import Mathlib
import Optlib


open Set InnerProductSpace Topology Filter InnerProduct

open scoped Pointwise

theorem extracted_formal_statement_278.{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+)
  (h₄'' :
    ‖(OptProblem.A₂ E₁) admm_kkt.x₂ - (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n)‖ =
      ‖-((OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - (OptProblem.A₂ E₁) admm_kkt.x₂)‖)
  (h₄' :
    ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n) - (OptProblem.A₂ E₁) (e₂ (↑n + 1))‖ =
      ‖(OptProblem.A₂ E₁) (e₂ ↑n)‖)
  (h₆ :
    ‖ey (↑n + 1) - ey ↑n‖ =
      ADMM.τ E₁ E₂ F * ADMM.ρ E₁ E₂ F *
        ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F (↑n + 1)) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1)) -
            OptProblem.b E₁ E₂‖) :
  2 / (ADMM.τ E₁ E₂ F * ADMM.ρ E₁ E₂ F) * (⟪ey (↑n + 1), ey ↑n⟫_ℝ - ⟪ey (↑n + 1), ey (↑n + 1)⟫_ℝ) -
          2 * (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
            ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F (↑n + 1)) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1)) -
                  OptProblem.b E₁ E₂‖ ^
              2 +
        2 * M (n + 1) -
      2 * ADMM.ρ E₁ E₂ F *
        (1 / 2 *
          (‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n)‖ ^ 2 + ‖(OptProblem.A₂ E₁) (e₂ (↑n + 1))‖ ^ 2 -
            ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n) - (OptProblem.A₂ E₁) (e₂ (↑n + 1))‖ ^ 2)) =
    2 / (ADMM.τ E₁ E₂ F * ADMM.ρ E₁ E₂ F) *
            (1 / 2 * (‖ey (↑n + 1)‖ ^ 2 + ‖ey ↑n‖ ^ 2 - ‖ey (↑n + 1) - ey ↑n‖ ^ 2) - ‖ey (↑n + 1)‖ ^ 2) -
          2 * (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
            ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F (↑n + 1)) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1)) -
                  OptProblem.b E₁ E₂‖ ^
              2 +
        2 * M (n + 1) -
      2 * ADMM.ρ E₁ E₂ F *
        (1 / 2 *
          (‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n)‖ ^ 2 + ‖(OptProblem.A₂ E₁) (e₂ (↑n + 1))‖ ^ 2 -
            ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n) - (OptProblem.A₂ E₁) (e₂ (↑n + 1))‖ ^
              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+
h₄'' :
  ‖(OptProblem.A₂ E₁) admm_kkt.x₂ - (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n)‖ =
    ‖-((OptProblem.A₂ E₁) (ADMM.x₂ E₁ F ↑n) - (OptProblem.A₂ E₁) admm_kkt.x₂)‖
h₄' :
  ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n) - (OptProblem.A₂ E₁) (e₂ (↑n + 1))‖ =
    ‖(OptProblem.A₂ E₁) (e₂ ↑n)‖
h₆ :
  ‖ey (↑n + 1) - ey ↑n‖ =
    ADMM.τ E₁ E₂ F * ADMM.ρ E₁ E₂ F *
      ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F (↑n + 1)) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1)) - OptProblem.b E₁ E₂‖
⊢ 2 / (ADMM.τ E₁ E₂ F * ADMM.ρ E₁ E₂ F) * (⟪ey (↑n + 1), ey ↑n⟫_ℝ - ⟪ey (↑n + 1), ey (↑n + 1)⟫_ℝ) -
          2 * (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
            ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F (↑n + 1)) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1)) -
                  OptProblem.b E₁ E₂‖ ^
              2 +
        2 * M (n + 1) -
      2 * ADMM.ρ E₁ E₂ F *
        (1 / 2 *
          (‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n)‖ ^ 2 + ‖(OptProblem.A₂ E₁) (e₂ (↑n + 1))‖ ^ 2 -
            ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n) - (OptProblem.A₂ E₁) (e₂ (↑n + 1))‖ ^ 2)) =
    2 / (ADMM.τ E₁ E₂ F * ADMM.ρ E₁ E₂ F) *
            (1 / 2 * (‖ey (↑n + 1)‖ ^ 2 + ‖ey ↑n‖ ^ 2 - ‖ey (↑n + 1) - ey ↑n‖ ^ 2) - ‖ey (↑n + 1)‖ ^ 2) -
          2 * (1 - ADMM.τ E₁ E₂ F) * ADMM.ρ E₁ E₂ F *
            ‖(OptProblem.A₁ E₂) (ADMM.x₁ E₂ F (↑n + 1)) + (OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1)) -
                  OptProblem.b E₁ E₂‖ ^
              2 +
        2 * M (n + 1) -
      2 * ADMM.ρ E₁ E₂ F *
        (1 / 2 *
          (‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n)‖ ^ 2 + ‖(OptProblem.A₂ E₁) (e₂ (↑n + 1))‖ ^ 2 -
            ‖(OptProblem.A₂ E₁) (ADMM.x₂ E₁ F (↑n + 1) - ADMM.x₂ E₁ F ↑n) - (OptProblem.A₂ E₁) (e₂ (↑n + 1))‖ ^ 2))

Tactic:
rw [inner_eq_norm, real_inner_self_eq_norm_sq]

Tactic state after: