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The orthogonal projection of the gradient onto the coordinate subspace indexed by $\mathcal{B}$. It is kept as a vector in the original Euclidean space, with zero coordinates outside the block. For a singleton block it is ${\partial }_{i}f(x)e_i$; for the full block it is $\nabla f(x)$.

Target: gradient-descent.bigb, under Lipschitz gradient.

For a continuously differentiable convex function on ${\mathbb{R}}^n$ with coordinate Lipschitz continuity constants $L_i$, its block coordinate gradient is Lipschitz continuous along each corresponding coordinate subspace, with constant at most $S_{\mathcal{B}}={\sum }_{i\in \mathcal{B}}{L}_i$.

To prove this without assuming a Hessian matrix, put ${\delta }_{\mathcal{B}}={\nabla }_{\mathcal{B}}f(x)-{\nabla }_{\mathcal{B}}f(y)$. Sum the coordinate derivative bound by Bregman divergence over the block, then repeat with $x,y$ interchanged and average:If $x-y$ is supported in the block, the dot product uses only ${\delta }_{\mathcal{B}}$. The Cauchy-Schwarz inequality and cancellation of its Euclidean norm give the result, including the zero case separately. Taking the full block supplies a global Lipschitz gradient constant ${\sum }_i{L}_i$.

Target: convex-optimization.bigb, under Coordinate descent.

Writeon $V=W\times W^{\prime }$, where $W^{\prime }$ is the dual space. The dual pairing is linear separately in the vector and the linear functional. For example, for real numbers $a,b$,Thus $\omega$ is a bilinear form. It is also an alternating bilinear form, since

To prove that this is a nondegenerate bilinear form, suppose $(v,f)$ pairs to zero with every $(w,g)$. Setting $g=0$ gives $f(w)=0$ for every $w\in W$, hence $f=0$. Setting $w=0$ gives $g(v)=0$ for every $g\in W^{\prime }$. If $v\ne 0$, basis extension supplies a coordinate functional with $g(v)=1$, a contradiction. Thus $v=0$. The left radical is zero, and the displayed change of sign implies the right radical is zero as well. Hence $\omega$ is a nondegenerate bilinear form, making $V$ a symplectic vector space.

For the required example take the coordinate subspaceUsing the definition of the bilinear orthogonal complement in part (b),ThereforeThis is a Lagrangian subspace. Its dimension is $\dim W$, exactly half of $\dim V=2\dim W$, so part (b)(i) is satisfied.

There is no contradiction with part (b)(ii): that part asks whether a direct sum is guaranteed, and the answer is already no. Moreover, when $W\ne 0$, the present alternating bilinear form is not a symmetric bilinear form. Choose $v\ne 0$ and $f\in W^{\prime }$ with $f(v)=1$; thenIt therefore does not satisfy the symmetry hypothesis of part (b)(ii). If $W=0$, then $V=U=0$, and both $U=U^{\perp }$ and $V=U\oplus U^{\perp }$ hold trivially.