import OAI.Combinatorics.EditApproximation.Geometry.Regret import OAI.Combinatorics.EditApproximation.Definitions namespace OAI /-! # Finite numerical optimizer for edit-distance refinement These are the explicit fixed-step recurrence and rational mixture calculations from Section 9 of *An Almost-Linear Approximation Scheme for Edit Distance* (September 24, 2026). The recurrence is an internal analytic obligation of the manuscript, not an assumed published theorem. -/ namespace EditApproximation open Finset /-- The conditional-gradient step size in the finite entropy optimizer. -/ noncomputable def frankWolfeStep (j : ℕ) : ℝ := 2 / ((j : ℝ) + 2) theorem frankWolfeStep_nonnegative (j : ℕ) : 0 ≤ frankWolfeStep j := by unfold frankWolfeStep positivity theorem frankWolfeStep_le_one (j : ℕ) : frankWolfeStep j ≤ 1 := by unfold frankWolfeStep apply (div_le_one₀ (by positivity)).mpr have := Nat.cast_nonneg (α := ℝ) j linarith /-- The scalar induction step giving the optimizer's `8/(σ(j+1))` error term. -/ theorem frank_wolfe_scalar_step (σ error x : ℝ) (hσ : 0 < σ) (hx : 0 ≤ x) : (1 - 2 / (x + 3)) * (2 * error + 8 / (σ * (x + 2))) + 2 * error * (2 / (x + 3)) + 2 * (2 / (x + 3)) ^ 2 / σ ≤ 2 * error + 8 / (σ * (x + 3)) := by have h2 : 0 < x + 2 := by linarith have h3 : 0 < x + 3 := by linarith have hid : (2 * error + 8 / (σ * (x + 3))) - ((1 - 2 / (x + 3)) * (2 * error + 8 / (σ * (x + 2))) + 2 * error * (2 / (x + 3)) + 2 * (2 / (x + 3)) ^ 2 / σ) = 8 / (σ * (x + 2) * (x + 3) ^ 2) := by field_simp [hσ.ne', h2.ne', h3.ne'] ring have hnonneg : 0 ≤ 8 / (σ * (x + 2) * (x + 3) ^ 2) := by positivity linarith /-- The first update removes dependence on the initial objective gap. The conclusion corresponds to manuscript indices `j ≥ 1`. -/ theorem frank_wolfe_gap_bound (σ error : ℝ) (gap : ℕ → ℝ) (hσ : 0 < σ) (hrecurrence : ∀ j, gap (j + 1) ≤ (1 - frankWolfeStep j) * gap j + 2 * error * frankWolfeStep j + 2 * (frankWolfeStep j) ^ 2 / σ) : ∀ j : ℕ, gap (j + 1) ≤ 2 * error + 8 / (σ * ((j : ℝ) + 2)) := by intro j induction j with | zero => have hfirst : gap 1 ≤ 2 * error + 2 / σ := by simpa [frankWolfeStep] using hrecurrence 0 have hratio : 8 / (σ * (0 + 2)) = 4 / σ := by ring rw [Nat.cast_zero, hratio] have hnonneg : 0 ≤ 2 / σ := by positivity have hratio' : 4 / σ = 2 * (2 / σ) := by ring rw [hratio'] norm_num only [Nat.zero_add] linarith | succ j ih => have hstep : frankWolfeStep (j + 1) = 2 / ((j : ℝ) + 3) := by norm_num [frankWolfeStep, Nat.cast_add, add_assoc] have hcoef : 0 ≤ 1 - frankWolfeStep (j + 1) := sub_nonneg.mpr (frankWolfeStep_le_one _) have hmono := mul_le_mul_of_nonneg_left ih hcoef have hrec := hrecurrence (j + 1) rw [hstep] at hmono hrec have hscalar := frank_wolfe_scalar_step σ error (j : ℝ) hσ (Nat.cast_nonneg _) have hbound : gap (j + 1 + 1) ≤ 2 * error + 8 / (σ * ((j : ℝ) + 3)) := by linarith convert hbound using 1 norm_num [Nat.cast_add, add_assoc] /-- Exact rational weight of the vertex selected at step `j`, after `K` steps. -/ def optimizerMixtureWeight (K j : ℕ) : ℚ := 2 * ((j : ℚ) + 1) / ((K : ℚ) * ((K : ℚ) + 1)) theorem sum_optimizer_numerators (K : ℕ) : (∑ j ∈ range K, 2 * ((j : ℚ) + 1)) = (K : ℚ) * ((K : ℚ) + 1) := by induction K with | zero => simp | succ K ih => rw [sum_range_succ, ih] push_cast ring theorem optimizerMixtureWeight_positive (K j : ℕ) (hK : 0 < K) : 0 < optimizerMixtureWeight K j := by unfold optimizerMixtureWeight have hK' : 0 < (K : ℚ) := Nat.cast_pos.mpr hK positivity theorem sum_optimizerMixtureWeight (K : ℕ) (hK : 0 < K) : (∑ j ∈ range K, optimizerMixtureWeight K j) = 1 := by unfold optimizerMixtureWeight rw [← sum_div, sum_optimizer_numerators] apply div_self have hK' : 0 < (K : ℚ) := Nat.cast_pos.mpr hK positivity theorem optimizerMixtureWeight_update_old (K j : ℕ) (hK : 0 < K) : (1 - 2 / ((K : ℚ) + 2)) * optimizerMixtureWeight K j = optimizerMixtureWeight (K + 1) j := by have hK' : 0 < (K : ℚ) := Nat.cast_pos.mpr hK unfold optimizerMixtureWeight push_cast field_simp ring theorem optimizerMixtureWeight_update_new (K : ℕ) : 2 / ((K : ℚ) + 2) = optimizerMixtureWeight (K + 1) K := by unfold optimizerMixtureWeight push_cast field_simp ring /-- Exact rational conditional-gradient iterates. -/ def rationalOptimizerIterate {ι : Type*} (initial : ι → ℚ) (selected : ℕ → ι → ℚ) : ℕ → ι → ℚ | 0 => initial | j + 1 => fun i => (1 - 2 / ((j : ℚ) + 2)) * rationalOptimizerIterate initial selected j i + (2 / ((j : ℚ) + 2)) * selected j i /-- After the first update, the initial vertex has weight zero. The remaining iterates are exactly the explicit rational triangular mixture used by the fair-bit sampler in Section 9. -/ theorem rationalOptimizerIterate_eq_mixture {ι : Type*} (initial : ι → ℚ) (selected : ℕ → ι → ℚ) (K : ℕ) (i : ι) : rationalOptimizerIterate initial selected (K + 1) i = ∑ j ∈ range (K + 1), optimizerMixtureWeight (K + 1) j * selected j i := by induction K with | zero => norm_num [rationalOptimizerIterate, optimizerMixtureWeight] | succ K ih => rw [rationalOptimizerIterate] dsimp only rw [ih, mul_sum] conv_rhs => rw [sum_range_succ] congr 1 · apply sum_congr rfl intro j hj rw [← mul_assoc, optimizerMixtureWeight_update_old (K + 1) j (by omega)] · rw [optimizerMixtureWeight_update_new] /-- Cumulative integer mass for the triangular exact sampler. -/ theorem optimizerTriangularMass_succ (K : ℕ) : optimizerTriangularMass (K + 1) = optimizerTriangularMass K + (K + 1) := by unfold optimizerTriangularMass rw [sum_range_succ] theorem optimizerTriangularMass_twice (K : ℕ) : 2 * optimizerTriangularMass K = K * (K + 1) := by induction K with | zero => simp [optimizerTriangularMass] | succ K ih => rw [optimizerTriangularMass_succ] nlinarith /-- The integers assigned to selection index `j` form a block of exactly `j+1` points. -/ theorem optimizerSampler_block_card (j : ℕ) : (Icc (optimizerTriangularMass j + 1) (optimizerTriangularMass (j + 1))).card = j + 1 := by rw [Nat.card_Icc, optimizerTriangularMass_succ] omega /-- Counting the fair uniform integer sampler gives exactly the stored mixture weights, including repeated selected vertices. -/ theorem optimizerSampler_block_weight (K j : ℕ) (hK : 0 < K) : ((j + 1 : ℕ) : ℚ) / optimizerTriangularMass K = optimizerMixtureWeight K j := by have hK' : 0 < (K : ℚ) := Nat.cast_pos.mpr hK have hmass : 2 * (optimizerTriangularMass K : ℚ) = (K : ℚ) * ((K : ℚ) + 1) := by exact_mod_cast optimizerTriangularMass_twice K have hmasspos : 0 < (optimizerTriangularMass K : ℚ) := by nlinarith unfold optimizerMixtureWeight push_cast field_simp nlinarith /-- The increase of `-x log x` after adding a positive smoothing parameter is bounded by that parameter's own entropy. -/ theorem entropy_smoothing_upper (x σ : ℝ) (hx : 0 ≤ x) (hσ : 0 < σ) : Real.negMulLog (x + σ) - Real.negMulLog x ≤ Real.negMulLog σ := by by_cases hxzero : x = 0 · simp [hxzero] · have hxpos : 0 < x := lt_of_le_of_ne hx (Ne.symm hxzero) have hlogσ : 0 ≤ Real.log (x + σ) - Real.log σ := sub_nonneg.mpr (Real.log_le_log hσ (by linarith)) have hlogx : 0 ≤ Real.log (x + σ) - Real.log x := sub_nonneg.mpr (Real.log_le_log hxpos (by linarith)) have hprodσ := mul_nonneg hσ.le hlogσ have hprodx := mul_nonneg hx hlogx simp only [Real.negMulLog] nlinarith /-- The negative change in the smoothed entropy coordinate is linear in the smoothing parameter