import Mathlib
import Optlib


open Set Real

open Set Real PNat

theorem extracted_formal_statement_9.{u_1} {E : Type u_1} [inst : NormedAddCommGroup E] [inst_1 : InnerProductSpace ℝ E]
  [inst_2 : CompleteSpace E] {f h : E → ℝ} {f' : E → E} {x0 : E} {alg : Nesterov_first f h f' x0} {xm : E}
  (minφ : IsMinOn (f + h) univ xm)
  (h1 :
    ∀ (k : ℕ),
      Nesterov_first.y f h f' x0 k - Nesterov_first.x f h f' x0 (k + 1) -
          Nesterov_first.t f h f' x0 k • f' (Nesterov_first.y f h f' x0 k) ∈
        SubderivAt (Nesterov_first.t f h f' x0 k • h) (Nesterov_first.x f h f' x0 (k + 1)))
  (hieq1 :
    ∀ (z : E) (k : ℕ),
      Nesterov_first.t f h f' x0 k * h (Nesterov_first.x f h f' x0 (k + 1)) +
          inner
            (Nesterov_first.y f h f' x0 k - Nesterov_first.x f h f' x0 (k + 1) -
              Nesterov_first.t f h f' x0 k • f' (Nesterov_first.y f h f' x0 k))
            (z - Nesterov_first.x f h f' x0 (k + 1)) ≤
        Nesterov_first.t f h f' x0 k * h z)
  (hieq2 :
    ∀ (z : E) (k : ℕ),
      h (Nesterov_first.x f h f' x0 (k + 1)) ≤
        h z +
          inner
            (f' (Nesterov_first.y f h f' x0 k) +
              (1 / Nesterov_first.t f h f' x0 k) • (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k))
            (z - Nesterov_first.x f h f' x0 (k + 1)))
  (fieq1 :
    ∀ (k : ℕ) (x y : E), f x ≤ f y + inner (f' y) (x - y) + 1 / (2 * Nesterov_first.t f h f' x0 k) * ‖x - y‖ ^ 2) :
  let φ := fun z => f z + h z;
  (∀ (z : E) (k : ℕ),
      φ (Nesterov_first.x f h f' x0 (k + 1)) ≤
        φ z +
            1 / Nesterov_first.t f h f' x0 k *
              inner (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k)
                (z - Nesterov_first.x f h f' x0 (k + 1)) +
          1 / (2 * Nesterov_first.t f h f' x0 k) *
            ‖Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k‖ ^ 2) →
    (∀ (k : ℕ),
        φ (Nesterov_first.x f h f' x0 (k + 1)) - φ xm -
            (1 - Nesterov_first.γ f h f' x0 k) * (φ (Nesterov_first.x f h f' x0 k) - φ xm) ≤
          1 / Nesterov_first.t f h f' x0 k *
              inner (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k)
                ((1 - Nesterov_first.γ f h f' x0 k) • Nesterov_first.x f h f' x0 k + Nesterov_first.γ f h f' x0 k • xm -
                  Nesterov_first.x f h f' x0 (k + 1)) +
            1 / (2 * Nesterov_first.t f h f' x0 k) *
              ‖Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k‖ ^ 2) →
      let v := fun k =>
        Nesterov_first.x f h f' x0 (↑k - 1) +
          (1 / Nesterov_first.γ f h f' x0 (↑k - 1)) •
            (Nesterov_first.x f h f' x0 ↑k - Nesterov_first.x f h f' x0 (↑k - 1));
      ∀ (k : ℕ+),
        Nesterov_first.y f h f' x0 ↑k =
          (1 - Nesterov_first.γ f h f' x0 ↑k) • Nesterov_first.x f h f' x0 ↑k +
            Nesterov_first.γ f h f' x0 ↑k • v k := sorry

