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Quadratic-weighted telescope for a strongly convex recursion

Statement

Let μ>0, a≥4, T≥1, and ηt=4μ(a+t),wt=(a+t)2,ST=∑t=0T−1wt. Suppose nonnegative sequences ut,et satisfy, for 0≤t<T, ut+1≤(1−μηt)ut−Aηtet+Bηt2+Cηt3 with A>0 and B,C≥0. Then AST∑t=0T−1wtet≤μa34STu0+2T(T+2a)μSTB+16Tμ2STC. Also ST≥T3/3.

Facts & Assumptions

Given: The scalar recurrence and parameters in the Statement.

[A1]

ut,et are nonnegative; A>0, B,C≥0, μ>0, a≥4.

Proof

1.1A1algebra

Since wt/ηt=μ(a+t)3/4, for 1≤t<T, [given] (1−μηt)wtηt=μ4(a+t−4)(a+t)2≤μ4(a+t−1)3=wt−1ηt−1. The inequality follows by expanding the difference: (a+t−1)3−(a+t−4)(a+t)2=a2+2at+t2+3a+3t−1≥0 for a≥4. At t=0, (1−μη0)w0/η0=μa2(a−4)/4≤μa3/4.

1.2step 1.1A1algebra

Multiply each recurrence by the positive number wt/ηt and use [given] step 1.1 to telescope the ut terms. Dropping the nonnegative terminal term yields A∑t=0T−1wtet≤μa34u0+B∑t=0T−1wtηt+C∑t=0T−1wtηt2. Direct summation gives ∑wtηt=2T(T+2a−1)/μ≤2T(T+2a)/μ and ∑wtηt2=16T/μ2.

2.1step 1.2A1algebra∎

Divide step 1.2 by ST to obtain the stated bound. Since a≥4, ST≥∑t=0T−1(t+1)2=T(T+1)(2T+1)/6≥T3/3.

Used by

Dependency tree · 0 levels

Nothing. This result depends on no other item in the library.

Sources