import Mathlib
import Optlib


open Set InnerProductSpace Topology Filter InnerProduct

open scoped Pointwise

theorem extracted_formal_statement_19.{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} (n : ℕ+)
  (h_original_goal :
    -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 ≤
      ADMM.τ E₁ E₂ F * ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n)‖ ^ 2 +
        1 / ADMM.τ E₁ E₂ F *
          ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2) :
  0 ≤
    ADMM.τ E₁ E₂ F * ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n)‖ ^ 2 +
        (√(ADMM.τ E₁ E₂ F))⁻¹ ^ 2 *
          ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2 -
      -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 := sorry

Tactic state before:
E₁ : Type u_1
E₂ : Type u_2
F : Type u_3
inst✝⁸ : NormedAddCommGroup E₁
inst✝⁷ : InnerProductSpace ℝ E₁
inst✝⁶ : FiniteDimensional ℝ E₁
inst✝⁵ : NormedAddCommGroup E₂
inst✝⁴ : InnerProductSpace ℝ E₂
inst✝³ : FiniteDimensional ℝ E₂
inst✝² : NormedAddCommGroup F
inst✝¹ : InnerProductSpace ℝ F
inst✝ : FiniteDimensional ℝ F
admm : ADMM E₁ E₂ F
n : ℕ+
⊢ -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 ≤
    ADMM.τ E₁ E₂ F * ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n)‖ ^ 2 +
      1 / ADMM.τ 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 [← sub_nonneg]
    have h : τ ≥ 0 := by
  rcases admm.htau with ⟨h₁, _⟩
  linarith
    have h₁ : √τ ^ 2 = τ := by
  apply Real.sq_sqrt
  assumption
    have h₂ : (τ)⁻¹ = (√τ)⁻¹ ^ 2 := by nth_rw 1 [← h₁]; rw [inv_pow]
    rw [div_eq_inv_mul, mul_one, h₂]

Tactic state after:
[E₁ : Type u_1
 E₂ : Type u_2
 F : Type u_3
 inst✝⁸ : NormedAddCommGroup E₁
 inst✝⁷ : InnerProductSpace ℝ E₁
 inst✝⁶ : FiniteDimensional ℝ E₁
 inst✝⁵ : NormedAddCommGroup E₂
 inst✝⁴ : InnerProductSpace ℝ E₂
 inst✝³ : FiniteDimensional ℝ E₂
 inst✝² : NormedAddCommGroup F
 inst✝¹ : InnerProductSpace ℝ F
 inst✝ : FiniteDimensional ℝ F
 admm : ADMM E₁ E₂ F
 n : ℕ+
 h : ADMM.τ E₁ E₂ F ≥ 0
 h₁ : √(ADMM.τ E₁ E₂ F) ^ 2 = ADMM.τ E₁ E₂ F
 h₂ : (ADMM.τ E₁ E₂ F)⁻¹ = (√(ADMM.τ E₁ E₂ F))⁻¹ ^ 2
 ⊢ 0 ≤
     ADMM.τ E₁ E₂ F * ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n)‖ ^ 2 +
         (√(ADMM.τ E₁ E₂ F))⁻¹ ^ 2 *
           ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - OptProblem.b E₁ E₂‖ ^ 2 -
       -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]