import Mathlib
import Optlib


open Set Real

open Set Real PNat

theorem extracted_formal_statement_56.{u_1} {E : Type u_1} [inst : NormedAddCommGroup E] [inst_1 : InnerProductSpace ℝ E]
  [inst_2 : CompleteSpace E] {f h : E → ℝ} {f' : E → E} {x0 : E} {alg : Nesterov_first f h f' x0} {xm : E}
  (minφ : IsMinOn (f + h) univ xm)
  (h1 :
    ∀ (k : ℕ),
      Nesterov_first.y f h f' x0 k - Nesterov_first.x f h f' x0 (k + 1) -
          Nesterov_first.t f h f' x0 k • f' (Nesterov_first.y f h f' x0 k) ∈
        SubderivAt (Nesterov_first.t f h f' x0 k • h) (Nesterov_first.x f h f' x0 (k + 1)))
  (hieq1 :
    ∀ (z : E) (k : ℕ),
      Nesterov_first.t f h f' x0 k * h (Nesterov_first.x f h f' x0 (k + 1)) +
          inner
            (Nesterov_first.y f h f' x0 k - Nesterov_first.x f h f' x0 (k + 1) -
              Nesterov_first.t f h f' x0 k • f' (Nesterov_first.y f h f' x0 k))
            (z - Nesterov_first.x f h f' x0 (k + 1)) ≤
        Nesterov_first.t f h f' x0 k * h z)
  (hieq2 :
    ∀ (z : E) (k : ℕ),
      h (Nesterov_first.x f h f' x0 (k + 1)) ≤
        h z +
          inner
            (f' (Nesterov_first.y f h f' x0 k) +
              (1 / Nesterov_first.t f h f' x0 k) • (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k))
            (z - Nesterov_first.x f h f' x0 (k + 1)))
  (fieq1 :
    ∀ (k : ℕ) (x y : E), f x ≤ f y + inner (f' y) (x - y) + 1 / (2 * Nesterov_first.t f h f' x0 k) * ‖x - y‖ ^ 2) :
  let φ := fun z => f z + h z;
  (∀ (z : E) (k : ℕ),
      φ (Nesterov_first.x f h f' x0 (k + 1)) ≤
        φ z +
            1 / Nesterov_first.t f h f' x0 k *
              inner (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k)
                (z - Nesterov_first.x f h f' x0 (k + 1)) +
          1 / (2 * Nesterov_first.t f h f' x0 k) *
            ‖Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k‖ ^ 2) →
    (∀ (k : ℕ),
        φ (Nesterov_first.x f h f' x0 (k + 1)) - φ xm -
            (1 - Nesterov_first.γ f h f' x0 k) * (φ (Nesterov_first.x f h f' x0 k) - φ xm) ≤
          1 / Nesterov_first.t f h f' x0 k *
              inner (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k)
                ((1 - Nesterov_first.γ f h f' x0 k) • Nesterov_first.x f h f' x0 k + Nesterov_first.γ f h f' x0 k • xm -
                  Nesterov_first.x f h f' x0 (k + 1)) +
            1 / (2 * Nesterov_first.t f h f' x0 k) *
              ‖Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k‖ ^ 2) →
      ∀ (k : ℕ+),
        Nesterov_first.y f h f' x0 ↑k =
            (1 - Nesterov_first.γ f h f' x0 ↑k) • Nesterov_first.x f h f' x0 ↑k +
              (Nesterov_first.γ f h f' x0 ↑k • Nesterov_first.x f h f' x0 (↑k - 1) +
                Nesterov_first.γ f h f' x0 ↑k •
                  (Nesterov_first.γ f h f' x0 (↑k - 1))⁻¹ •
                    (Nesterov_first.x f h f' x0 ↑k - Nesterov_first.x f h f' x0 (↑k - 1))) →
          Nesterov_first.x f h f' x0 ↑k +
              (Nesterov_first.γ f h f' x0 ↑k * (1 - Nesterov_first.γ f h f' x0 (↑k - 1)) /
                  Nesterov_first.γ f h f' x0 (↑k - 1)) •
                (Nesterov_first.x f h f' x0 ↑k - Nesterov_first.x f h f' x0 (↑k - 1)) =
            Nesterov_first.x f h f' x0 ↑k +
              (Nesterov_first.γ f h f' x0 ↑k •
                  (Nesterov_first.x f h f' x0 (↑k - 1) +
                    (Nesterov_first.γ f h f' x0 (↑k - 1))⁻¹ •
                      (Nesterov_first.x f h f' x0 ↑k - Nesterov_first.x f h f' x0 (↑k - 1))) -
                Nesterov_first.γ f h f' x0 ↑k • Nesterov_first.x f h f' x0 ↑k) := sorry

