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 .
The Euclidean projection onto a convex set is nonexpansive, and because the optimum is feasible. Therefore the projected subgradient method satisfies
The subgradient inequality gives , while Lipschitz continuity of the finite convex function gives . Hence
Summing this telescoping inequality for , and then bounding the smallest term by the average, yields
Writing , the right-hand side is minimized by the constant step size
Substitution gives
If , the initial point is already optimal and the result is immediate.
Subgradient method 2026-09-28
The subgradient method minimizes a possibly nonsmooth convex function by choosing and iterating
If the subgradients are bounded by and a minimizer is within distance of , a suitable constant or diminishing step size finds objective error at most in iterations.