Module: Mathlib.Analysis.Calculus.FDeriv.Symmetric

Goal state before:
pp: E : Type u_1
F : Type u_2
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
s : Set E
s_conv : Convex ℝ s
f : E → F
f' : E → E →L[ℝ] F
f'' : E →L[ℝ] E →L[ℝ] F
hf : ∀ x ∈ interior s, HasFDerivAt f (f' x) x
x : E
xs : x ∈ s
hx : ∀ ⦃c : ℝ⦄, 0 < c → ∀ᶠ (x_1 : E) in 𝓝[interior s] x, ‖f' x_1 - f' x - f'' (x_1 - x)‖ ≤ c * ‖x_1 - x‖
v w : E
hv : x + v ∈ interior s
hw : x + v + w ∈ interior s
ε : ℝ
εpos : 0 < ε
δ : ℝ
δpos : δ > 0
sδ : Metric.ball x δ ∩ interior s ⊆ {x_1 | (fun x_2 ↦ ‖f' x_2 - f' x - f'' (x_2 - x)‖ ≤ ε * ‖x_2 - x‖) x_1}
E1 : ∀ᶠ (h : ℝ) in 𝓝[>] 0, h * (‖v‖ + ‖w‖) < δ
E2 : ∀ᶠ (h : ℝ) in 𝓝[>] 0, h < 1
h : ℝ
hδ : h * (‖v‖ + ‖w‖) < δ
h_lt_1 : h < 1
hpos : 0 < h
xt_mem : ∀ t ∈ Icc 0 1, x + h • v + (t * h) • w ∈ interior s
g : ℝ → F :=
  fun t ↦ f (x + h • v + (t * h) • w) - (t * h) • (f' x) w - (t * h ^ 2) • (f'' v) w - ((t * h) ^ 2 / 2) • (f'' w) w
g' : ℝ → F :=
  fun t ↦ (f' (x + h • v + (t * h) • w)) (h • w) - h • (f' x) w - h ^ 2 • (f'' v) w - (t * h ^ 2) • (f'' w) w
hg' : g' = fun t ↦ (f' (x + h • v + (t * h) • w)) (h • w) - h • (f' x) w - h ^ 2 • (f'' v) w - (t * h ^ 2) • (f'' w) w
⊢ ‖f (x + h • v + h • w) - f (x + h • v) - h • (f' x) w - h ^ 2 • (f'' v) w - (h ^ 2 / 2) • (f'' w) w‖ ≤
    ε * ‖(‖v‖ + ‖w‖) * ‖w‖ * h ^ 2‖

Tactic:
have g_deriv : ∀ t ∈ Icc (0 : ℝ) 1, HasDerivWithinAt g (g' t) (Icc 0 1) t := by
    intro t ht
    apply_rules [HasDerivWithinAt.sub, HasDerivWithinAt.add]
    · refine (hf _ ?_).comp_hasDerivWithinAt _ ?_
      · exact xt_mem t ht
      apply_rules [HasDerivAt.hasDerivWithinAt, HasDerivAt.const_add, HasDerivAt.smul_const,
        hasDerivAt_mul_const]
    · apply_rules [HasDerivAt.hasDerivWithinAt, HasDerivAt.smul_const, hasDerivAt_mul_const]
    · apply_rules [HasDerivAt.hasDerivWithinAt, HasDerivAt.smul_const, hasDerivAt_mul_const]
    · suffices H : HasDerivWithinAt (fun u => ((u * h) ^ 2 / 2) • f'' w w)
          ((((2 : ℕ) : ℝ) * (t * h) ^ (2 - 1) * (1 * h) / 2) • f'' w w) (Icc 0 1) t by
        convert H
        ring
      apply_rules [HasDerivAt.hasDerivWithinAt, HasDerivAt.smul_const, hasDerivAt_id',
        HasDerivAt.pow, HasDerivAt.mul_const]

Goal state after:
E : Type u_1
F : Type u_2
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
s : Set E
s_conv : Convex ℝ s
f : E → F
f' : E → E →L[ℝ] F
f'' : E →L[ℝ] E →L[ℝ] F
hf : ∀ x ∈ interior s, HasFDerivAt f (f' x) x
x : E
xs : x ∈ s
hx : ∀ ⦃c : ℝ⦄, 0 < c → ∀ᶠ (x_1 : E) in 𝓝[interior s] x, ‖f' x_1 - f' x - f'' (x_1 - x)‖ ≤ c * ‖x_1 - x‖
v w : E
hv : x + v ∈ interior s
hw : x + v + w ∈ interior s
ε : ℝ
εpos : 0 < ε
δ : ℝ
δpos : δ > 0
sδ : Metric.ball x δ ∩ interior s ⊆ {x_1 | (fun x_2 ↦ ‖f' x_2 - f' x - f'' (x_2 - x)‖ ≤ ε * ‖x_2 - x‖) x_1}
E1 : ∀ᶠ (h : ℝ) in 𝓝[>] 0, h * (‖v‖ + ‖w‖) < δ
E2 : ∀ᶠ (h : ℝ) in 𝓝[>] 0, h < 1
h : ℝ
hδ : h * (‖v‖ + ‖w‖) < δ
h_lt_1 : h < 1
hpos : 0 < h
xt_mem : ∀ t ∈ Icc 0 1, x + h • v + (t * h) • w ∈ interior s
g : ℝ → F :=
  fun t ↦ f (x + h • v + (t * h) • w) - (t * h) • (f' x) w - (t * h ^ 2) • (f'' v) w - ((t * h) ^ 2 / 2) • (f'' w) w
g' : ℝ → F :=
  fun t ↦ (f' (x + h • v + (t * h) • w)) (h • w) - h • (f' x) w - h ^ 2 • (f'' v) w - (t * h ^ 2) • (f'' w) w
hg' : g' = fun t ↦ (f' (x + h • v + (t * h) • w)) (h • w) - h • (f' x) w - h ^ 2 • (f'' v) w - (t * h ^ 2) • (f'' w) w
g_deriv : ∀ t ∈ Icc 0 1, HasDerivWithinAt g (g' t) (Icc 0 1) t
⊢ ‖f (x + h • v + h • w) - f (x + h • v) - h • (f' x) w - h ^ 2 • (f'' v) w - (h ^ 2 / 2) • (f'' w) w‖ ≤
    ε * ‖(‖v‖ + ‖w‖) * ‖w‖ * h ^ 2‖