on the relevant interval `[0,2]`. -/ theorem entropy_smoothing_lower (x σ : ℝ) (hx : 0 ≤ x) (hσ : 0 < σ) (hupper : x + σ ≤ 2) : Real.negMulLog x - Real.negMulLog (x + σ) ≤ 2 * σ := by have hxs : 0 < x + σ := by linarith have hlog : Real.log (x + σ) ≤ 1 := by exact (Real.log_le_log hxs hupper).trans (by have := Real.log_le_sub_one_of_pos (show (0 : ℝ) < 2 by norm_num) linarith) have hσlog := mul_le_mul_of_nonneg_left hlog hσ.le by_cases hxzero : x = 0 · rw [hxzero, zero_add] at hσlog simp only [hxzero, Real.negMulLog, zero_add, neg_zero, zero_mul, zero_sub] nlinarith · have hxpos : 0 < x := lt_of_le_of_ne hx (Ne.symm hxzero) have hratio := Real.log_le_sub_one_of_pos (div_pos hxs hxpos) rw [Real.log_div hxs.ne' hxpos.ne'] at hratio have hratio' := mul_le_mul_of_nonneg_left hratio hx have hcancel : x * ((x + σ) / x - 1) = σ := by field_simp ring rw [hcancel] at hratio' simp only [Real.negMulLog] nlinarith theorem negMulLog_le_two_sqrt (σ : ℝ) (hσ : 0 < σ) : Real.negMulLog σ ≤ 2 * Real.sqrt σ := by have hroot : 0 < Real.sqrt σ := Real.sqrt_pos.mpr hσ have hsq : (Real.sqrt σ) ^ 2 = σ := Real.sq_sqrt hσ.le have hdiv : σ / Real.sqrt σ = Real.sqrt σ := by apply (div_eq_iff hroot.ne').mpr nlinarith have hmul : σ * (Real.sqrt σ)⁻¹ = Real.sqrt σ := by simpa only [div_eq_mul_inv] using hdiv have hlog := Real.log_le_sub_one_of_pos (inv_pos.mpr hroot) rw [Real.log_inv, Real.log_sqrt hσ.le] at hlog have hscaled := mul_le_mul_of_nonneg_left hlog (show 0 ≤ 2 * σ by positivity) simp only [Real.negMulLog] nlinarith /-- A uniform coordinate modulus for entropy smoothing, valid including zero coordinates. -/ theorem entropy_smoothing_coordinate (x σ : ℝ) (hx : 0 ≤ x) (hx1 : x ≤ 1) (hσ : 0 < σ) (hσ1 : σ ≤ 1) : |Real.negMulLog (x + σ) - Real.negMulLog x| ≤ 2 * Real.sqrt σ := by have hupper := (entropy_smoothing_upper x σ hx hσ).trans (negMulLog_le_two_sqrt σ hσ) have hlower := entropy_smoothing_lower x σ hx hσ (by linarith) have hσroot : σ ≤ Real.sqrt σ := by have hsq : (Real.sqrt σ) ^ 2 = σ := Real.sq_sqrt hσ.le have hroot := Real.sqrt_nonneg σ have hσsq : σ ^ 2 ≤ σ := by nlinarith nlinarith exact abs_le.mpr ⟨by linarith, hupper⟩ /-- Manuscript Equation `eq:entropy-smoothing`, with a slightly stronger constant from the coordinate estimate. The linear coefficient vector cancels, so the bound is independent of its magnitude. -/ theorem finite_entropy_smoothing_bound {ι : Type*} (coordinates : Finset ι) (p objective : ι → ℝ) (σ η : ℝ) (hp : ∀ i ∈ coordinates, 0 ≤ p i) (hpsum : ∑ i ∈ coordinates, p i = 1) (hσ : 0 < σ) (hσ1 : σ ≤ 1) : |((∑ i ∈ coordinates, Real.negMulLog (p i + σ)) + η * ∑ i ∈ coordinates, objective i * p i) - entropyValue coordinates η objective p| ≤ 4 * coordinates.card * Real.sqrt σ := by rw [entropyValue_eq] have hcancel : ((∑ i ∈ coordinates, Real.negMulLog (p i + σ)) + η * ∑ i ∈ coordinates, objective i * p i) - ((∑ i ∈ coordinates, Real.negMulLog (p i)) + η * ∑ i ∈ coordinates, objective i * p i) = ∑ i ∈ coordinates, (Real.negMulLog (p i + σ) - Real.negMulLog (p i)) := by rw [sum_sub_distrib] ring rw [hcancel] calc _ ≤ ∑ i ∈ coordinates, |Real.negMulLog (p i + σ) - Real.negMulLog (p i)| := abs_sum_le_sum_abs _ _ _ ≤ ∑ i ∈ coordinates, 2 * Real.sqrt σ := sum_le_sum fun i hi => entropy_smoothing_coordinate (p i) σ (hp i hi) ((single_le_sum hp hi).trans hpsum.le) hσ hσ1 _ ≤ 4 * coordinates.card * Real.sqrt σ := by simp only [sum_const, nsmul_eq_mul] have hc : 0 ≤ (coordinates.card : ℝ) := Nat.cast_nonneg _ have hroot := Real.sqrt_nonneg σ nlinarith private theorem entropy_quadratic_hasDerivAt (x : ℝ) (hx : 0 < x) : HasDerivAt (fun z : ℝ => z * Real.log z - z ^ 2 / 2) (Real.log x + 1 - x) x := by convert! (Real.hasDerivAt_mul_log hx.ne').sub (((hasDerivAt_id x).pow 2).div_const 2) using 1 simp only [id_eq] ring /-- Negative entropy minus half the square is convex on the probability coordinate interval. This is the exact curvature bound used for the objective-gap estimate in the finite optimizer. -/ theorem entropy_quadratic_convex : ConvexOn ℝ (Set.Icc (0 : ℝ) 1) (fun z : ℝ => z * Real.log z - z ^ 2 / 2) := by apply MonotoneOn.convexOn_of_deriv (convex_Icc (0 : ℝ) 1) · exact (Real.continuous_mul_log.sub (by fun_prop)).continuousOn · intro x hx simp only [interior_Icc, Set.mem_Ioo] at hx exact (entropy_quadratic_hasDerivAt x hx.1).differentiableAt.differentiableWithinAt · intro x hx y hy hxy simp only [interior_Icc, Set.mem_Ioo] at hx hy rw [(entropy_quadratic_hasDerivAt x hx.1).deriv, (entropy_quadratic_hasDerivAt y hy.1).deriv] have hratio := Real.one_sub_inv_le_log_of_pos (div_pos hy.1 hx.1) have hinv : (y / x)⁻¹ = x / y := by field_simp rw [hinv, Real.log_div hy.1.ne' hx.1.ne'] at hratio have hscaled := mul_le_mul_of_nonneg_left hratio hy.1.le have hcancel : y * (1 - x / y) = y - x := by field_simp [hy.1.ne'] rw [hcancel] at hscaled have hlog : 0 ≤ Real.log y - Real.log x := sub_nonneg.mpr (Real.log_le_log hx.1 hxy) have hcorrection := mul_nonneg (show 0 ≤ 1 - y by linarith) hlog nlinarith /-- The entropy coordinate gap is at least half the squared coordinate distance, including the competitor value zero by continuity. -/ theorem entropy_coordinate_strong_gap (x y : ℝ) (hx : 0 ≤ x) (hx1 : x ≤ 1) (hy : 0 < y) (hy1 : y ≤ 1) : (x - y) ^ 2 / 2 ≤ x * Real.log x - y * Real.log y - (Real.log y + 1) * (x - y) := by have hderiv := entropy_quadratic_hasDerivAt y hy rcases lt_trichotomy x y with hxy | rfl | hyx · have hslope := entropy_quadratic_convex.slope_le_of_hasDerivAt ⟨hx, hx1⟩ ⟨hy.le, hy1⟩ hxy hderiv rw [slope_def_field] at hslope have hmul := (div_le_iff₀ (sub_pos.mpr hxy)).mp hslope nlinarith · simp · have hslope := entropy_quadratic_convex.le_slope_of_hasDerivAt ⟨hy.le, hy1⟩ ⟨hx, hx1⟩ hyx hderiv rw [slope_def_field] at hslope have hmul := (le_div_iff₀ (sub_pos.mpr hyx)).mp hslope nlinarith /-- Relative entropy dominates half the squared Euclidean distance on the finite probability simplex. -/ theorem finite_relative_entropy_sq_gap {ι : Type*} (coordinates : Finset ι) (p q : ι → ℝ) (hp : ∀ i ∈ coordinates, 0 < p i) (hq : ∀ i ∈ coordinates, 0 ≤ q i) (hpsum : ∑ i ∈ coordinates, p i = 1) (hqsum : ∑ i ∈ coordinates, q i = 1) : (∑ i ∈ coordinates, (q i - p i) ^ 2) / 2 ≤ ∑ i ∈ coordinates, q i * Real.log (q i / p i) := by have hcoord (i : ι) (hi : i ∈ coordinates) : (q i - p i) ^ 2 / 2 ≤ q i * Real.log (q i / p i) - q i + p i := by have hstrong := entropy_coordinate_strong_gap (q i) (p i) (hq i hi) ((single_le_sum hq hi).trans hqsum.le) (hp i hi) ((single_le_sum (fun j hj => (hp j hj).le) hi).trans hpsum.le) by_cases hqzero : q i = 0 · simp only [hqzero, zero_mul, sub_zero, zero_sub] at hstrong ⊢ nlinarith · rw [Real.log_div hqzero (hp i hi).ne'] nlinarith have hsum := sum_le_sum hcoord rw [← sum_div, sum_add_distrib, sum_sub_distrib, hqsum, hpsum] at hsum linarith /-- A true entropy-objective gap controls the `ℓ₁` error of a feasible mixture, with the manuscript's exact factor `sqrt (2d gap)`. -/ theorem entropy_gap_to_l1 {ι : Type*} (coordinates : Finset ι) (Q : Set (ι → ℝ)) (η : ℝ) (objective maximizer mixture : ι → ℝ) (hconvex : Convex ℝ Q) (hmaxQ : maximizer ∈ Q) (hmixQ : mixture ∈ Q) (hmax : ∀ i ∈ coordinates, 0 < maximizer i) (hmix : ∀ i ∈ coordinates, 0 ≤ mixture i) (hmaxsum : ∑ i ∈ coordinates, maximizer i = 1) (hmixsum : ∑ i ∈ coordinates, mixture i = 