import Mathlib
import Optlib


open Set InnerProductSpace Topology Filter InnerProduct

open scoped Pointwise

theorem extracted_formal_statement_50.{u_3, u_2, u_1} {E₁ : Type u_1} {E₂ : Type u_2} {F : Type u_3}
  [inst : NormedAddCommGroup E₁] [inst_1 : InnerProductSpace ℝ E₁] [inst_2 : FiniteDimensional ℝ E₁]
  [inst_3 : NormedAddCommGroup E₂] [inst_4 : InnerProductSpace ℝ E₂] [inst_5 : FiniteDimensional ℝ E₂]
  [inst_6 : NormedAddCommGroup F] [inst_7 : InnerProductSpace ℝ F] [inst_8 : FiniteDimensional ℝ F]
  {admm : ADMM E₁ E₂ F} {admm_kkt : Existance_of_kkt admm} [inst_9 : Setting E₁ E₂ F admm admm_kkt] (n : ℕ+)
  (htau : 0 < ADMM.τ E₁ E₂ F ∧ ADMM.τ E₁ E₂ F ≤ 1)
  (this :
    (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F * ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n - ADMM.x₂ E₁ F (↑n + 1))‖ ^ 2 +
        (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
          ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2 =
      (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
        (‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n - ADMM.x₂ E₁ F (↑n + 1))‖ ^ 2 +
          ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2))
  (h_original_goal :
    2 * M (n + 1) ≤
      (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F * ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n - ADMM.x₂ E₁ F (↑n + 1))‖ ^ 2 +
        (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
          ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2) :
  (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
      (2 *
        ⟪(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n),
          (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂⟫_ℝ) ≤
    (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
      (‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n - ADMM.x₂ E₁ F (↑n + 1))‖ ^ 2 +
        ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2) := sorry

Tactic state before:
E₁ : Type u_1
E₂ : Type u_2
F : Type u_3
inst✝⁹ : NormedAddCommGroup E₁
inst✝⁸ : InnerProductSpace ℝ E₁
inst✝⁷ : FiniteDimensional ℝ E₁
inst✝⁶ : NormedAddCommGroup E₂
inst✝⁵ : InnerProductSpace ℝ E₂
inst✝⁴ : FiniteDimensional ℝ E₂
inst✝³ : NormedAddCommGroup F
inst✝² : InnerProductSpace ℝ F
inst✝¹ : FiniteDimensional ℝ F
admm : ADMM E₁ E₂ F
admm_kkt : Existance_of_kkt admm
inst✝ : Setting E₁ E₂ F admm admm_kkt
n : ℕ+
htau : 0 < ADMM.τ E₁ E₂ F ∧ ADMM.τ E₁ E₂ F ≤ 1
this :
  (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F * ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n - ADMM.x₂ E₁ F (↑n + 1))‖ ^ 2 +
      (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
        ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2 =
    (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
      (‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n - ADMM.x₂ E₁ F (↑n + 1))‖ ^ 2 +
        ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2)
⊢ 2 * M (n + 1) ≤
    (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F * ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n - ADMM.x₂ E₁ F (↑n + 1))‖ ^ 2 +
      (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
        ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2

Tactic:
rw [this]
    have : 2 * M (n + 1) = (1 - τ) * ρ * (2 * inner (A₂ (x₂ (n + 1) - x₂ (n))) (A₁ (x₁ n) + A₂ (x₂ n) - b)) :=
  by
  dsimp [M]
  have : (n + 1).natPred = n := rfl
  simp only [this]
  ring_nf
    rw [this]

Tactic state after:
[E₁ : Type u_1
 E₂ : Type u_2
 F : Type u_3
 inst✝⁹ : NormedAddCommGroup E₁
 inst✝⁸ : InnerProductSpace ℝ E₁
 inst✝⁷ : FiniteDimensional ℝ E₁
 inst✝⁶ : NormedAddCommGroup E₂
 inst✝⁵ : InnerProductSpace ℝ E₂
 inst✝⁴ : FiniteDimensional ℝ E₂
 inst✝³ : NormedAddCommGroup F
 inst✝² : InnerProductSpace ℝ F
 inst✝¹ : FiniteDimensional ℝ F
 admm : ADMM E₁ E₂ F
 admm_kkt : Existance_of_kkt admm
 inst✝ : Setting E₁ E₂ F admm admm_kkt
 n : ℕ+
 htau : 0 < ADMM.τ E₁ E₂ F ∧ ADMM.τ E₁ E₂ F ≤ 1
 this✝ :
   (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F * ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n - ADMM.x₂ E₁ F (↑n + 1))‖ ^ 2 +
       (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
         ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2 =
     (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
       (‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n - ADMM.x₂ E₁ F (↑n + 1))‖ ^ 2 +
         ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2)
 this :
   2 * M (n + 1) =
     (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
       (2 *
         ⟪(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n),
           (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂⟫_ℝ)
 ⊢ (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
       (2 *
         ⟪(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n),
           (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂⟫_ℝ) ≤
     (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
       (‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n - ADMM.x₂ E₁ F (↑n + 1))‖ ^ 2 +
         ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2)]