | |
| (le_abs_self _).trans ((total_variation_bound B₃ B₁).trans herr₃) | |
| have him₀ := marked_input_bound A hA f o h (fun i => ct*h i/ell) hu hu1 hh he | |
| hC.le hl.le (B := B₀) (B' := B₁) ha | |
| have him₃ := marked_input_bound B hB g o h' (fun i => ct*h' i/ell) hu' hu1' hh' he' | |
| hC.le hl.le (B := B₃) (B' := B₁) ha₂ | |
| have ht := marked_parameter_jump A B hB f g o h h' (fun i => ct*h i/ell) | |
| (fun i => ct*h' i/ell) hu hu1 hu' hu1' hh hh' he he' | |
| (fun i hi => by rw [hi]) (fun hi => by rw [ho,ho',hi]) | |
| (by simpa [ho] using hoeta) (by simpa [ho'] using hoeta') hC.le hl.le hB₁ ha₂ hcap₂ | |
| have hpm₁ : (∑ i, B₁ i)*ChangingDomains.variation a₁ a ≤ | |
| potential C ell d₀ B₁ a-potential C ell d₀ B₁ a₁ := | |
| literal_update_payment C ell d₁ p (∑ i, B₁ i) ha | |
| have hpm₃ : (∑ i, B₃ i)*ChangingDomains.variation a₃ a₂ ≤ | |
| potential C ell d₃ B₃ a₂-potential C ell d₃ B₃ a₃ := | |
| literal_update_payment C ell d₃ p (∑ i, B₃ i) ha₂ | |
| have htrans : potential C ell d₀ B₁ a₂=potential C ell d₀ B₁ a₁ := | |
| marked_transpose_value A B f o h (fun i => ct*h i/ell) hu hu1 hh C ell B₁ a₁ hB₁ | |
| have hweight := ChangingDomains.prepared_weight_comparison ha ha₁ ha₂ hS₁ hST | |
| (ChangingDomains.transposeSimplex_payment B (∑ i, B₁ i) a₁) (a₃ := a₃) | |
| have hinput₀ := mul_le_mul_of_nonneg_left herr₀ (by positivity : 0≤13*C*ell) | |
| have hinput₃ := mul_le_mul_of_nonneg_left herr₃ (by positivity : 0≤13*C*ell) | |
| have he₀ := neg_le_of_abs_le him₀ | |
| have he₃ := le_of_abs_le him₃ | |
| have hep := le_of_abs_le ht | |
| change -(13*C*ell*ChangingDomains.variation B₀ B₁) ≤ | |
| potential C ell d₀ B₀ a-potential C ell d₀ B₁ a at he₀ | |
| change potential C ell d₃ B₃ a₂-potential C ell d₃ B₁ a₂ ≤ | |
| 13*C*ell*ChangingDomains.variation B₃ B₁ at he₃ | |
| change potential C ell d₃ B₁ a₂-potential C ell d₀ B₁ a₂ ≤ _ at hep | |
| nlinarith | |
| end KServer.AdaptiveAllocation | |
| /-! Exact side primitive and compact minimizing update of §04, | |
| eq:side-primitive-explicit and lem:side-tracker. This is an allocation | |
| dependency of the absent main, not a separately counted main theorem. -/ | |
| noncomputable section | |
| open scoped BigOperators | |
| open Set Filter | |
| namespace KServer.SideTracker | |
| /-- The explicit integral in eq:side-primitive-explicit. -/ | |
| def primitive (c b θ z B D w : ℝ) : ℝ := | |
| c * (D / θ * (w - z * Real.log (1 + w / z)) + | |
| D * z * Real.log (1 + w / z) / 2 - | |
| (b + θ / 2) * B * Real.log (1 + w / z) / θ) | |
| lemma primitive_derivative {c b θ z B D w : ℝ} (hθ : 0 < θ) (hz : 0 < z) | |
| (hw : 0 ≤ w) : | |
| HasDerivAt (primitive c b θ z B D) | |
| (c * (D * w - (b + θ / 2) * B + D * θ * z / 2) / | |
| (θ * (w + z))) w := by | |
| have hl : 0 < 1 + w / z := by positivity | |
| have hd := (((hasDerivAt_id w).div_const z).const_add 1).log hl.ne' | |
| have he : 1 / z / (1 + w / z) = 1 / (w + z) := by | |
| field_simp | |
| ring | |
| simp only [id_eq] at hd | |
| rw [he] at hd | |
| have H := ((((hasDerivAt_id w).sub (hd.const_mul z)).const_mul (D / θ)).add | |
| ((hd.const_mul (D * z)).div_const 2)).sub | |
| ((hd.const_mul ((b + θ / 2) * B)).div_const θ) | |
| have hwz : w + z ≠ 0 := by positivity | |
| have he' : c * (D * w - (b + θ / 2) * B + D * θ * z / 2) / (θ * (w + z)) = | |
| c * (D / θ * (1 - z * (1 / (w + z))) + D * z * (1 / (w + z)) / 2 - | |
| (b + θ / 2) * B * (1 / (w + z)) / θ) := by | |
| field_simp [hθ.ne', hwz] | |
| ring | |
| rw [he'] | |
| exact H.const_mul c | |
| /-- One-sided necessary optimality, allowing a nondifferentiable movement cost. -/ | |
| lemma derivative_le_of_left_comparison {f : ℝ → ℝ} {f' D x : ℝ} | |
| (hx : 0 < x) (hd : HasDerivAt f f' x) | |
| (hc : ∀ y ∈ Set.Icc 0 x, f x ≤ f y + D * (x - y)) : f' ≤ D := by | |
| have hm : IsLocalMinOn (fun y => f y - D * y) (Set.Icc 0 x) x := by | |
| apply IsMinOn.isLocalMinOn | |
| intro y hy | |
| have h := hc y hy | |
| change f x - D * x ≤ f y - D * y | |
| linarith | |
| have ht : 0 - x ∈ posTangentConeAt (Set.Icc 0 x) x := | |
| sub_mem_posTangentConeAt_of_segment_subset | |
| ((convex_Icc 0 x).segment_subset ⟨hx.le, le_rfl⟩ ⟨le_rfl, hx.le⟩) | |
| have h := hm.hasFDerivWithinAt_nonneg | |
| ((hd.sub ((hasDerivAt_id x).const_mul D)).hasFDerivAt.hasFDerivWithinAt) ht | |
| simp only [ContinuousLinearMap.toSpanSingleton_apply, smul_eq_mul] at h | |
| nlinarith | |
| lemma neg_derivative_le_of_right_comparison {f : ℝ → ℝ} {f' D x ε : ℝ} | |
| (hε : 0 < ε) (hd : HasDerivAt f f' x) | |
| (hc : ∀ y ∈ Set.Icc x (x + ε), f x ≤ f y + D * (y - x)) : -D ≤ f' := by | |
| have hm : IsLocalMinOn (fun y => f y + D * y) (Set.Icc x (x + ε)) x := by | |
| apply IsMinOn.isLocalMinOn | |
| intro y hy | |
| have h := hc y hy | |
| change f x + D * x ≤ f y + D * y | |
| linarith | |
| have ht : (x + ε) - x ∈ posTangentConeAt (Set.Icc x (x + ε)) x := | |
| sub_mem_posTangentConeAt_of_segment_subset | |
| ((convex_Icc x (x + ε)).segment_subset ⟨le_rfl, by linarith⟩ | |
| ⟨by linarith, le_rfl⟩) | |
| have h := hm.hasFDerivWithinAt_nonneg | |
| ((hd.add ((hasDerivAt_id x).const_mul D)).hasFDerivAt.hasFDerivWithinAt) ht | |
| simp only [ContinuousLinearMap.toSpanSingleton_apply, smul_eq_mul] at h | |
| nlinarith | |
| variable {ι : Type*} [Fintype ι] | |
| def domain (Cw : ℝ) : Set (ι → ℝ) := {w | (∀ i, 0 ≤ w i) ∧ ∑ i, w i ≤ Cw} | |
| def potential (c b : ℝ) (θ z B : ι → ℝ) (D : ℝ) (w : ι → ℝ) : ℝ := | |
| ∑ i, primitive c b (θ i) (z i) (B i) D (w i) | |
| def movement (w v : ι → ℝ) : ℝ := ∑ i, |w i - v i| | |
| def objective (c b : ℝ) (θ z B : ι → ℝ) (D : ℝ) (w₀ w : ι → ℝ) : ℝ := | |
| potential c b θ z B D w + D * movement w w₀ | |
| lemma movement_self (w : ι → ℝ) : movement w w = 0 := by simp [movement] | |
| lemma domain_isCompact (Cw : ℝ) : IsCompact (domain (ι := ι) Cw) := by | |
| have hc : IsClosed (domain (ι := ι) Cw) := by | |
| change IsClosed ({w : ι → ℝ | ∀ i, 0 ≤ w i} ∩ {w : ι → ℝ | ∑ i, w i ≤ Cw}) | |
| apply IsClosed.inter | |
| · simp only [ofPred_forall] | |