Tactic state before:
E : Type u_1
inst✝² : NormedAddCommGroup E
inst✝¹ : InnerProductSpace ℝ E
inst✝ : CompleteSpace E
f h : E → ℝ
f' : E → E
x0 : E
alg : Nesterov_first f h f' x0
xm : E
minφ : IsMinOn (f + h) univ xm
h1 :
  ∀ (k : ℕ),
    Nesterov_first.y f h f' x0 k - Nesterov_first.x f h f' x0 (k + 1) -
        Nesterov_first.t f h f' x0 k • f' (Nesterov_first.y f h f' x0 k) ∈
      SubderivAt (Nesterov_first.t f h f' x0 k • h) (Nesterov_first.x f h f' x0 (k + 1))
hieq1 :
  ∀ (z : E) (k : ℕ),
    Nesterov_first.t f h f' x0 k * h (Nesterov_first.x f h f' x0 (k + 1)) +
        inner
          (Nesterov_first.y f h f' x0 k - Nesterov_first.x f h f' x0 (k + 1) -
            Nesterov_first.t f h f' x0 k • f' (Nesterov_first.y f h f' x0 k))
          (z - Nesterov_first.x f h f' x0 (k + 1)) ≤
      Nesterov_first.t f h f' x0 k * h z
hieq2 :
  ∀ (z : E) (k : ℕ),
    h (Nesterov_first.x f h f' x0 (k + 1)) ≤
      h z +
        inner
          (f' (Nesterov_first.y f h f' x0 k) +
            (1 / Nesterov_first.t f h f' x0 k) • (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k))
          (z - Nesterov_first.x f h f' x0 (k + 1))
fieq1 : ∀ (k : ℕ) (x y : E), f x ≤ f y + inner (f' y) (x - y) + 1 / (2 * Nesterov_first.t f h f' x0 k) * ‖x - y‖ ^ 2
φ : E → ℝ := fun z => f z + h z
φieq2 :
  ∀ (z : E) (k : ℕ),
    φ (Nesterov_first.x f h f' x0 (k + 1)) ≤
      φ z +
          1 / Nesterov_first.t f h f' x0 k *
            inner (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k)
              (z - Nesterov_first.x f h f' x0 (k + 1)) +
        1 / (2 * Nesterov_first.t f h f' x0 k) * ‖Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k‖ ^ 2
φieq3 :
  ∀ (k : ℕ),
    φ (Nesterov_first.x f h f' x0 (k + 1)) - φ xm -
        (1 - Nesterov_first.γ f h f' x0 k) * (φ (Nesterov_first.x f h f' x0 k) - φ xm) ≤
      1 / Nesterov_first.t f h f' x0 k *
          inner (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k)
            ((1 - Nesterov_first.γ f h f' x0 k) • Nesterov_first.x f h f' x0 k + Nesterov_first.γ f h f' x0 k • xm -
              Nesterov_first.x f h f' x0 (k + 1)) +
        1 / (2 * Nesterov_first.t f h f' x0 k) * ‖Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k‖ ^ 2
v : ℕ+ → E :=
  fun k =>
    Nesterov_first.x f h f' x0 (↑k - 1) +
      (1 / Nesterov_first.γ f h f' x0 (↑k - 1)) • (Nesterov_first.x f h f' x0 ↑k - Nesterov_first.x f h f' x0 (↑k - 1))
k : ℕ+
⊢ Nesterov_first.y f h f' x0 ↑k =
    (1 - Nesterov_first.γ f h f' x0 ↑k) • Nesterov_first.x f h f' x0 ↑k +
      (Nesterov_first.γ f h f' x0 ↑k • Nesterov_first.x f h f' x0 (↑k - 1) +
        Nesterov_first.γ f h f' x0 ↑k •
          (Nesterov_first.γ f h f' x0 (↑k - 1))⁻¹ •
            (Nesterov_first.x f h f' x0 ↑k - Nesterov_first.x f h f' x0 (↑k - 1)))

Tactic:
rw [alg.update1 k, sub_smul, sub_add_eq_add_sub, ← smul_add, ← add_sub, one_smul]