Tactic state before:
E : Type u_1
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace ℝ E
inst✝ : CompleteSpace E
f h : E → ℝ
f' : E → E
x0 : E
alg : Nesterov_first f h f' x0
xm : E
minφ : IsMinOn (f + h) univ xm
h1 :
  ∀ (k : ℕ),
    Nesterov_first.y f h f' x0 k - Nesterov_first.x f h f' x0 (k + 1) -
        Nesterov_first.t f h f' x0 k • f' (Nesterov_first.y f h f' x0 k) ∈
      SubderivAt (Nesterov_first.t f h f' x0 k • h) (Nesterov_first.x f h f' x0 (k + 1))
hieq1 :
  ∀ (z : E) (k : ℕ),
    Nesterov_first.t f h f' x0 k * h (Nesterov_first.x f h f' x0 (k + 1)) +
        inner
          (Nesterov_first.y f h f' x0 k - Nesterov_first.x f h f' x0 (k + 1) -
            Nesterov_first.t f h f' x0 k • f' (Nesterov_first.y f h f' x0 k))
          (z - Nesterov_first.x f h f' x0 (k + 1)) ≤
      Nesterov_first.t f h f' x0 k * h z
hieq2 :
  ∀ (z : E) (k : ℕ),
    h (Nesterov_first.x f h f' x0 (k + 1)) ≤
      h z +
        inner
          (f' (Nesterov_first.y f h f' x0 k) +
            (1 / Nesterov_first.t f h f' x0 k) • (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k))
          (z - Nesterov_first.x f h f' x0 (k + 1))
fieq1 : ∀ (k : ℕ) (x y : E), f x ≤ f y + inner (f' y) (x - y) + 1 / (2 * Nesterov_first.t f h f' x0 k) * ‖x - y‖ ^ 2
φ : E → ℝ := fun z => f z + h z
φieq2 :
  ∀ (z : E) (k : ℕ),
    φ (Nesterov_first.x f h f' x0 (k + 1)) ≤
      φ z +
          1 / Nesterov_first.t f h f' x0 k *
            inner (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k)
              (z - Nesterov_first.x f h f' x0 (k + 1)) +
        1 / (2 * Nesterov_first.t f h f' x0 k) * ‖Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k‖ ^ 2
φieq3 :
  ∀ (k : ℕ),
    φ (Nesterov_first.x f h f' x0 (k + 1)) - φ xm -
        (1 - Nesterov_first.γ f h f' x0 k) * (φ (Nesterov_first.x f h f' x0 k) - φ xm) ≤
      1 / Nesterov_first.t f h f' x0 k *
          inner (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k)
            ((1 - Nesterov_first.γ f h f' x0 k) • Nesterov_first.x f h f' x0 k + Nesterov_first.γ f h f' x0 k • xm -
              Nesterov_first.x f h f' x0 (k + 1)) +
        1 / (2 * Nesterov_first.t f h f' x0 k) * ‖Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k‖ ^ 2
v : ℕ+ → E :=
  fun k =>
    Nesterov_first.x f h f' x0 (↑k - 1) +
      (1 / Nesterov_first.γ f h f' x0 (↑k - 1)) • (Nesterov_first.x f h f' x0 ↑k - Nesterov_first.x f h f' x0 (↑k - 1))
k : ℕ+
⊢ Nesterov_first.y f h f' x0 ↑k =
    (1 - Nesterov_first.γ f h f' x0 ↑k) • Nesterov_first.x f h f' x0 ↑k + Nesterov_first.γ f h f' x0 ↑k • v k

Tactic:
simp [φ, v]
    rw [alg.update1 k, sub_smul, sub_add_eq_add_sub, ← smul_add, ← add_sub, one_smul]
    rw [add_left_cancel_iff, ← smul_sub, mul_div_assoc, ← smul_eq_mul, smul_assoc]
    have h2 :
  ((1 - alg.γ (k - 1)) / alg.γ (k - 1)) • (alg.x k - alg.x (k - 1)) =
    alg.x (k - 1) + (alg.γ (k - 1))⁻¹ • (alg.x k - alg.x (k - 1)) - alg.x k :=
  by
  rw [sub_div, div_self, ← sub_add_eq_add_sub, sub_smul, one_smul, ← sub_add]
  rw [sub_add_comm]; simp
  linarith [(alg.γbound (k - 1)).1]
    rw [h2]

Tactic state after: