import Mathlib
import Optlib


open Set InnerProductSpace Topology Filter InnerProduct

open scoped Pointwise

theorem extracted_formal_statement_195.{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)
  (h_original_goal :
    ⟪-ey (n + 1) -
            ((1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F) •
              ((OptProblem.A₁ E₂) (e₁ (n + 1)) + (OptProblem.A₂ E₁) (e₂ (n + 1))),
          (OptProblem.A₂ E₁) (e₂ (n + 1))⟫_ℝ +
        ⟪-ey (n + 1) -
              ((1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F) •
                ((OptProblem.A₁ E₂) (e₁ (n + 1)) + (OptProblem.A₂ E₁) (e₂ (n + 1))) -
            ADMM.ρ E₁ E₂ F • (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F n - ADMM.x₂ E₁ F (n + 1)),
          (OptProblem.A₁ E₂) (e₁ (n + 1))⟫_ℝ ≥
      0) :
  0 ≤
    ⟪-ey (n + 1) -
        ((1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F) • ((OptProblem.A₁ E₂) (e₁ (n + 1)) + (OptProblem.A₂ E₁) (e₂ (n + 1))),
      (OptProblem.A₂ E₁) (e₂ (n + 1))⟫_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
A_e_sum : F := (OptProblem.A₁ E₂) (e₁ (n + 1)) + (OptProblem.A₂ E₁) (e₂ (n + 1))
A_x_sum : F := -(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F n - ADMM.x₂ E₁ F (n + 1))
ey' : F := ey (n + 1)
Ae1 : F := (OptProblem.A₁ E₂) (e₁ (n + 1))
Ae2 : F := (OptProblem.A₂ E₁) (e₂ (n + 1))
⊢ ⟪-ey (n + 1) -
          ((1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F) • ((OptProblem.A₁ E₂) (e₁ (n + 1)) + (OptProblem.A₂ E₁) (e₂ (n + 1))),
        (OptProblem.A₂ E₁) (e₂ (n + 1))⟫_ℝ +
      ⟪-ey (n + 1) -
            ((1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F) •
              ((OptProblem.A₁ E₂) (e₁ (n + 1)) + (OptProblem.A₂ E₁) (e₂ (n + 1))) -
          ADMM.ρ E₁ E₂ F • (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F n - ADMM.x₂ E₁ F (n + 1)),
        (OptProblem.A₁ E₂) (e₁ (n + 1))⟫_ℝ ≥
    0

Tactic:
apply add_nonneg

Tactic state after:
[case ha
 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
 A_e_sum : F := (OptProblem.A₁ E₂) (e₁ (n + 1)) + (OptProblem.A₂ E₁) (e₂ (n + 1))
 A_x_sum : F := -(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F n - ADMM.x₂ E₁ F (n + 1))
 ey' : F := ey (n + 1)
 Ae1 : F := (OptProblem.A₁ E₂) (e₁ (n + 1))
 Ae2 : F := (OptProblem.A₂ E₁) (e₂ (n + 1))
 ⊢ 0 ≤
     ⟪-ey (n + 1) -
         ((1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F) • ((OptProblem.A₁ E₂) (e₁ (n + 1)) + (OptProblem.A₂ E₁) (e₂ (n + 1))),
       (OptProblem.A₂ E₁) (e₂ (n + 1))⟫_ℝ,
 case hb
 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
 A_e_sum : F := (OptProblem.A₁ E₂) (e₁ (n + 1)) + (OptProblem.A₂ E₁) (e₂ (n + 1))
 A_x_sum : F := -(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F n - ADMM.x₂ E₁ F (n + 1))
 ey' : F := ey (n + 1)
 Ae1 : F := (OptProblem.A₁ E₂) (e₁ (n + 1))
 Ae2 : F := (OptProblem.A₂ E₁) (e₂ (n + 1))
 ⊢ 0 ≤
     ⟪-ey (n + 1) -
           ((1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F) •
             ((OptProblem.A₁ E₂) (e₁ (n + 1)) + (OptProblem.A₂ E₁) (e₂ (n + 1))) -
         ADMM.ρ E₁ E₂ F • (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F n - ADMM.x₂ E₁ F (n + 1)),
       (OptProblem.A₁ E₂) (e₁ (n + 1))⟫_ℝ]