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LasttimesubgradientmethodConsidertheproblemminxfxwithfconvexanddomfRnSubgradientmethodchooseaninitialx02Rnandrepeatxkxk1tkgk1k123wheregk12fxk1Weusepresetrule

Lasttime:subgradientmethodConsidertheproblemminxf(x)withfconvex anddom(f)=Rn.Subgradientmethod:chooseaninitialx(0)2Rn andrepeat:x(k)=x(k1)tkg(k1);k=1;2;3;:::whereg(k1)2@f(x(k1)).Weusepre-setrule

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