| exact isClosed_iInter fun i => isClosed_le continuous_const (continuous_apply i) | |
| · exact isClosed_le (continuous_finsetSum _ fun i _ => continuous_apply i) continuous_const | |
| apply (isCompact_pi_infinite fun _ : ι => isCompact_Icc (a := (0 : ℝ)) (b := Cw)).of_isClosed_subset hc | |
| intro w hw i | |
| exact ⟨hw.1 i, (Finset.single_le_sum (fun j _ => hw.1 j) (Finset.mem_univ i)).trans hw.2⟩ | |
| lemma primitive_continuousOn {c b θ z B D : ℝ} (hθ : 0 < θ) (hz : 0 < z) : | |
| ContinuousOn (primitive c b θ z B D) (Ici 0) := by | |
| intro w hw | |
| exact (primitive_derivative hθ hz hw).continuousAt.continuousWithinAt | |
| lemma objective_continuousOn (c b D Cw : ℝ) (θ z B w₀ : ι → ℝ) | |
| (hθ : ∀ i, 0 < θ i) (hz : ∀ i, 0 < z i) : | |
| ContinuousOn (objective c b θ z B D w₀) (domain Cw) := by | |
| apply ContinuousOn.add | |
| · apply continuousOn_finsetSum _ | |
| intro i _ | |
| exact (primitive_continuousOn (hθ i) (hz i)).comp | |
| (continuous_apply i).continuousOn (fun _ hw => hw.1 i) | |
| · apply ContinuousOn.const_mul | |
| apply continuousOn_finsetSum _ | |
| intro i _ | |
| exact ((continuous_apply i).sub continuous_const).abs.continuousOn | |
| lemma exists_minimizer {c b D Cw : ℝ} {θ z B w₀ : ι → ℝ} | |
| (hθ : ∀ i, 0 < θ i) (hz : ∀ i, 0 < z i) (hw : w₀ ∈ domain Cw) : | |
| ∃ w ∈ domain Cw, IsMinOn (objective c b θ z B D w₀) (domain Cw) w := | |
| (domain_isCompact Cw).exists_isMinOn ⟨w₀, hw⟩ | |
| (objective_continuousOn c b D Cw θ z B w₀ hθ hz) | |
| lemma minimizer_payment {c b D Cw : ℝ} {θ z B w₀ w : ι → ℝ} | |
| (hw₀ : w₀ ∈ domain Cw) | |
| (hm : IsMinOn (objective c b θ z B D w₀) (domain Cw) w) : | |
| D * movement w w₀ ≤ potential c b θ z B D w₀ - potential c b θ z B D w := by | |
| have h := hm hw₀ | |
| change potential c b θ z B D w + D * movement w w₀ ≤ | |
| potential c b θ z B D w₀ + D * movement w₀ w₀ at h | |
| rw [movement_self, mul_zero, add_zero] at h | |
| linarith | |
| lemma sum_replace [DecidableEq ι] (f : ι → ℝ → ℝ) (w : ι → ℝ) (i : ι) (y : ℝ) : | |
| (∑ j, f j (Function.update w i y j)) = (∑ j, f j (w j)) - f i (w i) + f i y := by | |
| have he : (∑ j ∈ Finset.univ.erase i, f j (Function.update w i y j)) = | |
| ∑ j ∈ Finset.univ.erase i, f j (w j) := by | |
| apply Finset.sum_congr rfl | |
| intro j hj | |
| simp [Function.update, (Finset.mem_erase.mp hj).1] | |
| have h₁ := Finset.sum_erase_add Finset.univ (fun j => f j (Function.update w i y j)) | |
| (Finset.mem_univ i) | |
| have h₂ := Finset.sum_erase_add Finset.univ (fun j => f j (w j)) (Finset.mem_univ i) | |
| simp only [Function.update_self, he] at h₁ | |
| linarith | |
| lemma replace_mem_domain [DecidableEq ι] {Cw : ℝ} {w : ι → ℝ} | |
| (hw : w ∈ domain Cw) (i : ι) {y : ℝ} (hy : 0 ≤ y) | |
| (hs : y ≤ w i + (Cw - ∑ j, w j)) : Function.update w i y ∈ domain Cw := by | |
| constructor | |
| · intro j | |
| by_cases h : j = i | |
| · subst j; simpa using hy | |
| · simpa [Function.update, h] using hw.1 j | |
| · rw [sum_replace (fun _ x => x)] | |
| linarith | |
| lemma coordinate_min_comparison [DecidableEq ι] {c b D Cw : ℝ} {θ z B w₀ w : ι → ℝ} | |
| (hD : 0 ≤ D) | |
| (hm : IsMinOn (objective c b θ z B D w₀) (domain Cw) w) | |
| (i : ι) {y : ℝ} (hy : Function.update w i y ∈ domain Cw) : | |
| primitive c b (θ i) (z i) (B i) D (w i) ≤ | |
| primitive c b (θ i) (z i) (B i) D y + D * |y - w i| := by | |
| have h := hm hy | |
| change potential c b θ z B D w + D * movement w w₀ ≤ | |
| potential c b θ z B D (Function.update w i y) + | |
| D * movement (Function.update w i y) w₀ at h | |
| dsimp [potential, movement] at h | |
| rw [sum_replace (fun j x => primitive c b (θ j) (z j) (B j) D x), | |
| sum_replace (fun j x => |x - w₀ j|)] at h | |
| have ht := mul_le_mul_of_nonneg_left (abs_sub_le y (w i) (w₀ i)) hD | |
| linarith | |
| lemma derivative_upper_violation {M b θ z B D w : ℝ} | |
| (hb : 1 ≤ b) (hθ : 0 < θ) (hz : 0 < z) (hB : 0 ≤ B) | |
| (hD : 0 < D) (hw : 0 ≤ w) (hM : b + θ ≤ M) | |
| (hv : (b + θ) * B < D * w) : | |
| D < 8 * M * (D * w - (b + θ / 2) * B + D * θ * z / 2) / (θ * (w + z)) := by | |
| let N := D * w - (b + θ / 2) * B + D * θ * z / 2 | |
| have hN : 0 < N := by | |
| dsimp [N] | |
| nlinarith [mul_nonneg hθ.le hB, mul_pos (mul_pos hD hθ) hz] | |
| have h1 : D * θ * w + D * θ * (b + θ) * z < 2 * (b + θ) * N := by | |
| have hh : 0 < (2 * b + θ) * (D * w - (b + θ) * B) := | |
| mul_pos (by linarith) (sub_pos.mpr hv) | |
| dsimp [N] | |
| nlinarith | |
| have h2 : D * θ * (w + z) ≤ D * θ * w + D * θ * (b + θ) * z := by | |
| have hh := mul_le_mul_of_nonneg_left (show 1 ≤ b + θ by linarith) | |
| (mul_nonneg (mul_nonneg hD.le hθ.le) hz.le) | |
| nlinarith | |
| have h3 : 2 * (b + θ) * N ≤ 8 * M * N := by | |
| have hh := mul_le_mul_of_nonneg_right hM hN.le | |
| nlinarith [mul_pos (show 0 < M by linarith) hN] | |
| apply (lt_div_iff₀ (mul_pos hθ (by linarith : 0 < w + z))).mpr | |
| dsimp [N] at h2 h1 h3 | |
| nlinarith [h2.trans_lt (h1.trans_le h3)] | |
| lemma derivative_lower_violation {M b θ z B D w : ℝ} | |
| (hb : 1 ≤ b) (hθ : 0 < θ) (hz : 0 < z) | |
| (hD : 0 < D) (hw : 0 ≤ w) (hM : b + θ ≤ M) | |
| (hv : D * w < b * B - θ * z * D) : | |
| 8 * M * (D * w - (b + θ / 2) * B + D * θ * z / 2) / (θ * (w + z)) < -D := by | |
| let N := D * w - (b + θ / 2) * B + D * θ * z / 2 | |
| have hB : 0 < B := by | |
| have : 0 < b * B := by nlinarith [mul_nonneg hD.le hw, mul_pos (mul_pos hθ hz) hD] | |
| exact (mul_pos_iff.mp this).resolve_right (by rintro ⟨h, _⟩; linarith) |>.2 | |
| have hN : N < 0 := by | |
| dsimp [N] | |
| nlinarith [mul_pos hθ hB, mul_pos (mul_pos hD hθ) hz] | |
| have h1 : 2 * b * N < -(D * θ * w + D * θ * b * z) := by | |
| have hh : 0 < (2 * b + θ) * (b * B - D * w - θ * z * D) := | |
| mul_pos (by linarith) (by linarith) | |
| dsimp [N] | |
| nlinarith [mul_pos (mul_pos (mul_pos hD hθ) hθ) hz] | |
| have h2 : -(D * θ * w + D * θ * b * z) ≤ -(D * θ * (w + z)) := by | |
| have hh := mul_le_mul_of_nonneg_left hb (mul_nonneg (mul_nonneg hD.le hθ.le) hz.le) | |
| nlinarith | |
| have h3 : 8 * M * N ≤ 2 * b * N := by | |