Tactic state after:
[E : Type u_1
 inst✝² : NormedAddCommGroup E
 inst✝¹ : InnerProductSpace ℝ E
 inst✝ : CompleteSpace E
 f h : E → ℝ
 f' : E → E
 x0 : E
 alg : Nesterov_first f h f' x0
 xm : E
 minφ : IsMinOn (f + h) univ xm
 h1 :
   ∀ (k : ℕ),
     Nesterov_first.y f h f' x0 k - Nesterov_first.x f h f' x0 (k + 1) -
         Nesterov_first.t f h f' x0 k • f' (Nesterov_first.y f h f' x0 k) ∈
       SubderivAt (Nesterov_first.t f h f' x0 k • h) (Nesterov_first.x f h f' x0 (k + 1))
 hieq1 :
   ∀ (z : E) (k : ℕ),
     Nesterov_first.t f h f' x0 k * h (Nesterov_first.x f h f' x0 (k + 1)) +
         inner
           (Nesterov_first.y f h f' x0 k - Nesterov_first.x f h f' x0 (k + 1) -
             Nesterov_first.t f h f' x0 k • f' (Nesterov_first.y f h f' x0 k))
           (z - Nesterov_first.x f h f' x0 (k + 1)) ≤
       Nesterov_first.t f h f' x0 k * h z
 hieq2 :
   ∀ (z : E) (k : ℕ),
     h (Nesterov_first.x f h f' x0 (k + 1)) ≤
       h z +
         inner
           (f' (Nesterov_first.y f h f' x0 k) +
             (1 / Nesterov_first.t f h f' x0 k) • (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k))
           (z - Nesterov_first.x f h f' x0 (k + 1))
 fieq1 : ∀ (k : ℕ) (x y : E), f x ≤ f y + inner (f' y) (x - y) + 1 / (2 * Nesterov_first.t f h f' x0 k) * ‖x - y‖ ^ 2
 φ : E → ℝ := fun z => f z + h z
 φieq2 :
   ∀ (z : E) (k : ℕ),
     φ (Nesterov_first.x f h f' x0 (k + 1)) ≤
       φ z +
           1 / Nesterov_first.t f h f' x0 k *
             inner (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k)
               (z - Nesterov_first.x f h f' x0 (k + 1)) +
         1 / (2 * Nesterov_first.t f h f' x0 k) *
           ‖Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k‖ ^ 2
 φieq3 :
   ∀ (k : ℕ),
     φ (Nesterov_first.x f h f' x0 (k + 1)) - φ xm -
         (1 - Nesterov_first.γ f h f' x0 k) * (φ (Nesterov_first.x f h f' x0 k) - φ xm) ≤
       1 / Nesterov_first.t f h f' x0 k *
           inner (Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k)
             ((1 - Nesterov_first.γ f h f' x0 k) • Nesterov_first.x f h f' x0 k + Nesterov_first.γ f h f' x0 k • xm -
               Nesterov_first.x f h f' x0 (k + 1)) +
         1 / (2 * Nesterov_first.t f h f' x0 k) *
           ‖Nesterov_first.x f h f' x0 (k + 1) - Nesterov_first.y f h f' x0 k‖ ^ 2
 v : ℕ+ → E :=
   fun k =>
     Nesterov_first.x f h f' x0 (↑k - 1) +
       (1 / Nesterov_first.γ f h f' x0 (↑k - 1)) • (Nesterov_first.x f h f' x0 ↑k - Nesterov_first.x f h f' x0 (↑k - 1))
 k : ℕ+
 ⊢ Nesterov_first.x f h f' x0 ↑k +
       (Nesterov_first.γ f h f' x0 ↑k * (1 - Nesterov_first.γ f h f' x0 (↑k - 1)) /
           Nesterov_first.γ f h f' x0 (↑k - 1)) •
         (Nesterov_first.x f h f' x0 ↑k - Nesterov_first.x f h f' x0 (↑k - 1)) =
     Nesterov_first.x f h f' x0 ↑k +
       (Nesterov_first.γ f h f' x0 ↑k •
           (Nesterov_first.x f h f' x0 (↑k - 1) +
             (Nesterov_first.γ f h f' x0 (↑k - 1))⁻¹ •
               (Nesterov_first.x f h f' x0 ↑k - Nesterov_first.x f h f' x0 (↑k - 1))) -
         Nesterov_first.γ f h f' x0 ↑k • Nesterov_first.x f h f' x0 ↑k)]