Alphabeta Math
LemmaStatement: Literature-sourcedProof: AI-generatedPipeline-generatedjudge pass (gpt-6-luna)
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Compactness makes the Bregman projection well-defined

Statement

Let d≥1, let K⊆Rd be nonempty, bounded, closed, and convex, and let (K,U,R) be a mirror regularizer with R m-strongly convex on K for some m>0. Then R has a unique minimizer on K, and for every y∈U the function x↦BR(x∥y) has a unique minimizer x+(y) on K. If x+(y)∈U, then for every u∈K,

⟨∇R(x+(y))−∇R(y),u−x+(y)⟩≥0

and

BR(u∥y)≥BR(u∥x+(y))+BR(x+(y)∥y).

Statement references

Agile online mirror descent: uses a minimizer of R to initialize and a minimizer of BR(⋅∥y) for each dual point y.

Mirror maps, Bregman divergence, and local Hessian norms: gives continuity of R on K, the strong-convexity inequality, and the Bregman formula.

The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn: the strong-convexity inequality uses the standard Euclidean norm.

The Bregman three-point identity: states the algebraic identity used for the Pythagorean inequality.

Upper and lower semicontinuity on subsets of Rn: continuity implies lower semicontinuity on a Euclidean subset.

Facts & Assumptions

Given: The set K, the mirror regularizer (K,U,R), its strong-convexity constant m>0, and any fixed y∈U.

[F1]

Agile online mirror descent: K is bounded, closed, and convex, R is strongly convex on K, and the Bregman projection minimizes BR(x∥y) over x∈K.

[F2]

Mirror maps, Bregman divergence, and local Hessian norms: R is continuous on K, and BR(x∥y)=R(x)−R(y)−⟨∇R(y),x−y⟩ for x∈K, y∈U.

[F4]

Semicontinuous extreme value theorem on compact Euclidean sets: every real-valued lower semicontinuous function on a nonempty compact Euclidean set attains its minimum.

[F5]

A convex subset of Rm contains every line segment between two of its points: every segment between two points of K lies in K.

[F6]

The Bregman three-point identity: for u∈K and x,y∈U, ⟨u−x,∇R(y)−∇R(x)⟩=BR(u∥x)−BR(u∥y)+BR(x∥y).

[F7]

Upper and lower semicontinuity on subsets of Rn: a continuous real-valued function on a Euclidean subset is lower semicontinuous there.

Proof

1.1givenF2F3F4F7

By [F3], K is compact. Continuity of R on the nonempty set K and [F7] make it lower semicontinuous; [F4] then implies that R attains a minimum on K.

1.2givenF2F5algebra

Suppose x+(y)∈U and fix u∈K. The segment from x+(y) to u lies in K by [F5], and because U is open it remains in U for all sufficiently small nonnegative segment parameters. Since x+(y) minimizes BR(⋅∥y), the right derivative at zero of s↦BR(x+(y)+s(u−x+(y))∥y) is nonnegative. Differentiating its defining formula at s=0 gives ⟨∇R(x+(y))−∇R(y),u−x+(y)⟩≥0.

2.1step 1.1F1F5algebra

If two distinct points minimized R, their midpoint would lie in K by [F5]. The strong-convexity inequality at λ=1/2 would make its value at least m∥x−y∥22/8 below the common minimum, a contradiction. Thus the minimizer is unique.

3.1givenstep 2.1F1F2F3F4F7algebra

For fixed y∈U, the formula in [F2] writes BR(x∥y) as the continuous function R(x) plus an affine function of x. It is therefore lower semicontinuous by [F7] and attains a minimum on compact K by [F3, F4]. If two distinct points minimized it, the affine term would cancel from the strong-convexity inequality for R, giving the same strict midpoint contradiction as in step 2.1. Hence its minimizer x+(y) is unique.

4.1step 1.2F6algebra∎

Apply [F6] with x=x+(y). Step 1.2 makes its left side nonpositive, so BR(u∥x+(y))−BR(u∥y)+BR(x+(y)∥y)≤0. Rearranging proves the stated Pythagorean inequality.

Depends on

Used by

Cited to discharge well-definedness by Agile online mirror descent.

Dependency tree · two levels

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Sources