| have hh := mul_le_mul_of_nonpos_right (show b ≤ M by linarith) hN.le | |
| nlinarith [mul_neg_of_pos_of_neg (show 0 < M by linarith) hN] | |
| apply (div_lt_iff₀ (mul_pos hθ (by linarith : 0 < w + z))).mpr | |
| dsimp [N] at h1 h3 | |
| nlinarith [h3.trans_lt (h1.trans_le h2)] | |
| /-- Every minimizing update has the source's upper side feasibility. -/ | |
| lemma minimizer_upper {M b D Cw : ℝ} {θ z B w₀ w : ι → ℝ} | |
| (hb : 1 ≤ b) (hθ : ∀ i, 0 < θ i) (hz : ∀ i, 0 < z i) | |
| (hB : ∀ i, 0 ≤ B i) (hD : 0 ≤ D) (hM : ∀ i, b + θ i ≤ M) | |
| (hw : w ∈ domain Cw) | |
| (hm : IsMinOn (objective (8 * M) b θ z B D w₀) (domain Cw) w) : | |
| ∀ i, D * w i ≤ (b + θ i) * B i := by | |
| classical | |
| intro i | |
| by_cases hD0 : D = 0 | |
| · rw [hD0, zero_mul] | |
| exact mul_nonneg (by linarith [hθ i]) (hB i) | |
| have hDp : 0 < D := lt_of_le_of_ne hD (Ne.symm hD0) | |
| by_contra h | |
| have hv := lt_of_not_ge h | |
| have hwi : 0 < w i := by | |
| nlinarith [mul_nonneg (show 0 ≤ b + θ i by linarith [hθ i]) (hB i)] | |
| have hc : ∀ y ∈ Set.Icc 0 (w i), | |
| primitive (8 * M) b (θ i) (z i) (B i) D (w i) ≤ | |
| primitive (8 * M) b (θ i) (z i) (B i) D y + D * (w i - y) := by | |
| intro y hy | |
| have hh := coordinate_min_comparison hD hm i | |
| (replace_mem_domain hw i hy.1 (by linarith [hw.2, hy.2])) | |
| rw [abs_of_nonpos (sub_nonpos.mpr hy.2)] at hh | |
| linarith | |
| have hder := derivative_le_of_left_comparison hwi | |
| (primitive_derivative (c := 8 * M) (b := b) (B := B i) (D := D) | |
| (hθ i) (hz i) (hw.1 i)) hc | |
| have hvder := derivative_upper_violation hb (hθ i) (hz i) (hB i) hDp | |
| (hw.1 i) (hM i) hv | |
| linarith | |
| /-- The lower bound uses the slack proved from the upper bound, not a new | |
| assumption that the simplex constraint is inactive. -/ | |
| lemma minimizer_lower {M b D Cw : ℝ} {θ z B w₀ w : ι → ℝ} | |
| (hb : 1 ≤ b) (hθ : ∀ i, 0 < θ i) (hz : ∀ i, 0 < z i) | |
| (hB : ∀ i, 0 ≤ B i) (hD : 0 ≤ D) (hM : ∀ i, b + θ i ≤ M) | |
| (hCw : 2 * M < Cw) (hS : ∑ i, B i ≤ 2 * D) | |
| (hw : w ∈ domain Cw) | |
| (hm : IsMinOn (objective (8 * M) b θ z B D w₀) (domain Cw) w) : | |
| ∀ i, b * B i - θ i * z i * D ≤ D * w i := by | |
| classical | |
| intro i | |
| by_cases hD0 : D = 0 | |
| · have hBi : B i = 0 := by | |
| have hh := Finset.single_le_sum (fun j _ => hB j) (Finset.mem_univ i) | |
| rw [hD0, mul_zero] at hS | |
| linarith [hB i] | |
| simp [hD0, hBi] | |
| have hDp : 0 < D := lt_of_le_of_ne hD (Ne.symm hD0) | |
| have hupper := minimizer_upper hb hθ hz hB hD hM hw hm | |
| have hs : ∑ j, w j ≤ 2 * M := by | |
| have hs₁ : D * ∑ j, w j ≤ M * ∑ j, B j := by | |
| simp only [Finset.mul_sum] | |
| exact Finset.sum_le_sum fun j _ => (hupper j).trans | |
| (mul_le_mul_of_nonneg_right (hM j) (hB j)) | |
| have hMp : 0 ≤ M := by linarith [hM i, hθ i] | |
| have hh := mul_le_mul_of_nonneg_left hS hMp | |
| nlinarith | |
| have hgap : 0 < Cw - ∑ j, w j := by linarith | |
| have hc : ∀ y ∈ Set.Icc (w i) (w i + (Cw - ∑ j, w j)), | |
| primitive (8 * M) b (θ i) (z i) (B i) D (w i) ≤ | |
| primitive (8 * M) b (θ i) (z i) (B i) D y + D * (y - w i) := by | |
| intro y hy | |
| have hh := coordinate_min_comparison hD hm i | |
| (replace_mem_domain hw i ((hw.1 i).trans hy.1) hy.2) | |
| rwa [abs_of_nonneg (sub_nonneg.mpr hy.1)] at hh | |
| have hder := neg_derivative_le_of_right_comparison hgap | |
| (primitive_derivative (c := 8 * M) (b := b) (B := B i) (D := D) | |
| (hθ i) (hz i) (hw.1 i)) hc | |
| by_contra h | |
| have hvder := derivative_lower_violation hb (hθ i) (hz i) hDp | |
| (hw.1 i) (hM i) (lt_of_not_ge h) | |
| linarith | |
| /-- Section 04, Lemma side-tracker, with the explicit sufficient multiplier | |
| C'_w = 8M. No rank assumption or positivity assumption on D is added. -/ | |
| theorem side_update {M b D Cw : ℝ} {θ z B w₀ : ι → ℝ} | |
| (hb : 1 ≤ b) (hθ : ∀ i, 0 < θ i) (hz : ∀ i, 0 < z i) | |
| (hB : ∀ i, 0 ≤ B i) (hD : 0 ≤ D) (hM : ∀ i, b + θ i ≤ M) | |
| (hCw : 2 * M < Cw) (hw₀ : w₀ ∈ domain Cw) : | |
| ∃ w ∈ domain Cw, | |
| IsMinOn (objective (8 * M) b θ z B D w₀) (domain Cw) w ∧ | |
| (∀ i, D * w i ≤ (b + θ i) * B i) ∧ | |
| ((∑ i, B i) ≤ 2 * D → ∀ i, b * B i - θ i * z i * D ≤ D * w i) ∧ | |
| D * movement w w₀ ≤ potential (8 * M) b θ z B D w₀ - | |
| potential (8 * M) b θ z B D w := by | |
| obtain ⟨w, hw, hm⟩ := exists_minimizer (c := 8 * M) (b := b) (B := B) | |
| (D := D) hθ hz hw₀ | |
| exact ⟨w, hw, hm, minimizer_upper hb hθ hz hB hD hM hw hm, | |
| fun hS => minimizer_lower hb hθ hz hB hD hM hCw hS hw hm, | |
| minimizer_payment hw₀ hm⟩ | |
| /-- The logarithmic formula is exactly the source's interval integral. -/ | |
| lemma primitive_eq_integral {c b θ z B D w : ℝ} (hθ : 0 < θ) (hz : 0 < z) | |
| (hw : 0 ≤ w) : | |
| primitive c b θ z B D w = | |
| c * ∫ s in (0 : ℝ)..w, | |
| (D * s - (b + θ / 2) * B + D * θ * z / 2) / (θ * (s + z)) := by | |
| have hc : ContinuousOn (fun s : ℝ => | |
| (D * s - (b + θ / 2) * B + D * θ * z / 2) / (θ * (s + z))) (Set.Icc 0 w) := by | |
| apply ContinuousOn.div | |
| · fun_prop | |
| · fun_prop | |
| · intro s hs | |
| exact mul_ne_zero hθ.ne' (ne_of_gt (by linarith [hs.1])) | |
| have hd : ∀ s ∈ uIcc (0 : ℝ) w, | |
| HasDerivAt (primitive 1 b θ z B D) | |
| ((D * s - (b + θ / 2) * B + D * θ * z / 2) / (θ * (s + z))) s := by | |
| intro s hs | |
| rw [uIcc_of_le hw] at hs | |
| simpa only [one_mul] using primitive_derivative (c := (1 : ℝ)) | |
| (b := b) (B := B) (D := D) hθ hz hs.1 | |
| have h := intervalIntegral.integral_eq_sub_of_hasDerivAt hd | |
| ((hc.mono (by rw [uIcc_of_le hw])).intervalIntegrable) | |
| simp [primitive] at h | |
| rw [h] | |
| rfl | |
| /-- Affinity in (B,D), used before every update decision in the all-step | |
| filtering telescope. In particular the held-D part is constant. -/ | |
| lemma primitive_affine_inputs (c b θ z B₁ B₂ D₁ D₂ t w : ℝ) : | |
| primitive c b θ z ((1 - t) * B₁ + t * B₂) ((1 - t) * D₁ + t * D₂) w = | |
| (1 - t) * primitive c b θ z B₁ D₁ w + t * primitive c b θ z B₂ D₂ w := by | |
