Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-339/1/b/solution

Put . By the Cauchy-Schwarz inequality,
Interchanging and proves the Lipschitz bound
The subgradient method chooses and a step size , then sets
Assume, as the question's use of requires, that a minimizer exists, and write . Since every subgradient here has Euclidean norm at most , the standard best-iterate estimate is
Taking a suitable constant step when the target accuracy is known, or a standard diminishing sequence, gives error at most in
iterations, so the requested exponent is .

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