1) (hmaximize : IsMaxOn (entropyValue coordinates η objective) Q maximizer) : (∑ i ∈ coordinates, |mixture i - maximizer i|) ≤ Real.sqrt (2 * coordinates.card * (entropyValue coordinates η objective maximizer - entropyValue coordinates η objective mixture)) := by have hpenalty := entropy_hull_penalty coordinates Q η objective maximizer mixture hconvex hmaxQ hmixQ hmax hmaxsum hmixsum hmaximize have hsq := finite_relative_entropy_sq_gap coordinates maximizer mixture hmax hmix hmaxsum hmixsum have hcs := sum_sq_le_sum_mul_sum_of_sq_le_mul coordinates (fun _ _ => (show (0 : ℝ) ≤ 1 by norm_num)) (fun i _ => sq_nonneg (mixture i - maximizer i)) (fun i _ => (show |mixture i - maximizer i| ^ 2 ≤ 1 * (mixture i - maximizer i) ^ 2 by rw [one_mul, sq_abs])) simp only [sum_const, nsmul_eq_mul, mul_one] at hcs apply Real.le_sqrt_of_sq_le have hc : 0 ≤ (coordinates.card : ℝ) := Nat.cast_nonneg _ have hscaled := mul_le_mul_of_nonneg_left (show (∑ i ∈ coordinates, (mixture i - maximizer i) ^ 2) ≤ 2 * (entropyValue coordinates η objective maximizer - entropyValue coordinates η objective mixture) by linarith) hc nlinarith /-- Converting a uniform smoothing error and a smoothed objective gap to a gap for the true entropy objective. -/ theorem smoothing_gap_transfer (trueBest trueValue smoothBest smoothValue error gap : ℝ) (hbest : trueBest ≤ smoothBest + error) (hvalue : smoothValue ≤ trueValue + error) (hgap : smoothBest - smoothValue ≤ gap) : trueBest - trueValue ≤ gap + 2 * error := by linarith theorem optimizer_work_budget_gap (G : ℝ) (hG : 0 < G) : 8 / ((1 / G ^ 50) * (G ^ 80 + 1)) ≤ 8 / G ^ 30 := by have hpow : G ^ 80 = G ^ 50 * G ^ 30 := by rw [← pow_add] have hcancel : (1 / G ^ 50) * G ^ 80 = G ^ 30 := by rw [hpow] field_simp have hdenom : G ^ 30 ≤ (1 / G ^ 50) * (G ^ 80 + 1) := by rw [← hcancel] exact mul_le_mul_of_nonneg_left (by linarith) (by positivity) exact div_le_div_of_nonneg_left (by norm_num) (pow_pos hG _) hdenom theorem optimizer_smoothing_root (G : ℝ) (hG : 0 < G) : Real.sqrt (1 / G ^ 50) = 1 / G ^ 25 := by have hpow : G ^ 50 = (G ^ 25) ^ 2 := by rw [← pow_mul] rw [hpow, Real.sqrt_div (by positivity), Real.sqrt_one, Real.sqrt_sq_eq_abs, abs_of_pos (pow_pos hG _)] /-- The explicit total objective-gap bound after the prescribed number of fixed-step updates. -/ theorem optimizer_explicit_gap_budget (G d : ℝ) (hG : 4 ≤ G) (hd : d ≤ G) : 2 / G ^ 20 + 8 / G ^ 30 + 8 * d / G ^ 25 ≤ 12 / G ^ 20 := by have hGpos : 0 < G := by linarith have hG1 : 1 ≤ G := by linarith have hG10 : 4 ≤ G ^ 10 := hG.trans (by simpa using pow_le_pow_right₀ hG1 (by norm_num : 1 ≤ 10)) have hG5 : d ≤ G ^ 5 := hd.trans (by simpa using pow_le_pow_right₀ hG1 (by norm_num : 1 ≤ 5)) have hsmall : 8 / G ^ 30 ≤ 2 / G ^ 20 := by apply (div_le_div_iff₀ (pow_pos hGpos _) (pow_pos hGpos _)).mpr have hscale := mul_le_mul_of_nonneg_left hG10 (show 0 ≤ 2 * G ^ 20 by positivity) have hpow : G ^ 30 = G ^ 20 * G ^ 10 := by rw [← pow_add] rw [hpow] nlinarith have hsmooth : 8 * d / G ^ 25 ≤ 8 / G ^ 20 := by apply (div_le_div_iff₀ (pow_pos hGpos _) (pow_pos hGpos _)).mpr have hscale := mul_le_mul_of_nonneg_left hG5 (show 0 ≤ 8 * G ^ 20 by positivity) have hpow : G ^ 25 = G ^ 20 * G ^ 5 := by rw [← pow_add] rw [hpow] nlinarith have hsum : 2 / G ^ 20 + 2 / G ^ 20 + 8 / G ^ 20 = 12 / G ^ 20 := by ring linarith /-- The quantitative final `H^(-3)` precision calculation. The squared distance premise is supplied by the proved entropy/KL curvature bound. -/ theorem optimizer_final_l1_precision (H G d distance gap : ℝ) (hH : 4 ≤ H) (hHG : H ≤ G) (hd : 0 ≤ d) (hdG : d ≤ G) (hsquared : distance ^ 2 ≤ 2 * d * gap) (hgap : gap ≤ 12 / G ^ 20) : distance ≤ 1 / H ^ 3 := by have hHpos : 0 < H := by linarith have hGpos : 0 < G := lt_of_lt_of_le hHpos hHG have hG4 : 4 ≤ G := hH.trans hHG have hG1 : 1 ≤ G := by linarith have hG3 : 64 ≤ G ^ 3 := by have h := pow_le_pow_left₀ (by norm_num : (0 : ℝ) ≤ 4) hG4 3 norm_num at h exact h have hG13 : 24 ≤ G ^ 13 := by have hmono := pow_le_pow_right₀ hG1 (by norm_num : 3 ≤ 13) linarith have hratio : 24 / G ^ 19 ≤ 1 / G ^ 6 := by apply (div_le_div_iff₀ (pow_pos hGpos _) (pow_pos hGpos _)).mpr have hscale := mul_le_mul_of_nonneg_right hG13 (pow_nonneg hGpos.le 6) have hpow : G ^ 19 = G ^ 13 * G ^ 6 := by rw [← pow_add] rw [hpow] nlinarith have hHratio : 1 / G ^ 6 ≤ 1 / H ^ 6 := div_le_div_of_nonneg_left zero_le_one (pow_pos hHpos _) (pow_le_pow_left₀ hHpos.le hHG 6) have hscale := mul_le_mul_of_nonneg_left hgap (show 0 ≤ 2 * d by positivity) have hdimension := div_le_div_of_nonneg_right (mul_le_mul_of_nonneg_left hdG (by norm_num : (0 : ℝ) ≤ 24)) (pow_nonneg hGpos.le 20) have hcancel : 24 * G / G ^ 20 = 24 / G ^ 19 := by have hpow : G ^ 20 = G ^ 19 * G := by rw [← pow_succ] rw [hpow] field_simp have hsquare : distance ^ 2 ≤ 1 / H ^ 6 := by rw [hcancel] at hdimension have hcombined := hdimension.trans (hratio.trans hHratio) have hscaledGap : 2 * d * (12 / G ^ 20) = 24 * d / G ^ 20 := by ring rw [hscaledGap] at hscale exact hsquared.trans (hscale.trans hcombined) have htarget : (1 / H ^ 3) ^ 2 = 1 / H ^ 6 := by rw [div_pow, one_pow, ← pow_mul] have hpositive : 0 < 1 / H ^ 3 := by positivity rw [← htarget] at hsquare nlinarith /-- Rational truncated logarithm used for the entropy-gradient calculation. Its evaluation uses only rational arithmetic. -/ theorem rationalLogApproximation_cast (r : ℚ) (K : ℕ) : (rationalLogApproximation r K : ℝ) = 2 * ∑ k ∈ range K, ((((r : ℝ) - 1) / ((r : ℝ) + 1)) ^ (2 * k + 1) / (2 * k + 1)) := by unfold rationalLogApproximation push_cast rfl theorem logarithm_symmetric_parameter_bound (r σ : ℝ) (hσ : 0 < σ) (hσhalf : σ ≤ 1 / 2) (hr : σ ≤ r) (hrupper : r ≤ 1 + σ) : |(r - 1) / (r + 1)| ≤ 1 - σ := by have hrpos : 0 < r := hσ.trans_le hr have hrden : 0 < r + 1 := by linarith apply abs_le.mpr constructor · apply (le_div_iff₀ hrden).mpr have hprod := mul_nonneg hrpos.le (show 0 ≤ 1 - σ by linarith) nlinarith · apply (div_le_iff₀ hrden).mpr have hmul := mul_le_mul_of_nonneg_left hrupper hσ.le have hσsquare : σ ^ 2 ≤ σ / 2 := by have h := mul_le_mul_of_nonneg_left hσhalf hσ.le nlinarith nlinarith /-- Explicit logarithm-series remainder for the rational gradient routine. Mathlib's logarithm remainder is specialized to the bounded smoothed-coordinate interval. Its bound suffices for the prescribed polynomial truncation length. -/ theorem logarithm_series_error (r σ : ℝ) (K : ℕ) (hσ : 0 < σ) (hσhalf : σ ≤ 1 / 2) (hr : σ ≤ r) (hrupper : r ≤ 1 + σ) : |Real.log r - 2 * ∑ k ∈ range K, (((r - 1) / (r + 1)) ^ (2 * k + 1) / (2 * k + 1))| ≤ 2 * Real.exp (-2 * K * σ) / σ := by let b := (r - 1) / (r + 1) have hrpos : 0 < r := hσ.trans_le hr have hrden : 0 < r + 1 := by linarith have hb : |b| ≤ 1 - σ := logarithm_symmetric_parameter_bound r σ hσ hσhalf hr hrupper have hb1 : |b| < 1 := by linarith have htransform : (1 + b) / (1 - b) = r := by dsimp only [b] field_simp ring have hseries := Real.sum_range_sub_log_div_le hb1 K rw [htransform] at hseries have htwice := mul_le_mul_of_nonneg_left hseries (show (0 : ℝ) ≤ 2 by norm_num) have hleft : |Real.log r - 2 * ∑ k ∈ range K, b ^ (2 * k + 1) / (2 * k + 1)| = 2 * |1 / 2 * Real.log r - ∑ k ∈ range K, b ^ (2 * k + 1) / (2 * k + 1)| := by rw [← abs_of_nonneg (show (0 : ℝ) ≤ 2 by norm_num), ← abs_mul] congr 1 ring rw [← hleft, ← mul_div_assoc] at htwice have hdenom : σ ≤ 1 - b ^ 2 := by have hsq := pow_le_pow_left₀ (abs_nonneg b) hb 2 rw [sq_abs] at hsq have hσsq : σ ^ 2 ≤ σ := by nlinarith nlinarith have hnum : |b| ^ (2 * K + 1) ≤ Real.exp (-2 * K * σ) := by calc _ ≤ (1 - σ) ^ (2 * K + 1) := pow_le_pow_left₀ (abs_nonneg b) hb _ _ ≤ Real.exp (-σ) ^ (2 * K + 1) := pow_le_pow_left₀ (show 0 ≤ 1 - σ by linarith) (Real.one_sub_le_exp_neg σ) _ _ = Real.exp ((2 * K + 1 : ℕ) * (-σ)) := (Real.exp_nat_mul (-σ) _).symm _ ≤ Real.exp (-2 * K * σ) := Real.exp_le_exp.mpr (by push_cast; nlinarith) calc _ ≤ 2 * |b| ^ (2 * K + 1) / (1 - b ^ 2) := htwice _ ≤ 2 * Real.exp (-2 * K * σ) / (1 - b ^ 2) := div_le_div_of_nonneg_right (mul_le_mul_of_nonneg_left hnum (by norm_num)) (hσ.le.trans hdenom) _ ≤ _ := div_le_div_of_nonneg_left (by positivity) hσ hdenom theorem rationalLogApproximation_error (r : ℚ) (σ : ℝ) (K : ℕ) (hσ : 0 < σ) (hσhalf : σ ≤ 1 / 2) (hr : σ ≤ (r : ℝ)) (hrupper : (r : ℝ) ≤ 1 + σ) : |Real.log (r : ℝ) - (rationalLogApproximation r K : ℝ)| ≤ 2 * Real.exp (-2 * K * σ) / σ := by rw [rationalLogApproximation_cast] exact logarithm_series_error (r : ℝ) σ K hσ hσhalf hr hrupper theorem logarithm_truncation_exponential_budget (G : ℝ) (hG : 4 ≤ G) : 2 * Real.exp (-2 * G ^ 10) / (1 / G ^ 50) ≤ 1 / G ^ 20 := by have hGpos : 0 < G := by linarith have hG1 : 1 ≤ G := by linarith have hG5 : 1024 ≤ G ^ 5 := by have h := pow_le_pow_left₀ (by norm_num : (0 : ℝ) ≤ 4) hG 5 norm_num at h exact h have hG10 : 315 ≤ G ^ 10 := by have hmono := pow_le_pow_right₀ hG1 (by norm_num : 5 ≤ 10) linarith have hpoly : 2 * G ^ 70 ≤ (2 * G ^ 10) ^ 8 / (8 : ℕ).factorial := by norm_num apply (le_div_iff₀ (by norm_num : (0 : ℝ) < 40320)).mpr rw [mul_pow, ← pow_mul] have hpow : G ^ 80 = G ^ 70 * G ^ 10 := by rw [← pow_add] norm_num rw [hpow] have hscale := mul_le_mul_of_nonneg_left hG10 (show 0 ≤ 256 * G ^ 70 by positivity) nlinarith have hexp : 2 * G ^ 70 ≤ Real.exp (2 * G ^ 10) := hpoly.trans (Real.pow_div_factorial_le_exp (x := 2 * G ^ 10) (n := 8) (by positivity)) have heq : 2 * Real.exp (-2 * G ^ 10) / (1 / G ^ 50) = 2 * G ^ 50 / Real.exp (2 * G ^ 10) := by rw [show -2 * G ^ 10 = -(2 * G ^ 10) by ring, Real.exp_neg] field_simp [hGpos.ne'] rw [heq] apply (div_le_div_iff₀ (Real.exp_pos _) (pow_pos hGpos _)).mpr have hpow : G ^ 50 * G ^ 20 = G ^ 70 := by rw [← pow_add] nlinarith /-- The prescribed rational logarithm computation has the required absolute gradient precision `G^(-20)` after `G^60` rational terms. -/ theorem rationalLogApproximation_prescribed_precision (r : ℚ) (G : ℕ) (hG : 4 ≤ G) (hr : 1 / (G : ℝ) ^ 50 ≤ (r : ℝ)) (hrupper : (r : ℝ) ≤ 1 + 1 / (G : ℝ) ^ 50) : |Real.log (r : ℝ) - (rationalLogApproximation r (G ^ 60) : ℝ)| ≤ 1 / (G : ℝ) ^ 20 := by have hG4 : (4 : ℝ) ≤ G := by exact_mod_cast hG have hGpos : (0 : ℝ) < G := by linarith have hG1 : (1 : ℝ) ≤ G := by linarith have hG50 : (2 : ℝ) ≤ (G : ℝ) ^ 50 := by have hmono := pow_le_pow_right₀ hG1 (by norm_num : 1 ≤ 50) norm_num only [pow_one] at hmono linarith have hσpos : 0 < 1 / (G : ℝ) ^ 50 := by positivity have hσhalf : 1 / (G : ℝ) ^ 50 ≤ 1 / 2 := by exact div_le_div_of_nonneg_left zero_le_one (by norm_num) hG50 have herror := rationalLogApproximation_error r (1 / (G : ℝ) ^ 50) (G ^ 60) hσpos hσhalf hr hrupper have hprod : ((G ^ 60 : ℕ) : ℝ) * (1 / (G : ℝ) ^ 50) = (G : ℝ) ^ 10 := by push_cast have hpow : (G : ℝ) ^ 60 = (G : ℝ) ^ 10 * (G : ℝ) ^ 50 := by rw [← pow_add] rw [hpow] field_simp have hexponent : -2 * ((G ^ 60 : ℕ) : ℝ) * (1 / (G : ℝ) ^ 50) = -2 * (G : ℝ) ^ 10 := by nlinarith [hprod] rw [hexponent] at herror exact herror.trans (logarithm_truncation_exponential_budget (G : ℝ) hG4) theorem finite_gradient_error {ι : Type*} (coordinates : Finset ι) (gradient approximateGradient p : ι → ℝ) (error : ℝ) (hp : ∀ i ∈ coordinates, 0 ≤ p i) (hpsum : ∑ i ∈ coordinates, p i = 1) (herror : ∀ i ∈ coordinates, |approximateGradient i - gradient i| ≤ error) : |∑ i ∈ coordinates, (approximateGradient i - gradient i) * p i| ≤ error := by calc _ ≤ ∑ i ∈ coordinates, |(approximateGradient i - gradient i) * p i| := abs_sum_le_sum_abs _ _ _ ≤ ∑ i ∈ coordinates, error * p i := by apply sum_le_sum intro i hi rw [abs_mul, abs_of_nonneg (hp i hi)] exact mul_le_mul_of_nonneg_right (herror i hi) (hp i hi) _ = error := by rw [← mul_sum, hpsum, mul_one] /-- Enumerating the vertices with an approximate gradient loses at most `2e₀` in the true linearization, even against an arbitrary feasible mixture. -/ theorem approximate_gradient_linearization_loss {ι : Type*} (coordinates : Finset ι) (gradient approximateGradient selected competitor : ι → ℝ) (error : ℝ) (hselected : ∀ i ∈ coordinates, 0 ≤ selected i) (hcompetitor : ∀ i ∈ coordinates, 0 ≤ competitor i) (hselectedSum : ∑ i ∈ coordinates, selected i = 1) (hcompetitorSum : ∑ i ∈ coordinates, competitor i = 1) (herror : ∀ i ∈ coordinates, |approximateGradient i - gradient i| ≤ error) (hchoose : (∑ i ∈ coordinates, approximateGradient i * competitor i) ≤ ∑ i ∈ coordinates, approximateGradient i * selected i) : (∑ i ∈ coordinates, gradient i * competitor i) - (∑ i ∈ coordinates, gradient i * selected i) ≤ 2 * error := by have hsel := finite_gradient_error coordinates gradient approximateGradient selected error hselected hselectedSum herror have hcomp := finite_gradient_error coordinates gradient approximateGradient competitor error hcompetitor hcompetitorSum herror simp only [sub_mul, sum_sub_distrib] at hsel hcomp have hselBounds := abs_le.mp hsel have hcompBounds := abs_le.mp hcomp linarith noncomputable def smoothedEntropyValue {ι : Type*} (coordinates : Finset ι) (σ : ℝ) (linear p : ι → ℝ) : ℝ := ∑ i ∈ coordinates, (Real.negMulLog (p i + σ) + linear i * p i) noncomputable def smoothedEntropyGradient {ι : Type*} (σ : ℝ) (linear p : ι → ℝ) (i : ι) : ℝ := -Real.log (p i + σ) - 1 + linear i /-- Tangent upper bound for a single smoothed entropy coordinate. -/ theorem smoothed_entropy_coordinate_upper (x y σ linear : ℝ) (hx : 0 ≤ x) (hy : 0 ≤ y) (hσ : 0 < σ) : (Real.negMulLog (y + σ) + linear * y) - (Real.negMulLog (x + σ) + linear * x) ≤ (-Real.log (x + σ) - 1 + linear) * (y - x) := by have hxs : 0 < x + σ := by linarith have hys : 0 < y + σ := by linarith have hlog := Real.log_le_sub_one_of_pos (div_pos hxs hys) rw [Real.log_div hxs.ne' hys.ne'] at hlog have hscaled := mul_le_mul_of_nonneg_left hlog hys.le have hcancel : (y + σ) * ((x + σ) / (y + σ) - 1) = x - y := by field_simp ring rw [hcancel] at hscaled simp only [Real.negMulLog] nlinarith /-- A scalar smoothness bound obtained directly from `log u ≤ u-1`. The coefficient `1/σ` combines with the sharper simplex diameter below to give the manuscript's exact `2 ξ²/σ` remainder. -/ theorem smoothed_entropy_coordinate_lower (x y σ linear : ℝ) (hx : 0 ≤ x) (hy : 0 ≤ y) (hσ : 0 < σ) : (-Real.log (x + σ) - 1 + linear) * (y - x) - (y - x) ^ 2 / σ ≤ (Real.negMulLog (y + σ) + linear * y) - (Real.negMulLog (x + σ) + linear * x) := by have hxs : 0 < x + σ := by linarith have hys : 0 < y + σ := by linarith have hlog := Real.log_le_sub_one_of_pos (div_pos hys hxs) rw [Real.log_div hys.ne' hxs.ne'] at hlog have hscaled := mul_le_mul_of_nonneg_left hlog hys.le have hcancel : (y + σ) * ((y + σ) / (x + σ) - 1) - y + x = (y - x) ^ 2 / (x + σ) := by field_simp ring have hratio : (y - x) ^ 2 / (x + σ) ≤ (y - x) ^ 2 / σ := div_le_div_of_nonneg_left (sq_nonneg _) hσ (by linarith) have hbound : (y + σ) * (Real.log (y + σ) - Real.log (x + σ)) - y + x ≤ (y - x) ^ 2 / (x + σ) := by linarith have hbound' := hbound.trans hratio simp only [Real.negMulLog] nlinarith theorem probability_vectors_sq_distance_le_two {ι : Type*} (coordinates : Finset ι) (p q : ι → ℝ) (hp : ∀ i ∈ coordinates, 0 ≤ p i) (hq : ∀ i ∈ coordinates, 0 ≤ q i) (hpsum : ∑ i ∈ coordinates, p i = 1) (hqsum : ∑ i ∈ coordinates, q i = 1) : ∑ i ∈ coordinates, (q i - p i) ^ 2 ≤ 2 := by have hcoord (i : ι) (hi : i ∈ coordinates) : (q i - p i) ^ 2 ≤ q i + p i := by have hp1 := (single_le_sum hp hi).trans hpsum.le have hq1 := (single_le_sum hq hi).trans hqsum.le have hpprod := mul_nonneg (hp i hi) (sub_nonneg.mpr hp1) have hqprod := mul_nonneg (hq i hi) (sub_nonneg.mpr hq1) have hpq := mul_nonneg (hp i hi) (hq i hi) nlinarith calc _ ≤ ∑ i ∈ coordinates, (q i + p i) := sum_le_sum hcoord _ = 2 := by rw [sum_add_distrib, hqsum, hpsum]; norm_num theorem smoothed_entropy_tangent_upper {ι : Type*} (coordinates : Finset ι) (σ : ℝ) (linear p q : ι → ℝ) (hp : ∀ i ∈ coordinates, 0 ≤ p i) (hq : ∀ i ∈ coordinates, 0 ≤ q i) (hσ : 0 < σ) : smoothedEntropyValue coordinates σ linear q - smoothedEntropyValue coordinates σ linear p ≤ ∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * (q i - p i) := by rw [smoothedEntropyValue, smoothedEntropyValue, ← sum_sub_distrib] exact sum_le_sum fun i hi => smoothed_entropy_coordinate_upper (p i) (q i) σ (linear i) (hp i hi) (hq i hi) hσ theorem smoothed_entropy_mixture_lower {ι : Type*} (coordinates : Finset ι) (σ ξ : ℝ) (linear p selected : ι → ℝ) (hp : ∀ i ∈ coordinates, 0 ≤ p i) (hselected : ∀ i ∈ coordinates, 0 ≤ selected i) (hpsum : ∑ i ∈ coordinates, p i = 1) (hselectedSum : ∑ i ∈ coordinates, selected i = 1) (hσ : 0 < σ) (hξ : 0 ≤ ξ) (hξ1 : ξ ≤ 1) : ξ * (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * (selected i - p i)) - 2 * ξ ^ 2 / σ ≤ smoothedEntropyValue coordinates σ linear (fun i => (1 - ξ) * p i + ξ * selected i) - smoothedEntropyValue coordinates σ linear p := by let updated : ι → ℝ := fun i => (1 - ξ) * p i + ξ * selected i have hupdated (i : ι) (hi : i ∈ coordinates) : 0 ≤ updated i := add_nonneg (mul_nonneg (sub_nonneg.mpr hξ1) (hp i hi)) (mul_nonneg hξ (hselected i hi)) have hcoordinate (i : ι) (hi : i ∈ coordinates) := smoothed_entropy_coordinate_lower (p i) (updated i) σ (linear i) (hp i hi) (hupdated i hi) hσ have hsum := sum_le_sum hcoordinate have hterm (i : ι) : updated i - p i = ξ * (selected i - p i) := by dsimp only [updated] ring simp only [smoothedEntropyGradient] at hsum ⊢ simp_rw [hterm, mul_pow, div_eq_mul_inv] at hsum rw [sum_sub_distrib] at hsum have hlinear : (∑ i ∈ coordinates, (-Real.log (p i + σ) - 1 + linear i) * (ξ * (selected i - p i))) = ξ * ∑ i ∈ coordinates, (-Real.log (p i + σ) - 1 + linear i) * (selected i - p i) := by rw [mul_sum] apply sum_congr rfl intro i hi ring have hquadratic : (∑ i ∈ coordinates, ξ ^ 2 * (selected i - p i) ^ 2 * σ⁻¹) = (ξ ^ 2 / σ) * ∑ i ∈ coordinates, (selected i - p i) ^ 2 := by rw [mul_sum] apply sum_congr rfl intro i hi ring rw [hlinear, hquadratic, sum_sub_distrib] at hsum have hdiameter := probability_vectors_sq_distance_le_two coordinates p selected hp hselected hpsum hselectedSum have hscale := mul_le_mul_of_nonneg_left hdiameter (show 0 ≤ ξ ^ 2 / σ by positivity) change _ ≤ smoothedEntropyValue coordinates σ linear updated - smoothedEntropyValue coordinates σ linear p at hsum change _ ≤ smoothedEntropyValue coordinates σ linear updated - smoothedEntropyValue coordinates σ linear p have htwo : ξ ^ 2 / σ * 2 = 2 * ξ ^ 2 / σ := by ring rw [htwo] at hscale linarith /-- The manuscript's fixed-step optimizer recurrence follows from the actual smoothed entropy objective and approximate gradient selection. -/ theorem smoothed_frank_wolfe_recurrence {ι : Type*} (coordinates : Finset ι) (σ ξ error : ℝ) (linear p selected best approximateGradient : ι → ℝ) (hp : ∀ i ∈ coordinates, 0 ≤ p i) (hselected : ∀ i ∈ coordinates, 0 ≤ selected i) (hbest : ∀ i ∈ coordinates, 0 ≤ best i) (hpsum : ∑ i ∈ coordinates, p i = 1) (hselectedSum : ∑ i ∈ coordinates, selected i = 1) (hbestSum : ∑ i ∈ coordinates, best i = 1) (hσ : 0 < σ) (hξ : 0 ≤ ξ) (hξ1 : ξ ≤ 1) (hgradient : ∀ i ∈ coordinates, |approximateGradient i - smoothedEntropyGradient σ linear p i| ≤ error) (hchoose : (∑ i ∈ coordinates, approximateGradient i * best i) ≤ ∑ i ∈ coordinates, approximateGradient i * selected i) : smoothedEntropyValue coordinates σ linear best - smoothedEntropyValue coordinates σ linear (fun i => (1 - ξ) * p i + ξ * selected i) ≤ (1 - ξ) * (smoothedEntropyValue coordinates σ linear best - smoothedEntropyValue coordinates σ linear p) + 2 * error * ξ + 2 * ξ ^ 2 / σ := by have htangent := smoothed_entropy_tangent_upper coordinates σ linear p best hp hbest hσ have hlinear := approximate_gradient_linearization_loss coordinates (smoothedEntropyGradient σ linear p) approximateGradient selected best error hselected hbest hselectedSum hbestSum hgradient hchoose have hlower := smoothed_entropy_mixture_lower coordinates σ ξ linear p selected hp hselected hpsum hselectedSum hσ hξ hξ1 have hsumBest : (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * (best i - p i)) = (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * best i) - ∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * p i := by simp only [mul_sub, sum_sub_distrib] have hsumSelected : (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * (selected i - p i)) = (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * selected i) - ∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * p i := by simp only [mul_sub, sum_sub_distrib] rw [hsumBest] at htangent rw [hsumSelected] at hlower have hgain : smoothedEntropyValue coordinates σ linear best - smoothedEntropyValue coordinates σ linear p - 2 * error ≤ (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * selected i) - ∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * p i := by linarith have hscale := mul_le_mul_of_nonneg_left hgain hξ nlinarith /-- Casting the exact rational update gives precisely the analytic step. -/ theorem rationalOptimizerIterate_cast_step {ι : Type*} (initial : ι → ℚ) (selected : ℕ → ι → ℚ) (j : ℕ) : (fun i => (rationalOptimizerIterate initial selected (j + 1) i : ℝ)) = (fun i => (1 - frankWolfeStep j) * (rationalOptimizerIterate initial selected j i : ℝ) + frankWolfeStep j * (selected j i : ℝ)) := by funext i simp [rationalOptimizerIterate, frankWolfeStep] /-- All exact rational iterates are probability vectors. -/ theorem rationalOptimizerIterate_probability {ι : Type*} (coordinates : Finset ι) (initial : ι → ℚ) (selected : ℕ → ι → ℚ) (hinitial : ∀ i ∈ coordinates, (0 : ℝ) ≤ initial i) (hinitialSum : ∑ i ∈ coordinates, (initial i : ℝ) = 1) (hselected : ∀ j i, i ∈ coordinates → (0 : ℝ) ≤ selected j i) (hselectedSum : ∀ j, ∑ i ∈ coordinates, (selected j i : ℝ) = 1) : ∀ j, (∀ i ∈ coordinates, (0 : ℝ) ≤ rationalOptimizerIterate initial selected j i) ∧ (∑ i ∈ coordinates, (rationalOptimizerIterate initial selected j i : ℝ)) = 1 := by intro j induction j with | zero => exact ⟨hinitial, hinitialSum⟩ | succ j ih => have hstep := congr_fun (rationalOptimizerIterate_cast_step initial selected j) constructor · intro i hi rw [hstep i] exact add_nonneg (mul_nonneg (sub_nonneg.mpr (frankWolfeStep_le_one j)) (ih.1 i hi)) (mul_nonneg (frankWolfeStep_nonnegative j) (hselected j i hi)) · simp_rw [hstep] rw [sum_add_distrib, ← mul_sum, ← mul_sum, ih.2, hselectedSum] ring /-- Convex feasibility is preserved by the actual rational iterates. -/ theorem rationalOptimizerIterate_mem {ι : Type*} (Q : Set (ι → ℝ)) (initial : ι → ℚ) (selected : ℕ → ι → ℚ) (hconvex : Convex ℝ Q) (hinitial : (fun i => (initial i : ℝ)) ∈ Q) (hselected : ∀ j, (fun i => (selected j i : ℝ)) ∈ Q) : ∀ j, (fun i => (rationalOptimizerIterate initial selected j i : ℝ)) ∈ Q := by intro j induction j with | zero => exact hinitial | succ j ih => rw [rationalOptimizerIterate_cast_step] exact hconvex ih (hselected j) (sub_nonneg.mpr (frankWolfeStep_le_one j)) (frankWolfeStep_nonnegative j) (by ring) /-- Objective convergence of the exact rational implementation follows from the proved smoothness and rational approximate-gradient choices. -/ theorem rational_optimizer_smoothed_gap_bound {ι : Type*} (coordinates : Finset ι) (σ error : ℝ) (linear best : ι → ℝ) (initial : ι → ℚ) (selected : ℕ → ι → ℚ) (approximateGradient : ℕ → ι → ℝ) (hinitial : ∀ i ∈ coordinates, (0 : ℝ) ≤ initial i) (hinitialSum : ∑ i ∈ coordinates, (initial i : ℝ) = 1) (hselected : ∀ j i, i ∈ coordinates → (0 : ℝ) ≤ selected j i) (hselectedSum : ∀ j, ∑ i ∈ coordinates, (selected j i : ℝ) = 1) (hbest : ∀ i ∈ coordinates, 0 ≤ best i) (hbestSum : ∑ i ∈ coordinates, best i = 1) (hσ : 0 < σ) (hgradient : ∀ j i, i ∈ coordinates → |approximateGradient j i - smoothedEntropyGradient σ linear (fun i => (rationalOptimizerIterate initial selected j i : ℝ)) i| ≤ error) (hchoose : ∀ j, (∑ i ∈ coordinates, approximateGradient j i * best i) ≤ ∑ i ∈ coordinates, approximateGradient j i * (selected j i : ℝ)) : ∀ j, smoothedEntropyValue coordinates σ linear best - smoothedEntropyValue coordinates σ linear (fun i => (rationalOptimizerIterate initial selected (j + 1) i : ℝ)) ≤ 2 * error + 8 / (σ * ((j : ℝ) + 2)) := by have hprobability := rationalOptimizerIterate_probability coordinates initial selected hinitial hinitialSum hselected hselectedSum apply frank_wolfe_gap_bound σ error (fun j => smoothedEntropyValue coordinates σ linear best - smoothedEntropyValue coordinates σ linear (fun i => (rationalOptimizerIterate initial selected j i : ℝ))) hσ intro j rw [rationalOptimizerIterate_cast_step] exact smoothed_frank_wolfe_recurrence coordinates σ (frankWolfeStep j) error linear (fun i => (rationalOptimizerIterate initial selected j i : ℝ)) (fun i => (selected j i : ℝ)) best (approximateGradient j) (hprobability j).1 (hselected j) hbest (hprobability j).2 (hselectedSum j) hbestSum hσ (frankWolfeStep_nonnegative j) (frankWolfeStep_le_one j) (hgradient j) (hchoose j) /-- The actual rational gradient routine, including exact linear terms. -/ theorem rationalSmoothedGradient_precision {ι : Type*} (coordinates : Finset ι) (G : ℕ) (linear p : ι → ℚ) (hG : 4 ≤ G) (hp : ∀ i ∈ coordinates, (0 : ℝ) ≤ p i) (hpsum : ∑ i ∈ coordinates, (p i : ℝ) = 1) : ∀ i ∈ coordinates, |(rationalSmoothedGradient G linear p i : ℝ) - smoothedEntropyGradient (1 / (G : ℝ) ^ 50) (fun i => (linear i : ℝ)) (fun i => (p i : ℝ)) i| ≤ 1 / (G : ℝ) ^ 20 := by intro i hi have hinput : (1 / (G : ℝ) ^ 50) ≤ (p i + 1 / (G : ℚ) ^ 50 : ℚ) := by push_cast linarith [hp i hi] have hupper : ((p i + 1 / (G : ℚ) ^ 50 : ℚ) : ℝ) ≤ 1 + 1 / (G : ℝ) ^ 50 := by push_cast linarith [(single_le_sum hp hi).trans hpsum.le] have hlog := rationalLogApproximation_prescribed_precision (p i + 1 / (G : ℚ) ^ 50) G hG hinput hupper convert hlog using 1 congr 1 simp only [rationalSmoothedGradient, smoothedEntropyGradient] push_cast ring /-- The prescribed number of exact rational updates reaches the true entropy-objective precision, with no assumed analytic recurrence. -/ theorem rational_optimizer_true_gap_precision {ι : Type*} (coordinates : Finset ι) (G : ℕ) (linear initial : ι → ℚ) (selected : ℕ → ι → ℚ) (best : ι → ℝ) (hG : 4 ≤ G) (hdG : coordinates.card ≤ G) (hinitial : ∀ i ∈ coordinates, (0 : ℝ) ≤ initial i) (hinitialSum : ∑ i ∈ coordinates, (initial i : ℝ) = 1) (hselected : ∀ j i, i ∈ coordinates → (0 : ℝ) ≤ selected j i) (hselectedSum : ∀ j, ∑ i ∈ coordinates, (selected j i : ℝ) = 1) (hbest : ∀ i ∈ coordinates, 0 ≤ best i) (hbestSum : ∑ i ∈ coordinates, best i = 1) (hchoose : ∀ j, (∑ i ∈ coordinates, (rationalSmoothedGradient G linear (rationalOptimizerIterate initial selected j) i : ℝ) * best i) ≤ ∑ i ∈ coordinates, (rationalSmoothedGradient G linear (rationalOptimizerIterate initial selected j) i : ℝ) * (selected j i : ℝ)) : entropyValue coordinates 1 (fun i => (linear i : ℝ)) best - entropyValue coordinates 1 (fun i => (linear i : ℝ)) (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) ≤ 12 / (G : ℝ) ^ 20 := by let σ : ℝ := 1 / (G : ℝ) ^ 50 have hG4 : (4 : ℝ) ≤ G := by exact_mod_cast hG have hGpos : (0 : ℝ) < G := by linarith have hσ : 0 < σ := by dsimp [σ]; positivity have hσ1 : σ ≤ 1 := by dsimp [σ] apply (div_le_one₀ (pow_pos hGpos _)).mpr exact one_le_pow₀ (by linarith : (1 : ℝ) ≤ G) have hprobability := rationalOptimizerIterate_probability coordinates initial selected hinitial hinitialSum hselected hselectedSum have hgradient j := rationalSmoothedGradient_precision coordinates G linear (rationalOptimizerIterate initial selected j) hG (hprobability j).1 (hprobability j).2 have hgap := rational_optimizer_smoothed_gap_bound coordinates σ (1 / (G : ℝ) ^ 20) (fun i => (linear i : ℝ)) best initial selected (fun j i => (rationalSmoothedGradient G linear (rationalOptimizerIterate initial selected j) i : ℝ)) hinitial hinitialSum hselected hselectedSum hbest hbestSum hσ hgradient hchoose (G ^ 80 - 1) have hK : 1 ≤ G ^ 80 := by have hGnat : 0 < G := by omega exact Nat.one_le_iff_ne_zero.mpr (pow_ne_zero 80 (Nat.ne_of_gt hGnat)) rw [Nat.sub_add_cancel hK] at hgap have hindex : ((G ^ 80 - 1 : ℕ) : ℝ) + 2 = (G : ℝ) ^ 80 + 1 := by rw [Nat.cast_sub hK, Nat.cast_one, Nat.cast_pow] ring rw [hindex] at hgap have hbudget := optimizer_work_budget_gap (G : ℝ) hGpos have hsmoothed : smoothedEntropyValue coordinates σ (fun i => (linear i : ℝ)) best - smoothedEntropyValue coordinates σ (fun i => (linear i : ℝ)) (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) ≤ 2 / (G : ℝ) ^ 20 + 8 / (G : ℝ) ^ 30 := by dsimp only [σ] at hgap ⊢ have htwo : (2 : ℝ) * (1 / (G : ℝ) ^ 20) = 2 / (G : ℝ) ^ 20 := by ring rw [htwo] at hgap linarith have hbestSmoothing := finite_entropy_smoothing_bound coordinates best (fun i => (linear i : ℝ)) σ 1 hbest hbestSum hσ hσ1 have hvalueSmoothing := finite_entropy_smoothing_bound coordinates (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) (fun i => (linear i : ℝ)) σ 1 (hprobability _).1 (hprobability _).2 hσ hσ1 have hbestSmooth : |smoothedEntropyValue coordinates σ (fun i => (linear i : ℝ)) best - entropyValue coordinates 1 (fun i => (linear i : ℝ)) best| ≤ 4 * coordinates.card * Real.sqrt σ := by simpa [smoothedEntropyValue, sum_add_distrib] using hbestSmoothing have hvalueSmooth : |smoothedEntropyValue coordinates σ (fun i => (linear i : ℝ)) (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) - entropyValue coordinates 1 (fun i => (linear i : ℝ)) (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ))| ≤ 