| unfold primitive | |
| ring | |
| end KServer.SideTracker | |
| namespace KServer.SideTracker | |
| open scoped BigOperators | |
| lemma log_factors {z w : ℝ} (hz : 0 < z) (hw : 0 ≤ w) : | |
| 0 ≤ Real.log (1 + w / z) ∧ | |
| 0 ≤ z * Real.log (1 + w / z) ∧ | |
| z * Real.log (1 + w / z) ≤ w := by | |
| have hq : 0 ≤ w / z := div_nonneg hw hz.le | |
| have hl : 0 ≤ Real.log (1 + w / z) := Real.log_nonneg (by linarith) | |
| refine ⟨hl, mul_nonneg hz.le hl, ?_⟩ | |
| have hh := Real.log_le_sub_one_of_pos (show 0 < 1 + w / z by positivity) | |
| have hh' : Real.log (1 + w / z) ≤ w / z := by linarith | |
| have := mul_le_mul_of_nonneg_left hh' hz.le | |
| simpa [mul_div_cancel₀ _ hz.ne'] using this | |
| lemma side_log_bound {h W w : ℝ} (hh : 1 ≤ h) (hW : 0 ≤ W) | |
| (hw : w ∈ Set.Icc 0 W) : | |
| Real.log (1 + w / (Real.exp (1 - h) / h)) ≤ | |
| (Real.log (1 + W) + 2) * h := by | |
| have hp : 0 < h := lt_of_lt_of_le zero_lt_one hh | |
| have hw0 : 0 ≤ w := hw.1 | |
| have he : 1 ≤ Real.exp (h - 1) := Real.one_le_exp (by linarith) | |
| have hh' : h ≤ Real.exp (h - 1) := by | |
| have := Real.add_one_le_exp (h - 1) | |
| linarith | |
| have hE := Real.exp_pos (h - 1) | |
| have heq : 1 + w / (Real.exp (1 - h) / h) = | |
| 1 + w * h * Real.exp (h - 1) := by | |
| have hn : 1 - h = -(h - 1) := by ring | |
| rw [hn, Real.exp_neg] | |
| field_simp | |
| rw [heq] | |
| have hmul : w * h * Real.exp (h - 1) ≤ W * Real.exp (h - 1) ^ 2 := by | |
| nlinarith [mul_le_mul_of_nonneg_right hw.2 hp.le, | |
| mul_le_mul_of_nonneg_left hh' hW, | |
| mul_le_mul_of_nonneg_right | |
| (mul_le_mul hw.2 hh' hp.le hW) hE.le] | |
| have hs : 1 ≤ Real.exp (h - 1) ^ 2 := by nlinarith | |
| have hbound : 1 + w * h * Real.exp (h - 1) ≤ | |
| (1 + W) * Real.exp (2 * (h - 1)) := by | |
| rw [show 2 * (h - 1) = (h - 1) + (h - 1) by ring, Real.exp_add] | |
| nlinarith | |
| have hlog := Real.log_le_log (show 0 < 1 + w * h * Real.exp (h - 1) by positivity) hbound | |
| rw [Real.log_mul (by positivity) (Real.exp_ne_zero _), Real.log_exp] at hlog | |
| have hLW : 0 ≤ Real.log (1 + W) := Real.log_nonneg (by linarith) | |
| nlinarith | |
| /-- Coefficients of the actual primitive; all are nonnegative on the side | |
| domain. Their estimates use size-derived logarithmic cancellation. -/ | |
| def Dcoef (c θ z w : ℝ) : ℝ := | |
| c * ((w - z * Real.log (1 + w / z)) / θ + z * Real.log (1 + w / z) / 2) | |
| def Bcoef (c b θ z w : ℝ) : ℝ := | |
| c * (b + θ / 2) * Real.log (1 + w / z) / θ | |
| lemma primitive_coefficients (c b θ z B D w : ℝ) : | |
| primitive c b θ z B D w = Dcoef c θ z w * D - Bcoef c b θ z w * B := by | |
| unfold primitive Dcoef Bcoef | |
| ring | |
| lemma coefficients_nonneg {c b θ z w : ℝ} (hc : 0 ≤ c) (hb : 0 ≤ b) | |
| (hθ : 0 < θ) (hz : 0 < z) (hw : 0 ≤ w) : | |
| 0 ≤ Dcoef c θ z w ∧ 0 ≤ Bcoef c b θ z w := by | |
| obtain ⟨hL, hzL, hLw⟩ := log_factors hz hw | |
| constructor | |
| · exact mul_nonneg hc (add_nonneg (div_nonneg (sub_nonneg.mpr hLw) hθ.le) | |
| (by positivity)) | |
| · exact div_nonneg (mul_nonneg (mul_nonneg hc (by positivity)) hL) hθ.le | |
| lemma Dcoef_bound {c θ z w cw ell h : ℝ} (hc : 0 ≤ c) | |
| (hz : 0 < z) (hw : 0 ≤ w) (hcw : 0 < cw) (hell : 1 ≤ ell) | |
| (hh : 1 ≤ h) (hθ : θ = cw * h / ell) : | |
| Dcoef c θ z w ≤ c * (1 / cw + 1) * ell * w := by | |
| have hellp : 0 < ell := lt_of_lt_of_le zero_lt_one hell | |
| have hp : 0 < h := lt_of_lt_of_le zero_lt_one hh | |
| have hθp : 0 < θ := by rw [hθ]; positivity | |
| obtain ⟨hL, hzL, hLw⟩ := log_factors hz hw | |
| have hi : 1 / θ ≤ ell / cw := by | |
| rw [div_le_div_iff₀ hθp hcw] | |
| rw [hθ] | |
| have he : ell * (cw * h / ell) = cw * h := by field_simp | |
| rw [he] | |
| nlinarith | |
| have ht : (w - z * Real.log (1 + w / z)) / θ ≤ w * (ell / cw) := by | |
| calc | |
| _ ≤ w / θ := div_le_div_of_nonneg_right (by linarith) hθp.le | |
| _ = w * (1 / θ) := by ring | |
| _ ≤ w * (ell / cw) := mul_le_mul_of_nonneg_left hi hw | |
| have hq : z * Real.log (1 + w / z) / 2 ≤ ell * w := by nlinarith | |
| unfold Dcoef | |
| calc | |
| _ ≤ c * (w * (ell / cw) + ell * w) := | |
| mul_le_mul_of_nonneg_left (add_le_add ht hq) hc | |
| _ = c * (1 / cw + 1) * ell * w := by ring | |
| lemma Bcoef_bound {c b θ z w cw ell h K M : ℝ} (hc : 0 ≤ c) | |
| (hb : 0 ≤ b) (hz : 0 < z) (hw : 0 ≤ w) (hcw : 0 < cw) | |
| (hell : 0 < ell) (hh : 0 < h) (hθ : θ = cw * h / ell) | |
| (hBM : b + θ / 2 ≤ M) | |
| (hLK : Real.log (1 + w / z) ≤ K * h) : | |
| Bcoef c b θ z w ≤ c * M * K / cw * ell := by | |
| have hθp : 0 < θ := by rw [hθ]; positivity | |
| obtain ⟨hL, _, _⟩ := log_factors hz hw | |
| have hM : 0 ≤ M := (by positivity : 0 ≤ b + θ / 2).trans hBM | |
| unfold Bcoef | |
| calc | |
| _ ≤ c * M * (K * h) / θ := div_le_div_of_nonneg_right | |
| (mul_le_mul (mul_le_mul_of_nonneg_left hBM hc) hLK hL (mul_nonneg hc hM)) hθp.le | |
| _ = c * M * K / cw * ell := by rw [hθ]; field_simp | |
| lemma primitive_component_bound {c b θ z w cw ell h K M B D : ℝ} | |
| (hc : 0 ≤ c) (hb : 0 ≤ b) (hz : 0 < z) (hw : 0 ≤ w) | |
| (hcw : 0 < cw) (hell : 1 ≤ ell) (hh : 1 ≤ h) | |
| (hθ : θ = cw * h / ell) (hBM : b + θ / 2 ≤ M) | |
| (hLK : Real.log (1 + w / z) ≤ K * h) (hB : 0 ≤ B) (hD : 0 ≤ D) : | |
| |primitive c b θ z B D w| ≤ | |
| c * (1 / cw + 1) * ell * (D * w) + c * M * K / cw * ell * B := by | |
| have he : 0 < ell := lt_of_lt_of_le zero_lt_one hell | |
| have hp : 0 < h := lt_of_lt_of_le zero_lt_one hh | |
| have hθp : 0 < θ := by rw [hθ]; positivity | |
| have hn := coefficients_nonneg hc hb hθp hz hw | |
| rw [primitive_coefficients] | |
| calc | |
| _ ≤ |Dcoef c θ z w * D| + |Bcoef c b θ z w * B| := abs_sub _ _ | |
| _ = Dcoef c θ z w * D + Bcoef c b θ z w * B := by | |
| rw [abs_of_nonneg (mul_nonneg hn.1 hD), abs_of_nonneg (mul_nonneg hn.2 hB)] | |
| _ ≤ (c * (1 / cw + 1) * ell * w) * D + (c * M * K / cw * ell) * B := | |
| add_le_add (mul_le_mul_of_nonneg_right (Dcoef_bound hc hz hw hcw hell hh hθ) hD) | |
| (mul_le_mul_of_nonneg_right (Bcoef_bound hc hb hz hw hcw he hp hθ hBM hLK) hB) | |
| _ = _ := by ring | |
