 Subgradient method

The subgradient method minimizes a possibly nonsmooth convex function by choosing $g_k\in \partial f(x_k)$ and iteratingIf the subgradients are bounded by $G$ and a minimizer is within distance $R$ of $x_0$, a suitable constant or diminishing step size finds objective error at most $ϵ$ in $O(R^2{G}^2/{ϵ}^2)$ iterations.

The subgradient method is an optimization technique used to minimize non-differentiable convex functions. While traditional gradient descent is applicable to differentiable functions, many optimization problems involve functions that are not smooth or do not have well-defined gradients everywhere. In such cases, subgradients provide a useful alternative.