4 * coordinates.card * Real.sqrt σ := by simpa [smoothedEntropyValue, sum_add_distrib] using hvalueSmoothing have htrue : entropyValue coordinates 1 (fun i => (linear i : ℝ)) best - entropyValue coordinates 1 (fun i => (linear i : ℝ)) (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) ≤ 2 / (G : ℝ) ^ 20 + 8 / (G : ℝ) ^ 30 + 8 * coordinates.card * Real.sqrt σ := by have hb := abs_le.mp hbestSmooth have hv := abs_le.mp hvalueSmooth linarith have hroot : Real.sqrt σ = 1 / (G : ℝ) ^ 25 := optimizer_smoothing_root _ hGpos rw [hroot] at htrue have hdimension : (coordinates.card : ℝ) ≤ G := by exact_mod_cast hdG have hfinal := optimizer_explicit_gap_budget (G : ℝ) coordinates.card hG4 hdimension have hnorm : (8 : ℝ) * coordinates.card * (1 / (G : ℝ) ^ 25) = 8 * coordinates.card / (G : ℝ) ^ 25 := by ring rw [hnorm] at htrue exact htrue.trans hfinal /-- The final distance guarantee for the prescribed rational updates. Only their concrete finite linearization choices remain as input. -/ theorem rational_optimizer_l1_precision {ι : Type*} (coordinates : Finset ι) (Q : Set (ι → ℝ)) (H G : ℕ) (linear initial : ι → ℚ) (selected : ℕ → ι → ℚ) (maximizer : ι → ℝ) (hH : 4 ≤ H) (hHG : H ≤ G) (hdG : coordinates.card ≤ G) (hconvex : Convex ℝ Q) (hinitialQ : (fun i => (initial i : ℝ)) ∈ Q) (hselectedQ : ∀ j, (fun i => (selected j i : ℝ)) ∈ Q) (hmaxQ : maximizer ∈ Q) (hinitial : ∀ i ∈ coordinates, (0 : ℝ) ≤ initial i) (hinitialSum : ∑ i ∈ coordinates, (initial i : ℝ) = 1) (hselected : ∀ j i, i ∈ coordinates → (0 : ℝ) ≤ selected j i) (hselectedSum : ∀ j, ∑ i ∈ coordinates, (selected j i : ℝ) = 1) (hmax : ∀ i ∈ coordinates, 0 < maximizer i) (hmaxSum : ∑ i ∈ coordinates, maximizer i = 1) (hmaximize : IsMaxOn (entropyValue coordinates 1 (fun i => (linear i : ℝ))) Q maximizer) (hchoose : ∀ j, (∑ i ∈ coordinates, (rationalSmoothedGradient G linear (rationalOptimizerIterate initial selected j) i : ℝ) * maximizer i) ≤ ∑ i ∈ coordinates, (rationalSmoothedGradient G linear (rationalOptimizerIterate initial selected j) i : ℝ) * (selected j i : ℝ)) : (∑ i ∈ coordinates, |(rationalOptimizerIterate initial selected (G ^ 80) i : ℝ) - maximizer i|) ≤ 1 / (H : ℝ) ^ 3 := by have hG : 4 ≤ G := hH.trans hHG have hprobability := rationalOptimizerIterate_probability coordinates initial selected hinitial hinitialSum hselected hselectedSum (G ^ 80) have hmixture := rationalOptimizerIterate_mem Q initial selected hconvex hinitialQ hselectedQ (G ^ 80) have hgap := rational_optimizer_true_gap_precision coordinates G linear initial selected maximizer hG hdG hinitial hinitialSum hselected hselectedSum (fun i hi => (hmax i hi).le) hmaxSum hchoose have hdistance := entropy_gap_to_l1 coordinates Q 1 (fun i => (linear i : ℝ)) maximizer (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) hconvex hmaxQ hmixture hmax hprobability.1 hmaxSum hprobability.2 hmaximize have hmaxbound := hmaximize hmixture change entropyValue coordinates 1 (fun i => (linear i : ℝ)) (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) ≤ entropyValue coordinates 1 (fun i => (linear i : ℝ)) maximizer at hmaxbound have hnonnegative : 0 ≤ 2 * (coordinates.card : ℝ) * (entropyValue coordinates 1 (fun i => (linear i : ℝ)) maximizer - entropyValue coordinates 1 (fun i => (linear i : ℝ)) (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ))) := by positivity have hsquared := pow_le_pow_left₀ (sum_nonneg (fun _ _ => abs_nonneg _)) hdistance 2 rw [Real.sq_sqrt hnonnegative] at hsquared apply optimizer_final_l1_precision (H : ℝ) G coordinates.card _ _ (by exact_mod_cast hH) (by exact_mod_cast hHG) (Nat.cast_nonneg _) (by exact_mod_cast hdG) hsquared hgap /-- Maximizing a finite list's linearization also maximizes it on the real convex hull. -/ theorem finite_linearization_maximizes_convexHull {ι : Type*} (coordinates : Finset ι) (vertices : Set (ι → ℝ)) (gradient selected : ι → ℝ) (hchoose : ∀ p ∈ vertices, (∑ i ∈ coordinates, gradient i * p i) ≤ ∑ i ∈ coordinates, gradient i * selected i) : ∀ p ∈ convexHull ℝ vertices, (∑ i ∈ coordinates, gradient i * p i) ≤ ∑ i ∈ coordinates, gradient i * selected i := by let bound := ∑ i ∈ coordinates, gradient i * selected i have hconvex : Convex ℝ {p : ι → ℝ | (∑ i ∈ coordinates, gradient i * p i) ≤ bound} := by intro p hp q hq a b ha hb hab change (∑ i ∈ coordinates, gradient i * (a * p i + b * q i)) ≤ bound have hlinear : (∑ i ∈ coordinates, gradient i * (a * p i + b * q i)) = a * (∑ i ∈ coordinates, gradient i * p i) + b * (∑ i ∈ coordinates, gradient i * q i) := by rw [mul_sum, mul_sum, ← sum_add_distrib] apply sum_congr rfl intro i hi ring rw [hlinear] have hp' := mul_le_mul_of_nonneg_left hp ha have hq' := mul_le_mul_of_nonneg_left hq hb have hbound : a * bound + b * bound = bound := by rw [← add_mul, hab, one_mul] linarith exact convexHull_min hchoose hconvex /-- Executable finite rational comparisons, with the first listed maximizer selected in a tie. The fallback only applies to an empty list. -/ theorem rationalLinearizationMaximizer_spec {ι : Type*} (coordinates : Finset ι) (vertices : List (ι → ℚ)) (gradient : ι → ℚ) (hvertices : vertices ≠ []) : rationalLinearizationMaximizer coordinates vertices gradient ∈ vertices ∧ ∀ p ∈ vertices, (∑ i ∈ coordinates, gradient i * p i) ≤ ∑ i ∈ coordinates, gradient i * rationalLinearizationMaximizer coordinates vertices gradient i := by unfold rationalLinearizationMaximizer cases harg : vertices.argmax (fun p => ∑ i ∈ coordinates, gradient i * p i) with | none => exact False.elim (hvertices (List.argmax_eq_none.mp harg)) | some selected => simp only [Option.getD_some] have hmem : selected ∈ vertices.argmax (fun p => ∑ i ∈ coordinates, gradient i * p i) := by rw [harg] simp exact ⟨List.argmax_mem hmem, fun p hp => List.le_of_mem_argmax (f := fun p : ι → ℚ => ∑ i ∈ coordinates, gradient i * p i) hp hmem⟩ /-- The finite rational optimizer: every operation here is rational arithmetic, finite enumeration, or the prescribed finite logarithm sum. -/ def finiteOptimizerSelection {ι : Type*} (coordinates : Finset ι) (vertices : List (ι → ℚ)) (linear : ι → ℚ) (G j : ℕ) : ι → ℚ := rationalLinearizationMaximizer coordinates vertices (rationalSmoothedGradient G linear (finiteRationalOptimizer coordinates vertices linear G j)) theorem finiteRationalOptimizer_eq_iterate {ι : Type*} (coordinates : Finset ι) (vertices : List (ι → ℚ)) (linear : ι → ℚ) (G j : ℕ) : finiteRationalOptimizer coordinates vertices linear G j = rationalOptimizerIterate (vertices.headD (fun _ => 0)) (finiteOptimizerSelection coordinates vertices linear G) j := by induction j with | zero => rfl | succ j ih => funext i simp only [finiteRationalOptimizer, rationalOptimizerIterate] change (1 - 2 / ((j : ℚ) + 2)) * finiteRationalOptimizer coordinates vertices linear G j i + 2 / ((j : ℚ) + 2) * finiteOptimizerSelection coordinates vertices linear G j i = _ rw [ih] def rationalVertexSet {ι : Type*} (vertices : List (ι → ℚ)) : Set (ι → ℝ) := (fun p : ι → ℚ => fun i => (p i : ℝ)) '' {p | p ∈ vertices} /-- Every vector in the listed real convex hull is a probability vector. -/ theorem rationalVertexHull_probability {ι : Type*} (coordinates : Finset ι) (vertices : List (ι → ℚ)) (hvertices : ∀ p ∈ vertices, (∀ i ∈ coordinates, (0 : ℝ) ≤ p i) ∧ (∑ i ∈ coordinates, (p i : ℝ)) = 1) : ∀ p ∈ convexHull ℝ (rationalVertexSet vertices), (∀ i ∈ coordinates, 0 ≤ p i) ∧ (∑ i ∈ coordinates, p i) = 1 := by have hconvex : Convex ℝ {p : ι → ℝ | (∀ i ∈ coordinates, 0 ≤ p i) ∧ (∑ i ∈ coordinates, p i) = 1} := by intro p hp q hq a b ha hb hab constructor · intro i hi exact add_nonneg (mul_nonneg ha (hp.1 i hi)) (mul_nonneg hb (hq.1 i hi)) · change (∑ i ∈ coordinates, (a * p i + b * q i)) = 1 rw [sum_add_distrib, ← mul_sum, ← mul_sum, hp.2, hq.2, mul_one, mul_one] exact hab apply convexHull_min _ hconvex rintro _ ⟨p, hp, rfl⟩ exact hvertices p hp /-- Concrete finite vertex selection satisfies the required linearization inequality against every real feasible mixture. -/ theorem finiteOptimizerSelection_maximizes {ι : Type*} (coordinates : Finset ι) (vertices : List (ι → ℚ)) (linear : ι → ℚ) (G j : ℕ) (hvertices : vertices ≠ []) : ∀ best ∈ convexHull ℝ (rationalVertexSet vertices), (∑ i ∈ coordinates, (rationalSmoothedGradient G linear (finiteRationalOptimizer coordinates vertices linear G j) i : ℝ) * best i) ≤ ∑ i ∈ coordinates, (rationalSmoothedGradient G linear (finiteRationalOptimizer coordinates vertices linear G j) i : ℝ) * (finiteOptimizerSelection coordinates vertices linear G j i : ℝ) := by apply finite_linearization_maximizes_convexHull rintro _ ⟨p, hp, rfl⟩ have hspec := (rationalLinearizationMaximizer_spec coordinates vertices (rationalSmoothedGradient G linear (finiteRationalOptimizer coordinates vertices linear G j)) hvertices).2 p hp dsimp only [finiteOptimizerSelection] exact_mod_cast hspec /-- Accuracy of the executable rational optimizer at every positive entropy maximizer of its listed action hull. -/ theorem finiteRationalOptimizer_l1_precision {ι : Type*} (coordinates : Finset ι) (vertices : List (ι → ℚ)) (linear : ι → ℚ) (H : ℕ) (maximizer : ι → ℝ) (hvertices : vertices ≠ []) (hH : 4 ≤ H) (hprobability : ∀ p ∈ vertices, (∀ i ∈ coordinates, (0 : ℝ) ≤ p i) ∧ (∑ i ∈ coordinates, (p i : ℝ)) = 1) (hmaxQ : maximizer ∈ convexHull ℝ (rationalVertexSet vertices)) (hmax : ∀ i ∈ coordinates, 0 < maximizer i) (hmaximize : IsMaxOn (entropyValue coordinates 1 (fun i => (linear i : ℝ))) (convexHull ℝ (rationalVertexSet vertices)) maximizer) : (∑ i ∈ coordinates, |(finiteRationalOptimizer coordinates vertices linear (H + coordinates.card + 2) ((H + coordinates.card + 2) ^ 80) i : ℝ) - maximizer i|) ≤ 1 / (H : ℝ) ^ 3 := by let G := H + coordinates.card + 2 let initial : ι → ℚ := vertices.headD (fun _ => 0) let selected := finiteOptimizerSelection coordinates vertices linear G have hinitialMem : initial ∈ vertices := by cases vertices with | nil => exact False.elim (hvertices rfl) | cons p tail => exact List.mem_cons_self have hselectedMem j : selected j ∈ vertices := (rationalLinearizationMaximizer_spec coordinates vertices (rationalSmoothedGradient G linear (finiteRationalOptimizer coordinates vertices linear G j)) hvertices).1 have hinitialQ : (fun i => (initial i : ℝ)) ∈ convexHull ℝ (rationalVertexSet vertices) := subset_convexHull ℝ _ ⟨initial, hinitialMem, rfl⟩ have hselectedQ j : (fun i => (selected j i : ℝ)) ∈ convexHull ℝ (rationalVertexSet vertices) := subset_convexHull ℝ _ ⟨selected j, hselectedMem j, rfl⟩ have hmaxProbability := rationalVertexHull_probability coordinates vertices hprobability maximizer hmaxQ have hchoose j := finiteOptimizerSelection_maximizes coordinates vertices linear G j hvertices maximizer hmaxQ simp_rw [finiteRationalOptimizer_eq_iterate] at hchoose ⊢ exact rational_optimizer_l1_precision coordinates (convexHull ℝ (rationalVertexSet vertices)) H G linear initial selected maximizer hH (by dsimp [G]; omega) (by dsimp [G]; omega) (convex_convexHull ℝ _) hinitialQ hselectedQ hmaxQ (hprobability initial hinitialMem).1 (hprobability initial hinitialMem).2 (fun j => (hprobability (selected j) (hselectedMem j)).1) (fun j => (hprobability (selected j) (hselectedMem j)).2) hmax hmaxProbability.2 hmaximize hchoose /-- Averaging the finite action list gives a feasible vector positive at every covered coordinate, including lists with repeated actions. -/ theorem rationalVertexHull_positive_witness {ι : Type*} (coordinates : Finset ι) (vertices : List (ι → ℚ)) (hvertices : vertices ≠ []) (hnonnegative : ∀ p ∈ vertices, ∀ i ∈ coordinates, (0 : ℝ) ≤ p i) (hcovered : ∀ i ∈ coordinates, ∃ p ∈ vertices, (0 : ℝ) < p i) : ∃ witness ∈ convexHull ℝ (rationalVertexSet vertices), ∀ i ∈ coordinates, 0 < witness i := by classical let listed := vertices.toFinset have hlisted : listed.Nonempty := (List.toFinset_nonempty_iff vertices).mpr hvertices have hcard : 0 < (listed.card : ℝ) := Nat.cast_pos.mpr (card_pos.mpr hlisted) let weight : ℝ := 1 / listed.card have hweight : 0 < weight := by dsimp [weight]; positivity have hweightSum : (∑ _ ∈ listed, weight) = 1 := by simp only [sum_const, nsmul_eq_mul] dsimp only [weight] field_simp let witness : ι → ℝ := ∑ p ∈ listed, weight • (fun i => (p i : ℝ)) refine ⟨witness, ?_, ?_⟩ · exact (convex_convexHull ℝ (rationalVertexSet vertices)).sum_mem (fun _ _ => hweight.le) hweightSum (fun p hp => subset_convexHull ℝ _ ⟨p, List.mem_toFinset.mp hp, rfl⟩) · intro i hi dsimp only [witness] simp only [Finset.sum_apply, Pi.smul_apply, smul_eq_mul] obtain ⟨p, hp, hpi⟩ := hcovered i hi exact sum_pos' (fun q hq => mul_nonneg hweight.le (hnonnegative q (List.mem_toFinset.mp hq) i hi)) ⟨p, List.mem_toFinset.mpr hp, mul_pos hweight hpi⟩ /-- The finite optimizer accuracy theorem with exactly the manuscript's probability and coordinate-coverage assumptions. The returned point is the executable rational construction defined above. -/ theorem finite_entropy_optimizer {ι : Type*} (coordinates : Finset ι) (vertices : List (ι → ℚ)) (linear : ι → ℚ) (H : ℕ) (hvertices : vertices ≠ []) (hH : 4 ≤ H) (hprobability : ∀ p ∈ vertices, (∀ i ∈ coordinates, (0 : ℝ) ≤ p i) ∧ (∑ i ∈ coordinates, (p i : ℝ)) = 1) (hcovered : ∀ i ∈ coordinates, ∃ p ∈ vertices, (0 : ℝ) < p i) : ∃ maximizer ∈ convexHull ℝ (rationalVertexSet vertices), IsMaxOn (entropyValue coordinates 1 (fun i => (linear i : ℝ))) (convexHull ℝ (rationalVertexSet vertices)) maximizer ∧ (∑ i ∈ coordinates, |(finiteRationalOptimizer coordinates vertices linear (H + coordinates.card + 2) ((H + coordinates.card + 2) ^ 80) i : ℝ) - maximizer i|) ≤ 1 / (H : ℝ) ^ 3 := by classical have hfinite : ({p : ι → ℚ | p ∈ vertices} : Set (ι → ℚ)).Finite := by simp have hcompact := (hfinite.image (fun p : ι → ℚ => fun i => (p i : ℝ))).isCompact_convexHull ℝ obtain ⟨witness, hwitnessQ, hwitness⟩ := rationalVertexHull_positive_witness coordinates vertices hvertices (fun p hp => (hprobability p hp).1) hcovered obtain ⟨maximizer, hmaxQ, hmaximize⟩ := exists_entropy_maximizer coordinates (convexHull ℝ (rationalVertexSet vertices)) 1 (fun i => (linear i : ℝ)) hcompact ⟨witness, hwitnessQ⟩ have hmaxProbability := rationalVertexHull_probability coordinates vertices hprobability maximizer hmaxQ have hmax := entropy_hull_maximizer_positive coordinates (convexHull ℝ (rationalVertexSet vertices)) 1 (fun i => (linear i : ℝ)) maximizer witness (convex_convexHull ℝ _) hmaxQ hwitnessQ hmaxProbability.1 hwitness hmaximize exact ⟨maximizer, hmaxQ, hmaximize, finiteRationalOptimizer_l1_precision coordinates vertices linear H maximizer hvertices hH hprobability hmaxQ hmax hmaximize⟩ end EditApproximation end OAI