| lemma side_z_identity {a A : ℝ} (ha : 0 < a) (hA : 0 < A) : | |
| a / (A * (1 + Real.log (A / a))) = | |
| Real.exp (1 - (1 + Real.log (A / a))) / (1 + Real.log (A / a)) := by | |
| rw [show 1 - (1 + Real.log (A / a)) = -Real.log (A / a) by ring, | |
| Real.exp_neg, Real.exp_log (div_pos hA ha)] | |
| field_simp | |
| lemma potential_input_bound {ι : Type*} [Fintype ι] | |
| {c b cw ell K M Cw : ℝ} {θ z h w : ι → ℝ} | |
| (hc : 0 ≤ c) (hb : 0 ≤ b) (hcw : 0 < cw) (hell : 1 ≤ ell) | |
| (hz : ∀ i, 0 < z i) (hh : ∀ i, 1 ≤ h i) | |
| (hθ : ∀ i, θ i = cw * h i / ell) | |
| (hBM : ∀ i, b + θ i / 2 ≤ M) | |
| (hLK : ∀ i, Real.log (1 + w i / z i) ≤ K * h i) | |
| (hw : w ∈ domain Cw) (B B' : ι → ℝ) (D D' : ℝ) : | |
| |potential c b θ z B D w - potential c b θ z B' D' w| ≤ | |
| c * (1 / cw + 1) * ell * Cw * |D - D'| + | |
| c * M * K / cw * ell * (∑ i, |B i - B' i|) := by | |
| have he : 0 < ell := lt_of_lt_of_le zero_lt_one hell | |
| have hdc (i) := Dcoef_bound hc (hz i) (hw.1 i) hcw hell (hh i) (hθ i) | |
| have hbc (i) := Bcoef_bound hc hb (hz i) (hw.1 i) hcw he | |
| (lt_of_lt_of_le zero_lt_one (hh i)) (hθ i) (hBM i) (hLK i) | |
| have hnn (i) : 0 ≤ Dcoef c (θ i) (z i) (w i) ∧ | |
| 0 ≤ Bcoef c b (θ i) (z i) (w i) := | |
| coefficients_nonneg hc hb (by rw [hθ i]; exact div_pos (mul_pos hcw (lt_of_lt_of_le zero_lt_one (hh i))) he) (hz i) (hw.1 i) | |
| have hdiff (i) : primitive c b (θ i) (z i) (B i) D (w i) - | |
| primitive c b (θ i) (z i) (B' i) D' (w i) = | |
| Dcoef c (θ i) (z i) (w i) * (D - D') - | |
| Bcoef c b (θ i) (z i) (w i) * (B i - B' i) := by | |
| rw [primitive_coefficients, primitive_coefficients] | |
| ring | |
| have hpoint (i) : |primitive c b (θ i) (z i) (B i) D (w i) - | |
| primitive c b (θ i) (z i) (B' i) D' (w i)| ≤ | |
| c * (1 / cw + 1) * ell * w i * |D - D'| + | |
| c * M * K / cw * ell * |B i - B' i| := by | |
| rw [hdiff] | |
| calc | |
| _ ≤ |Dcoef c (θ i) (z i) (w i) * (D - D')| + | |
| |Bcoef c b (θ i) (z i) (w i) * (B i - B' i)| := abs_sub _ _ | |
| _ = Dcoef c (θ i) (z i) (w i) * |D - D'| + | |
| Bcoef c b (θ i) (z i) (w i) * |B i - B' i| := by | |
| rw [abs_mul, abs_mul, abs_of_nonneg (hnn i).1, abs_of_nonneg (hnn i).2] | |
| _ ≤ _ := add_le_add (mul_le_mul_of_nonneg_right (hdc i) (abs_nonneg _)) | |
| (mul_le_mul_of_nonneg_right (hbc i) (abs_nonneg _)) | |
| unfold potential | |
| rw [← Finset.sum_sub_distrib] | |
| calc | |
| _ ≤ ∑ i, |primitive c b (θ i) (z i) (B i) D (w i) - | |
| primitive c b (θ i) (z i) (B' i) D' (w i)| := Finset.abs_sum_le_sum_abs _ _ | |
| _ ≤ ∑ i, (c * (1 / cw + 1) * ell * w i * |D - D'| + | |
| c * M * K / cw * ell * |B i - B' i|) := Finset.sum_le_sum fun i _ => hpoint i | |
| _ = c * (1 / cw + 1) * ell * (∑ i, w i) * |D - D'| + | |
| c * M * K / cw * ell * (∑ i, |B i - B' i|) := by | |
| simp only [Finset.sum_add_distrib, ← Finset.sum_mul, ← Finset.mul_sum] | |
| _ ≤ _ := add_le_add (mul_le_mul_of_nonneg_right | |
| (mul_le_mul_of_nonneg_left hw.2 (by positivity)) (abs_nonneg _)) le_rfl | |
| end KServer.SideTracker | |
| namespace KServer.SideSupported | |
| open Finset | |
| variable {J : Type*} [Fintype J] [DecidableEq J] | |
| def restrict (A : Finset J) (a : J → ℝ) : A → ℝ := fun i => a i | |
| def extend (A : Finset J) (a : A → ℝ) : J → ℝ := fun i => if hi : i∈A then a ⟨i,hi⟩ else 0 | |
| omit [Fintype J] in | |
| lemma extend_apply_mem (A : Finset J) (a : A → ℝ) (i : A) : extend A a i=a i := by | |
| simp [extend,i.property] | |
| omit [Fintype J] in | |
| lemma extend_apply_not_mem (A : Finset J) (a : A → ℝ) {i : J} (hi : i∉A) : extend A a i=0 := by | |
| simp [extend,hi] | |
| omit [Fintype J] in | |
| lemma restrict_extend (A : Finset J) (a : A → ℝ) : restrict A (extend A a)=a := by | |
| funext i; exact extend_apply_mem A a i | |
| omit [Fintype J] in | |
| lemma extend_restrict (A : Finset J) (a : J → ℝ) (ha : ∀ i∉A, a i=0) : | |
| extend A (restrict A a)=a := by | |
| funext i | |
| by_cases hi : i∈A | |
| · simp [extend,restrict,hi] | |
| · simp [extend,hi,ha i hi] | |
| omit [DecidableEq J] in | |
| lemma sum_restrict (A : Finset J) (a : J → ℝ) (ha : ∀ i∉A, a i=0) : | |
| (∑ i : A, a i)=∑ i, a i := by | |
| rw [←Finset.sum_subtype A (fun _ => Iff.rfl)] | |
| exact Finset.sum_subset (subset_univ A) fun i _ hi => ha i hi | |
| lemma sum_extend (A : Finset J) (a : A → ℝ) : (∑ i, extend A a i)=∑ i, a i := by | |
| have he := sum_restrict A (extend A a) (fun i hi => extend_apply_not_mem A a hi) | |
| simpa only [extend_apply_mem] using he.symm | |
| end KServer.SideSupported | |
| namespace KServer.SideSupported | |
| open Finset SideTracker | |
| variable {J : Type*} [Fintype J] [DecidableEq J] | |
| omit [DecidableEq J] in | |
| lemma restrict_mem {A : Finset J} {W : ℝ} {a : J → ℝ} | |
| (ha : a∈ChangingDomains.sideDomain A W) : restrict A a∈domain W := by | |
| refine ⟨fun i => ha.1 i, ?_⟩ | |
| simpa only [restrict,sum_restrict A a ha.2.2] using ha.2.1 | |
| lemma extend_mem {A : Finset J} {W : ℝ} {a : A → ℝ} | |
| (ha : a∈domain W) : extend A a∈ChangingDomains.sideDomain A W := by | |
| refine ⟨?_,?_,?_⟩ | |
| · intro i | |
| simp only [extend] | |
| split_ifs with hi | |
| · exact ha.1 ⟨i,hi⟩ | |
| · exact le_rfl | |
| · simpa only [sum_extend] using ha.2 | |
| · exact fun i hi => extend_apply_not_mem A a hi | |
| omit [DecidableEq J] in | |
| lemma sideDomain_compact (A : Finset J) (W : ℝ) : | |
| IsCompact (ChangingDomains.sideDomain A W) := by | |
| have he : ChangingDomains.sideDomain A W= | |
| (domain W)∩{a : J → ℝ | ∀ i∉A, a i=0} := by | |
| ext a | |
| simp only [ChangingDomains.sideDomain,domain,Set.mem_ofPred_eq,Set.mem_inter_iff] | |
| tauto | |
| rw [he] | |
| apply IsCompact.inter_right (domain_isCompact W) | |
| simp only [ofPred_forall] | |
| exact isClosed_iInter fun i => isClosed_iInter fun _ => isClosed_eq (continuous_apply i) continuous_const | |
| omit [DecidableEq J] in | |
| lemma movement_restrict {A : Finset J} {a b : J → ℝ} | |
| (ha : ∀ i∉A, a i=0) (hb : ∀ i∉A, b i=0) : | |
| movement (restrict A a) (restrict A b)=ChangingDomains.variation a b := by | |
