Result · GENERAL-WEIGHTED-TANGENT-STABILITY

Tangent stability can certify exchange stability

Proved herepublication: internal

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Meaning

The stated weighted tangent conditions exclude profitable exact relocations.

Statement

If every admissible move has weighted tangent gain <=0 for a valid criterion supergradient, no exact one-point move can improve the objective.

Relationships

Rests on

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Local map of Weighted tangent stability implies exchange stability1 prerequisites to the left, 0 results it enables or questions it raises to the right, 0 boundary cases below.Concavity/supergradient finite-move screeningConcavity/supergradie…Weighted tangent stability implies exchange stabilityWeighted tangent stab…
Prerequisites to the left, what it enables or raises to the right, boundary cases below. Open in the map.

Proof

G2. General concavity/supergradient screening

For a concave criterion FF, let GG be any supergradient at the current information matrix. For an exact finite relocation

ΔI=αuaua⊤−βubub⊤,\Delta I=\alpha u_au_a^\top-\beta u_bu_b^\top,

concavity gives

ΔF≤tr⁡(GΔI)=αua⊤Gua−βub⊤Gub.\boxed{ \Delta F \le \operatorname{tr}(G\Delta I) = \alpha u_a^\top Gu_a- \beta u_b^\top Gu_b. }

Therefore:

  • if the weighted tangent gain is ≤0\le0, the exact move cannot improve;
  • weighted-tangent stability is a sufficient certificate of one-point exchange stability;
  • expensive exact move evaluation can be restricted to screened-in candidates.

This applies to D, DsD_s, A, and E (using a supergradient for E).

Measured audit: zero screening-direction violations in the reported randomized suites (including 4,886 D/A/DsD_s moves and the E suite).


From First-order and finite screening · chapter contents