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 .
Choose
so the smooth maximum error is at most and the Lipschitz gradient constant is
Suppose a minimizer of lies within distance of the starting point. The Nesterov accelerated gradient method can find such that
in
iterations. If minimizes , then the smoothing inequalities imply
This improves the nonsmooth subgradient method dependence from to .