| exact sum_restrict A (fun i => |a i-b i|) (fun i hi => by simp [ha i hi,hb i hi]) | |
| omit [DecidableEq J] in | |
| lemma potential_restrict {A : Finset J} {c b D : ℝ} {θ z B a : J → ℝ} | |
| (ha : ∀ i∉A, a i=0) : | |
| potential c b (restrict A θ) (restrict A z) (restrict A B) D (restrict A a)= | |
| potential c b θ z B D a := by | |
| unfold potential restrict | |
| exact sum_restrict A (fun i => primitive c b (θ i) (z i) (B i) D (a i)) | |
| (fun i hi => by simp [ha i hi,primitive]) | |
| lemma restrict_isMin {A : Finset J} {c b D W : ℝ} {θ z B a a₀ : J → ℝ} | |
| (ha : a∈ChangingDomains.sideDomain A W) (ha₀ : a₀∈ChangingDomains.sideDomain A W) | |
| (hm : IsMinOn (fun v => potential c b θ z B D v+D*ChangingDomains.variation v a₀) | |
| (ChangingDomains.sideDomain A W) a) : | |
| IsMinOn (objective c b (restrict A θ) (restrict A z) (restrict A B) D (restrict A a₀)) | |
| (domain W) (restrict A a) := by | |
| intro v hv | |
| have he := extend_mem hv | |
| have hh := hm he | |
| change potential c b (restrict A θ) (restrict A z) (restrict A B) D (restrict A a)+ | |
| D*movement (restrict A a) (restrict A a₀) ≤ | |
| potential c b (restrict A θ) (restrict A z) (restrict A B) D v+ | |
| D*movement v (restrict A a₀) | |
| rw [potential_restrict ha.2.2,movement_restrict ha.2.2 ha₀.2.2] | |
| have hp := potential_restrict (c := c) (b := b) (D := D) (θ := θ) (z := z) (B := B) he.2.2 | |
| have hmove := movement_restrict he.2.2 ha₀.2.2 | |
| rw [restrict_extend] at hp hmove | |
| rw [hp,hmove] | |
| exact hh | |
| lemma supported_feasible {A : Finset J} {M b D W : ℝ} {θ z B a a₀ : J → ℝ} | |
| (ha : a∈ChangingDomains.sideDomain A W) (ha₀ : a₀∈ChangingDomains.sideDomain A W) | |
| (hb : 1≤b) (hθ : ∀ i, 0<θ i) (hz : ∀ i, 0<z i) | |
| (hB : ∀ i, 0≤B i) (hBz : ∀ i∉A, B i=0) (hD : 0≤D) | |
| (hM : ∀ i∈A, b+θ i≤M) (hW : 2*M<W) | |
| (hm : IsMinOn (fun v => potential (8*M) b θ z B D v+D*ChangingDomains.variation v a₀) | |
| (ChangingDomains.sideDomain A W) a) : | |
| (∀ i, D*a i≤(b+θ i)*B i) ∧ | |
| ((∑ i, B i)≤2*D → ∀ i, b*B i-θ i*z i*D≤D*a i) := by | |
| have hm' := restrict_isMin ha ha₀ hm | |
| have hupper := minimizer_upper hb (fun i : A => hθ i) (fun i : A => hz i) | |
| (fun i : A => hB i) hD (fun i : A => hM i i.property) (restrict_mem ha) hm' | |
| constructor | |
| · intro i | |
| by_cases hi : i∈A | |
| · exact hupper ⟨i,hi⟩ | |
| · simp [ha.2.2 i hi,hBz i hi] | |
| · intro hS | |
| have hS' : (∑ i : A, B i)≤2*D := by simpa only [sum_restrict A B hBz] using hS | |
| have hlower := minimizer_lower hb (fun i : A => hθ i) (fun i : A => hz i) | |
| (fun i : A => hB i) hD (fun i : A => hM i i.property) hW hS' (restrict_mem ha) hm' | |
| intro i | |
| by_cases hi : i∈A | |
| · exact hlower ⟨i,hi⟩ | |
| · simp only [ha.2.2 i hi,hBz i hi,mul_zero,zero_sub] | |
| exact neg_nonpos.mpr (mul_nonneg (mul_nonneg (hθ i).le (hz i).le) hD) | |
| end KServer.SideSupported | |
| namespace KServer.SideFamilies | |
| open Finset SideTracker AdaptiveMinimization | |
| variable {J R : Type*} [Fintype J] [DecidableEq J] [Fintype R] | |
| structure Data (J R : Type*) where | |
| active : Finset J | |
| flags : J → R → Bool | |
| W : ℝ | |
| b : ℝ | |
| D : ℝ | |
| θ : J → ℝ | |
| z : J → ℝ | |
| W_nonneg : 0≤W | |
| θ_pos : ∀ i, 0<θ i | |
| z_pos : ∀ i, 0<z i | |
| def core (d : Data J R) (p : J × R → ℝ) (i : J) : ℝ := | |
| ∑ r, if d.flags i r then p (i,r) else 0 | |
| def coefficient (c : ℝ) (d : Data J R) (a : J → ℝ) (ir : J × R) : ℝ := | |
| if d.flags ir.1 ir.2 then -Bcoef c d.b (d.θ ir.1) (d.z ir.1) (a ir.1) else 0 | |
| def offset (c : ℝ) (d : Data J R) (a : J → ℝ) : ℝ := | |
| d.D * ∑ i, Dcoef c (d.θ i) (d.z i) (a i) | |
| lemma Dcoef_continuousOn {c θ z : ℝ} (hθ : 0<θ) (hz : 0<z) : | |
| ContinuousOn (Dcoef c θ z) (Set.Ici 0) := by | |
| have he : Dcoef c θ z=primitive c 0 θ z 0 1 := by | |
| funext w | |
| unfold Dcoef primitive | |
| ring | |
| rw [he] | |
| exact primitive_continuousOn hθ hz | |
| lemma Bcoef_continuousOn {c b θ z : ℝ} (hθ : 0<θ) (hz : 0<z) : | |
| ContinuousOn (Bcoef c b θ z) (Set.Ici 0) := by | |
| have he : Bcoef c b θ z=fun w => -primitive c b θ z 1 0 w := by | |
| funext w | |
| unfold Bcoef primitive | |
| ring | |
| rw [he] | |
| exact (primitive_continuousOn hθ hz).neg | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma coefficient_continuous (c : ℝ) (d : Data J R) (ir : J × R) : | |
| ContinuousOn (fun a => coefficient c d a ir) (ChangingDomains.sideDomain d.active d.W) := by | |
| unfold coefficient | |
| split_ifs | |
| · exact ((Bcoef_continuousOn (d.θ_pos ir.1) (d.z_pos ir.1)).comp | |
| (continuous_apply ir.1).continuousOn (fun a ha => ha.1 ir.1)).neg | |
| · exact continuousOn_const | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma offset_continuous (c : ℝ) (d : Data J R) : | |
| ContinuousOn (offset c d) (ChangingDomains.sideDomain d.active d.W) := by | |
| unfold offset | |
| apply ContinuousOn.const_mul | |
| exact continuousOn_finsetSum _ fun i _ => | |
| (Dcoef_continuousOn (d.θ_pos i) (d.z_pos i)).comp | |
| (continuous_apply i).continuousOn (fun a ha => ha.1 i) | |
| def family (c : ℝ) : Family (Data J R) (J × R) J where | |
| domain d := ChangingDomains.sideDomain d.active d.W | |
| compact d := SideSupported.sideDomain_compact d.active d.W | |
| seed d := ⟨fun _ => 0,by | |
| refine ⟨fun _ => le_rfl,?_,fun _ _ => rfl⟩ | |
| simpa using d.W_nonneg⟩ | |
| offset := offset c | |
| coefficient := coefficient c | |
| offset_continuous := offset_continuous c | |
| coefficient_continuous := coefficient_continuous c | |
| omit [DecidableEq J] in | |
| lemma value_eq (c : ℝ) (d : Data J R) (p : J × R → ℝ) (a : J → ℝ) : | |
| (family c).value d p a=potential c d.b d.θ d.z (core d p) d.D a := by | |
| simp only [Family.value,family,offset,coefficient,potential] | |
| rw [Fintype.sum_prod_type] | |
| have hi (i : J) : (∑ r, (if d.flags i r then -Bcoef c d.b (d.θ i) (d.z i) (a i) else 0)*p (i,r))= | |
| -Bcoef c d.b (d.θ i) (d.z i) (a i)*core d p i := by | |
| rw [core,mul_sum] | |
