Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 339 1 b Solution 2026-09-28
The subgradient method chooses and a step size , then setsAssume, 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 isTaking a suitable constant step when the target accuracy is known, or a standard diminishing sequence, gives error at most initerations, so the requested exponent is .
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 339 1 a Solution 2026-09-28
The Euclidean projection onto a convex set is nonexpansive, and because the optimum is feasible. Therefore the projected subgradient method satisfiesThe subgradient inequality gives , while Lipschitz continuity of the finite convex function gives . HenceSumming this telescoping inequality for , and then bounding the smallest term by the average, yieldsWriting , the right-hand side is minimized by the constant step sizeSubstitution givesIf , 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 iteratingIf 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.