import Mathlib
import Optlib


open Set

theorem extracted_formal_statement_21.{u_1} {E : Type u_1} [inst : NormedAddCommGroup E] [inst_1 : InnerProductSpace ℝ E]
  [inst_2 : CompleteSpace E] {f : E → ℝ} {f' : E → E} {xm x₀ : E} {γ : ℕ+ → ℝ} {alg : Nesterov f f' γ x₀}
  (hfun : ConvexOn ℝ univ f) (hg : ∀ (k : ℕ+), γ k = 2 / (↑↑k + 1))
  (h2 :
    ∀ (k : ℕ+) (x' : E),
      f (Nesterov.x f f' γ x₀ ↑k) - f x' ≤
        ↑(Nesterov.l f f' γ x₀) *
            inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k) (x' - Nesterov.x f f' γ x₀ ↑k) +
          ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2)
  (k : ℕ+)
  (this_1 :
    f (Nesterov.x f f' γ x₀ ↑k) - f xm - (1 - γ k) * (f (Nesterov.x f f' γ x₀ (↑k - 1)) - f xm) =
      γ k * (f (Nesterov.x f f' γ x₀ ↑k) - f xm) +
        (1 - γ k) * (f (Nesterov.x f f' γ x₀ ↑k) - f (Nesterov.x f f' γ x₀ (↑k - 1))))
  (lzero : 0 < ↑↑k + 1) (hz : γ k ≥ 0) (hl : γ k ≤ 1)
  (this :
    γ k • (xm - Nesterov.x f f' γ x₀ ↑k) + (1 - γ k) • (Nesterov.x f f' γ x₀ (↑k - 1) - Nesterov.x f f' γ x₀ ↑k) =
      (1 - γ k) • Nesterov.x f f' γ x₀ (↑k - 1) + γ k • xm - Nesterov.x f f' γ x₀ ↑k)
  (h_original_goal :
    γ k * (f (Nesterov.x f f' γ x₀ ↑k) - f xm) +
        (1 - γ k) * (f (Nesterov.x f f' γ x₀ ↑k) - f (Nesterov.x f f' γ x₀ (↑k - 1))) ≤
      γ k *
          (↑(Nesterov.l f f' γ x₀) *
              inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k) (xm - Nesterov.x f f' γ x₀ ↑k) +
            ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2) +
        (1 - γ k) *
          (↑(Nesterov.l f f' γ x₀) *
              inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k)
                (Nesterov.x f f' γ x₀ (↑k - 1) - Nesterov.x f f' γ x₀ ↑k) +
            ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2)) :
  (1 - γ k) * (f (Nesterov.x f f' γ x₀ ↑k) - f (Nesterov.x f f' γ x₀ (↑k - 1))) ≤
    (1 - γ k) *
      (↑(Nesterov.l f f' γ x₀) *
          inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k)
            (Nesterov.x f f' γ x₀ (↑k - 1) - Nesterov.x f f' γ x₀ ↑k) +
        ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2) := sorry

Tactic state before:
E : Type u_1
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace ℝ E
inst✝ : CompleteSpace E
f : E → ℝ
f' : E → E
xm x₀ : E
γ : ℕ+ → ℝ
alg : Nesterov f f' γ x₀
hfun : ConvexOn ℝ univ f
hg : ∀ (k : ℕ+), γ k = 2 / (↑↑k + 1)
h2 :
  ∀ (k : ℕ+) (x' : E),
    f (Nesterov.x f f' γ x₀ ↑k) - f x' ≤
      ↑(Nesterov.l f f' γ x₀) *
          inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k) (x' - Nesterov.x f f' γ x₀ ↑k) +
        ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2
k : ℕ+
this✝ :
  f (Nesterov.x f f' γ x₀ ↑k) - f xm - (1 - γ k) * (f (Nesterov.x f f' γ x₀ (↑k - 1)) - f xm) =
    γ k * (f (Nesterov.x f f' γ x₀ ↑k) - f xm) +
      (1 - γ k) * (f (Nesterov.x f f' γ x₀ ↑k) - f (Nesterov.x f f' γ x₀ (↑k - 1)))
lzero : 0 < ↑↑k + 1
hz : γ k ≥ 0
hl : γ k ≤ 1
this :
  γ k • (xm - Nesterov.x f f' γ x₀ ↑k) + (1 - γ k) • (Nesterov.x f f' γ x₀ (↑k - 1) - Nesterov.x f f' γ x₀ ↑k) =
    (1 - γ k) • Nesterov.x f f' γ x₀ (↑k - 1) + γ k • xm - Nesterov.x f f' γ x₀ ↑k
⊢ γ k * (f (Nesterov.x f f' γ x₀ ↑k) - f xm) +
      (1 - γ k) * (f (Nesterov.x f f' γ x₀ ↑k) - f (Nesterov.x f f' γ x₀ (↑k - 1))) ≤
    γ k *
        (↑(Nesterov.l f f' γ x₀) *
            inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k) (xm - Nesterov.x f f' γ x₀ ↑k) +
          ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2) +
      (1 - γ k) *
        (↑(Nesterov.l f f' γ x₀) *
            inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k)
              (Nesterov.x f f' γ x₀ (↑k - 1) - Nesterov.x f f' γ x₀ ↑k) +
          ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2)

Tactic:
apply add_le_add

Tactic state after:
[case h₁
 E : Type u_1
 inst✝² : NormedAddCommGroup E
 inst✝¹ : InnerProductSpace ℝ E
 inst✝ : CompleteSpace E
 f : E → ℝ
 f' : E → E
 xm x₀ : E
 γ : ℕ+ → ℝ
 alg : Nesterov f f' γ x₀
 hfun : ConvexOn ℝ univ f
 hg : ∀ (k : ℕ+), γ k = 2 / (↑↑k + 1)
 h2 :
   ∀ (k : ℕ+) (x' : E),
     f (Nesterov.x f f' γ x₀ ↑k) - f x' ≤
       ↑(Nesterov.l f f' γ x₀) *
           inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k) (x' - Nesterov.x f f' γ x₀ ↑k) +
         ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2
 k : ℕ+
 this✝ :
   f (Nesterov.x f f' γ x₀ ↑k) - f xm - (1 - γ k) * (f (Nesterov.x f f' γ x₀ (↑k - 1)) - f xm) =
     γ k * (f (Nesterov.x f f' γ x₀ ↑k) - f xm) +
       (1 - γ k) * (f (Nesterov.x f f' γ x₀ ↑k) - f (Nesterov.x f f' γ x₀ (↑k - 1)))
 lzero : 0 < ↑↑k + 1
 hz : γ k ≥ 0
 hl : γ k ≤ 1
 this :
   γ k • (xm - Nesterov.x f f' γ x₀ ↑k) + (1 - γ k) • (Nesterov.x f f' γ x₀ (↑k - 1) - Nesterov.x f f' γ x₀ ↑k) =
     (1 - γ k) • Nesterov.x f f' γ x₀ (↑k - 1) + γ k • xm - Nesterov.x f f' γ x₀ ↑k
 ⊢ γ k * (f (Nesterov.x f f' γ x₀ ↑k) - f xm) ≤
     γ k *
       (↑(Nesterov.l f f' γ x₀) *
           inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k) (xm - Nesterov.x f f' γ x₀ ↑k) +
         ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2),
 case h₂
 E : Type u_1
 inst✝² : NormedAddCommGroup E
 inst✝¹ : InnerProductSpace ℝ E
 inst✝ : CompleteSpace E
 f : E → ℝ
 f' : E → E
 xm x₀ : E
 γ : ℕ+ → ℝ
 alg : Nesterov f f' γ x₀
 hfun : ConvexOn ℝ univ f
 hg : ∀ (k : ℕ+), γ k = 2 / (↑↑k + 1)
 h2 :
   ∀ (k : ℕ+) (x' : E),
     f (Nesterov.x f f' γ x₀ ↑k) - f x' ≤
       ↑(Nesterov.l f f' γ x₀) *
           inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k) (x' - Nesterov.x f f' γ x₀ ↑k) +
         ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2
 k : ℕ+
 this✝ :
   f (Nesterov.x f f' γ x₀ ↑k) - f xm - (1 - γ k) * (f (Nesterov.x f f' γ x₀ (↑k - 1)) - f xm) =
     γ k * (f (Nesterov.x f f' γ x₀ ↑k) - f xm) +
       (1 - γ k) * (f (Nesterov.x f f' γ x₀ ↑k) - f (Nesterov.x f f' γ x₀ (↑k - 1)))
 lzero : 0 < ↑↑k + 1
 hz : γ k ≥ 0
 hl : γ k ≤ 1
 this :
   γ k • (xm - Nesterov.x f f' γ x₀ ↑k) + (1 - γ k) • (Nesterov.x f f' γ x₀ (↑k - 1) - Nesterov.x f f' γ x₀ ↑k) =
     (1 - γ k) • Nesterov.x f f' γ x₀ (↑k - 1) + γ k • xm - Nesterov.x f f' γ x₀ ↑k
 ⊢ (1 - γ k) * (f (Nesterov.x f f' γ x₀ ↑k) - f (Nesterov.x f f' γ x₀ (↑k - 1))) ≤
     (1 - γ k) *
       (↑(Nesterov.l f f' γ x₀) *
           inner (Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k)
             (Nesterov.x f f' γ x₀ (↑k - 1) - Nesterov.x f f' γ x₀ ↑k) +
         ↑(Nesterov.l f f' γ x₀) / 2 * ‖Nesterov.x f f' γ x₀ ↑k - Nesterov.y f f' γ x₀ k‖ ^ 2)]