| exact sum_congr rfl fun r _ => by split_ifs <;> simp_all | |
| simp_rw [hi,primitive_coefficients] | |
| rw [mul_sum,←sum_add_distrib] | |
| exact sum_congr rfl fun i _ => by ring | |
| lemma update_feasible (d : Data J R) {M : ℝ} (hb : 1≤d.b) (hD : 0≤d.D) | |
| (hM : ∀ i∈d.active, d.b+d.θ i≤M) (hW : 2*M<d.W) | |
| (p : J × R → ℝ) (hp : ∀ ir, 0≤p ir) | |
| (hf : ∀ i∉d.active, ∀ r, d.flags i r=false) | |
| (a : J → ℝ) (ha : a∈ChangingDomains.sideDomain d.active d.W) : | |
| let a' := (family (8*M)).update d p d.D a | |
| (∀ i, d.D*a' i≤(d.b+d.θ i)*core d p i) ∧ | |
| ((∑ i, core d p i)≤2*d.D → ∀ i, | |
| d.b*core d p i-d.θ i*d.z i*d.D≤d.D*a' i) := by | |
| intro a' | |
| have hB : ∀ i, 0≤core d p i := by | |
| intro i | |
| unfold core | |
| apply sum_nonneg | |
| intro r _ | |
| split_ifs | |
| · exact hp (i,r) | |
| · exact le_rfl | |
| have hBz : ∀ i∉d.active, core d p i=0 := by | |
| intro i hi | |
| simp [core,hf i hi] | |
| apply SideSupported.supported_feasible ((family (8*M)).update_mem _ _ _ _) ha hb | |
| d.θ_pos d.z_pos hB hBz hD hM hW | |
| intro v hv | |
| have hm := ((family (8*M)).exists_update d p d.D a).choose_spec.2 hv | |
| change (family (8*M)).value d p a'+d.D*AdaptiveMinimization.movement a' a ≤ | |
| (family (8*M)).value d p v+d.D*AdaptiveMinimization.movement v a at hm | |
| simpa only [value_eq,AdaptiveMinimization.movement,ChangingDomains.variation, a', Set.mem_ofPred_eq] using hm | |
| omit [DecidableEq J] in | |
| lemma update_payment (c : ℝ) (d : Data J R) (p : J × R → ℝ) (a : J → ℝ) | |
| (ha : a∈ChangingDomains.sideDomain d.active d.W) : | |
| let a' := (family c).update d p d.D a | |
| d.D*ChangingDomains.variation a' a≤ | |
| potential c d.b d.θ d.z (core d p) d.D a- | |
| potential c d.b d.θ d.z (core d p) d.D a' := by | |
| have hp := (family c).update_payment d p d.D ha | |
| simpa only [value_eq,AdaptiveMinimization.movement,ChangingDomains.variation] using hp | |
| end KServer.SideFamilies | |
| namespace KServer.SideFamilies | |
| open Finset SideTracker AdaptiveMinimization | |
| variable {J R : Type*} [Fintype J] [DecidableEq J] [Fintype R] | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma domain_coordinate {d : Data J R} {a : J → ℝ} | |
| (ha : a∈ChangingDomains.sideDomain d.active d.W) (i : J) : | |
| a i∈Set.Icc 0 d.W := | |
| ⟨ha.1 i,(single_le_sum (fun j _ => ha.1 j) (mem_univ i)).trans ha.2.1⟩ | |
| /-- The exact side regularizers obtained from the stored log size. -/ | |
| def fromLog (A : Finset J) (f : J → R → Bool) (W b D cw ell : ℝ) | |
| (h : J → ℝ) (hW : 0≤W) (hcw : 0<cw) (hell : 0<ell) (hh : ∀ i, 1≤h i) : Data J R where | |
| active := A | |
| flags := f | |
| W := W | |
| b := b | |
| D := D | |
| θ i := cw*h i/ell | |
| z i := Real.exp (1-h i)/h i | |
| W_nonneg := hW | |
| θ_pos i := div_pos (mul_pos hcw (lt_of_lt_of_le zero_lt_one (hh i))) hell | |
| z_pos i := div_pos (Real.exp_pos _) (lt_of_lt_of_le zero_lt_one (hh i)) | |
| omit [DecidableEq J] [Fintype R] in | |
| lemma fromLog_input_bound {A : Finset J} (_flags : J → R → Bool) | |
| {W b cw ell c M D D' : ℝ} (h : J → ℝ) | |
| (hW : 0≤W) (hcw : 0<cw) (hell : 1≤ell) (hh : ∀ i, 1≤h i) | |
| (hc : 0≤c) (hb : 0≤b) (hM : ∀ i, b+cw*h i/ell≤M) | |
| {a B B' : J → ℝ} (ha : a∈ChangingDomains.sideDomain A W) : | |
| |potential c b (fun i => cw*h i/ell) (fun i => Real.exp (1-h i)/h i) B D a- | |
| potential c b (fun i => cw*h i/ell) (fun i => Real.exp (1-h i)/h i) B' D' a|≤ | |
| c*(1/cw+1)*ell*W*|D-D'|+ | |
| c*M*(Real.log (1+W)+2)/cw*ell*ChangingDomains.variation B B' := by | |
| have hp : 0<ell := lt_of_lt_of_le zero_lt_one hell | |
| apply potential_input_bound hc hb hcw hell | |
| (fun i => div_pos (Real.exp_pos _) (lt_of_lt_of_le zero_lt_one (hh i))) hh | |
| (fun _ => rfl) | |
| · intro i | |
| have ht : 0≤cw*h i/ell := div_nonneg (mul_nonneg hcw.le (le_trans zero_le_one (hh i))) hp.le | |
| linarith [hM i] | |
| · intro i | |
| apply side_log_bound (hh i) hW | |
| exact ⟨ha.1 i,(single_le_sum (fun j _ => ha.1 j) (mem_univ i)).trans ha.2.1⟩ | |
| · exact ⟨ha.1,ha.2.1⟩ | |
| omit [DecidableEq J] in | |
| lemma parameter_jump {W b cw ell c M D : ℝ} {h h' B a : J → ℝ} | |
| (hW : 0≤W) (hcw : 0<cw) (hell : 1≤ell) | |
| (hh : ∀ i, 1≤h i) (hh' : ∀ i, 1≤h' i) | |
| (hc : 0≤c) (hb : 0≤b) (hD : 0≤D) (hB : ∀ i, 0≤B i) | |
| (hM : ∀ i, b+cw*h i/ell≤M) (hM' : ∀ i, b+cw*h' i/ell≤M) | |
| (ha : a∈domain W) (hcap : ∀ i, D*a i≤M*B i) : | |
| |potential c b (fun i => cw*h' i/ell) (fun i => Real.exp (1-h' i)/h' i) B D a- | |
| potential c b (fun i => cw*h i/ell) (fun i => Real.exp (1-h i)/h i) B D a|≤ | |
| 2*(c*(1/cw+1)*M+c*M*(Real.log (1+W)+2)/cw)*ell* | |
| (∑ i, if h i=h' i then 0 else B i) := by | |
| have hp : 0<ell := lt_of_lt_of_le zero_lt_one hell | |
| have hw (i : J) : a i∈Set.Icc 0 W := | |
| ⟨ha.1 i,(single_le_sum (fun j _ => ha.1 j) (mem_univ i)).trans ha.2⟩ | |
| have hbound (q : J → ℝ) (hq : ∀ i, 1≤q i) (hMq : ∀ i, b+cw*q i/ell≤M) (i : J) : | |
| |primitive c b (cw*q i/ell) (Real.exp (1-q i)/q i) (B i) D (a i)|≤ | |
| (c*(1/cw+1)*M+c*M*(Real.log (1+W)+2)/cw)*ell*B i := by | |
| have ht : 0≤cw*q i/ell := div_nonneg (mul_nonneg hcw.le (le_trans zero_le_one (hq i))) hp.le | |
| have he := primitive_component_bound hc hb | |
| (div_pos (Real.exp_pos _) (lt_of_lt_of_le zero_lt_one (hq i))) (ha.1 i) | |
| hcw hell (hq i) rfl (show b+(cw*q i/ell)/2≤M by linarith [hMq i]) | |
| (side_log_bound (hq i) hW (hw i)) (hB i) hD | |
| have hcap' := mul_le_mul_of_nonneg_left (hcap i) | |
| (show 0≤c*(1/cw+1)*ell by positivity) | |
| calc | |
| _ ≤ c*(1/cw+1)*ell*(D*a i)+ | |
| c*M*(Real.log (1+W)+2)/cw*ell*B i := he | |
| _ ≤ c*(1/cw+1)*ell*(M*B i)+ | |
| c*M*(Real.log (1+W)+2)/cw*ell*B i := add_le_add hcap' le_rfl | |
| _ = _ := by ring | |
| unfold potential | |
| rw [←sum_sub_distrib,mul_sum] | |
| apply (abs_sum_le_sum_abs _ _).trans | |
| apply sum_le_sum | |
| intro i _ | |
| by_cases hi : h i=h' i | |
| · simp [hi] | |
| · rw [ite_eq_right hi] | |
| have ho := hbound h hh hM i | |
| have hn := hbound h' hh' hM' i | |
