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 2023 iii Paper 339 1 e Solution 2026-09-28
Chooseso the smooth maximum error is at most and the Lipschitz gradient constant isSuppose a minimizer of lies within distance of the starting point. The Nesterov accelerated gradient method can find such thatiniterations. If minimizes , then the smoothing inequalities implyThis improves the nonsmooth subgradient method dependence from to .