import Mathlib
import Optlib


open Set InnerProductSpace Topology Filter InnerProduct

open scoped Pointwise

theorem extracted_formal_statement_15.{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} (n : ℕ+) :
  let c := ADMM.y E₁ E₂ n.natPred;
  let a := (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) - OptProblem.b E₁ E₂;
  ((fun x =>
        ⟪ADMM.y E₁ E₂ n.natPred, (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) x - OptProblem.b E₁ E₂⟫_ℝ) =
      fun x =>
      ⟪ADMM.y E₁ E₂ n.natPred, (OptProblem.A₂ E₁) x + ((OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) - OptProblem.b E₁ E₂)⟫_ℝ) →
    ((fun x => ⟪c, (OptProblem.A₂ E₁) x + a⟫_ℝ) = fun x => ⟪c, (OptProblem.A₂ E₁) x⟫_ℝ + ⟪c, a⟫_ℝ) →
      let p := ⟪c, a⟫_ℝ;
      (ConvexOn ℝ univ fun x => ⟪c, (OptProblem.A₂ E₁) x⟫_ℝ + p) →
        ConvexOn ℝ univ fun x => ⟪c, (OptProblem.A₂ E₁) x⟫_ℝ := 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+
c : F := ADMM.y E₁ E₂ n.natPred
a : F := (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) - OptProblem.b E₁ E₂
this :
  (fun x =>
      ⟪ADMM.y E₁ E₂ n.natPred, (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) x - OptProblem.b E₁ E₂⟫_ℝ) =
    fun x =>
    ⟪ADMM.y E₁ E₂ n.natPred, (OptProblem.A₂ E₁) x + ((OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) - OptProblem.b E₁ E₂)⟫_ℝ
h : (fun x => ⟪c, (OptProblem.A₂ E₁) x + a⟫_ℝ) = fun x => ⟪c, (OptProblem.A₂ E₁) x⟫_ℝ + ⟪c, a⟫_ℝ
p : ℝ := ⟪c, a⟫_ℝ
⊢ ConvexOn ℝ univ fun x => ⟪c, (OptProblem.A₂ E₁) x⟫_ℝ + p

Tactic:
apply ConvexOn.add _

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+
 c : F := ADMM.y E₁ E₂ n.natPred
 a : F := (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) - OptProblem.b E₁ E₂
 this :
   (fun x =>
       ⟪ADMM.y E₁ E₂ n.natPred, (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) x - OptProblem.b E₁ E₂⟫_ℝ) =
     fun x =>
     ⟪ADMM.y E₁ E₂ n.natPred, (OptProblem.A₂ E₁) x + ((OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) - OptProblem.b E₁ E₂)⟫_ℝ
 h : (fun x => ⟪c, (OptProblem.A₂ E₁) x + a⟫_ℝ) = fun x => ⟪c, (OptProblem.A₂ E₁) x⟫_ℝ + ⟪c, a⟫_ℝ
 p : ℝ := ⟪c, a⟫_ℝ
 ⊢ ConvexOn ℝ univ fun x => p,
 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+
 c : F := ADMM.y E₁ E₂ n.natPred
 a : F := (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) - OptProblem.b E₁ E₂
 this :
   (fun x =>
       ⟪ADMM.y E₁ E₂ n.natPred, (OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) + (OptProblem.A₂ E₁) x - OptProblem.b E₁ E₂⟫_ℝ) =
     fun x =>
     ⟪ADMM.y E₁ E₂ n.natPred, (OptProblem.A₂ E₁) x + ((OptProblem.A₁ E₂) (ADMM.x₁ E₂ F ↑n) - OptProblem.b E₁ E₂)⟫_ℝ
 h : (fun x => ⟪c, (OptProblem.A₂ E₁) x + a⟫_ℝ) = fun x => ⟪c, (OptProblem.A₂ E₁) x⟫_ℝ + ⟪c, a⟫_ℝ
 p : ℝ := ⟪c, a⟫_ℝ
 ⊢ ConvexOn ℝ univ fun x => ⟪c, (OptProblem.A₂ E₁) x⟫_ℝ]