| exact (abs_sub _ _).trans (by linarith) | |
| /-- Synthetic ranks use the new flags on the intersection of active sets. -/ | |
| def prepareData (old new : Data J R) : Data J R := | |
| {old with flags := ChangingDomains.syntheticFlags old.active new.active new.flags, D := new.D} | |
| def prepare (c : ℝ) (old new : Data J R) (p : J × R → ℝ) (a : J → ℝ) : J → ℝ := | |
| (family c).update (prepareData old new) p new.D a | |
| def transport (c : ℝ) (old new : Data J R) (p : J × R → ℝ) (a : J → ℝ) : J → ℝ := | |
| ChangingDomains.transposeSide new.active (prepare c old new p a) | |
| def step (c : ℝ) (old new : Data J R) (p : J × R → ℝ) (a : J → ℝ) : J → ℝ := | |
| (family c).update new p new.D (transport c old new p a) | |
| lemma prepare_mem (c : ℝ) (old new : Data J R) (p : J × R → ℝ) (a : J → ℝ) : | |
| prepare c old new p a∈ChangingDomains.sideDomain old.active old.W := | |
| (family c).update_mem _ _ _ _ | |
| lemma transport_mem (c : ℝ) (old new : Data J R) (p : J × R → ℝ) (a : J → ℝ) | |
| (hW : old.W=new.W) : | |
| transport c old new p a∈ChangingDomains.sideDomain new.active new.W := by | |
| rw [←hW] | |
| exact ChangingDomains.transposeSide_mem (prepare_mem c old new p a) | |
| lemma step_mem (c : ℝ) (old new : Data J R) (p : J × R → ℝ) (a : J → ℝ) : | |
| step c old new p a∈ChangingDomains.sideDomain new.active new.W := | |
| (family c).update_mem _ _ _ _ | |
| omit [Fintype J] in | |
| lemma prepared_core_zero (old new : Data J R) (p : J × R → ℝ) | |
| {i : J} (hi : i∉old.active∩new.active) : core (prepareData old new) p i=0 := by | |
| simp [core,prepareData,ChangingDomains.syntheticFlags,hi] | |
| lemma transport_payment (old new : Data J R) {M : ℝ} | |
| (hb : 1≤old.b) (hD : 0≤new.D) | |
| (hM : ∀ i∈old.active, old.b+old.θ i≤M) (hW : 2*M<old.W) | |
| (p : J × R → ℝ) (hp : ∀ ir, 0≤p ir) | |
| (a : J → ℝ) (ha : a∈ChangingDomains.sideDomain old.active old.W) : | |
| new.D*ChangingDomains.variation (transport (8*M) old new p a) | |
| (prepare (8*M) old new p a)=0 := by | |
| have hfeas := update_feasible (prepareData old new) hb hD hM hW p hp | |
| (fun i hi r => by | |
| change i∉old.active at hi | |
| simp [prepareData,ChangingDomains.syntheticFlags,hi]) a ha | |
| exact ChangingDomains.transposeSide_payment (prepare_mem (8*M) old new p a).1 hD | |
| hfeas.1 (fun i hi => prepared_core_zero old new p (by simp [hi])) | |
| lemma transport_value (c : ℝ) (old new : Data J R) (p : J × R → ℝ) (a : J → ℝ) | |
| (hzero : new.D*ChangingDomains.variation (transport c old new p a) | |
| (prepare c old new p a)=0) : | |
| (family c).value (prepareData old new) p (transport c old new p a)= | |
| (family c).value (prepareData old new) p (prepare c old new p a) := by | |
| rw [value_eq,value_eq] | |
| unfold potential | |
| apply sum_congr rfl | |
| intro i _ | |
| by_cases hi : i∈new.active | |
| · simp [transport,ChangingDomains.transposeSide,hi] | |
| · have hB : core (prepareData old new) p i=0 := | |
| prepared_core_zero old new p (by simp [hi]) | |
| by_cases hD : new.D=0 | |
| · rw [hB] | |
| change primitive c old.b (old.θ i) (old.z i) 0 new.D _ = | |
| primitive c old.b (old.θ i) (old.z i) 0 new.D _ | |
| simp [hD,primitive] | |
| · have hvar : ChangingDomains.variation (transport c old new p a) | |
| (prepare c old new p a)=0 := (mul_eq_zero.mp hzero).resolve_left hD | |
| have hd := single_le_sum (s := univ) | |
| (f := fun j => |transport c old new p a j-prepare c old new p a j|) | |
| (fun j _ => abs_nonneg _) (mem_univ i) | |
| change |transport c old new p a i-prepare c old new p a i|≤ | |
| ChangingDomains.variation (transport c old new p a) (prepare c old new p a) at hd | |
| rw [hvar] at hd | |
| have he := sub_eq_zero.mp (abs_nonpos_iff.mp hd) | |
| rw [he] | |
| /-- Local side edit payment for the actual two minimizers and deletion. The | |
| potential discrepancy terms will be bounded with the literal log parameters. -/ | |
| lemma step_payment (old new : Data J R) {M : ℝ} | |
| (hb : 1≤old.b) (hD : 0≤new.D) | |
| (hM : ∀ i∈old.active, old.b+old.θ i≤M) (hW : 2*M<old.W) | |
| (p : J × R → ℝ) (hp : ∀ ir, 0≤p ir) | |
| (a : J → ℝ) (ha : a∈ChangingDomains.sideDomain old.active old.W) | |
| (hWW : old.W=new.W) : | |
| new.D*ChangingDomains.variation (step (8*M) old new p a) a ≤ | |
| (family (8*M)).value old p a-(family (8*M)).value new p (step (8*M) old new p a)+ | |
| |(family (8*M)).value (prepareData old new) p a-(family (8*M)).value old p a|+ | |
| |(family (8*M)).value new p (transport (8*M) old new p a)- | |
| (family (8*M)).value (prepareData old new) p (transport (8*M) old new p a)| := by | |
| have hz := transport_payment old new hb hD hM hW p hp a ha | |
| have he := transport_value (8*M) old new p a hz | |
| have h₁ := (family (8*M)).update_payment (prepareData old new) p new.D ha | |
| have h₂ := (family (8*M)).update_payment new p new.D (transport_mem (8*M) old new p a hWW) | |
| have hm₁ := ChangingDomains.variation_triangle (step (8*M) old new p a) | |
| (transport (8*M) old new p a) a | |
| have hm₂ := ChangingDomains.variation_triangle (transport (8*M) old new p a) | |
| (prepare (8*M) old new p a) a | |
| have hp₁ := mul_le_mul_of_nonneg_left hm₁ hD | |
| have hp₂ := mul_le_mul_of_nonneg_left hm₂ hD | |
| change new.D*ChangingDomains.variation (prepare (8*M) old new p a) a ≤ | |
| (family (8*M)).value (prepareData old new) p a- | |
| (family (8*M)).value (prepareData old new) p (prepare (8*M) old new p a) at h₁ | |
| change new.D*ChangingDomains.variation (step (8*M) old new p a) | |
| (transport (8*M) old new p a) ≤ | |
| (family (8*M)).value new p (transport (8*M) old new p a)- | |
| (family (8*M)).value new p (step (8*M) old new p a) at h₂ | |
| have hab₁ := le_abs_self ((family (8*M)).value (prepareData old new) p a-(family (8*M)).value old p a) | |
| have hab₂ := le_abs_self ((family (8*M)).value new p (transport (8*M) old new p a)- | |
| (family (8*M)).value (prepareData old new) p (transport (8*M) old new p a)) | |
| nlinarith | |
| end KServer.SideFamilies | |
| end | |
| end | |
| end | |
| end OAI | |