2. Let us remember that the Subgradient Method minimizes f(x) using the following iterative update: Xk+1= Xk — 7kgk, where k > 0 is the step size and gk is a subgradient at xk, and x0 = Rd is a given initial vector. Finally, let us indicate the minimum of f as x*. Prove the following two statements: (a) ||xk+1 − x*|||2 ≤ ||xk − x* ||² – 2ŋk (f(xk) − f(x*)) + N½/||gk(xk) ||2. - - (b) The optimal selection of nk to decrease the upper bound above, e.g. to minimize ||xk-x*||- 2nk (f(xk) − f(x*)) + n||gk(xk) || - is - nk = f(xk) − f(x*) ||g(x)||2 (c) Is such a choice for nk a practical one, i.e. can we always use it when minimizing a given function f with the subgradient method?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter7: Analytic Trigonometry
Section7.6: The Inverse Trigonometric Functions
Problem 92E
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2. Let us remember that the Subgradient Method minimizes f(x) using the following iterative update:
Xk+1=Xk — 7k8k,
where k > 0 is the step size and gk is a subgradient at xk, and x0 = Rd is a given initial vector. Finally, let us indicate
the minimum of f as x*.
Prove the following two statements:
(a) ||xk+1 − x* || ≤ ||xk − x* ||² – 2ŋk (f(xk) − f(x*)) + n½ || gk (xk) || 2.
-
-
-
(b) The optimal selection of nk to decrease the upper bound above, e.g. to minimize
is
||xx − x* ||2 – 2nk (f (xx) − f (x*)) + ni|lg(x)||2
n =
f(xk) - f(x*)
||gk(xk) ||
(c) Is such a choice for nk a practical one, i.e. can we always use it when minimizing a given function f with the
subgradient method?
Transcribed Image Text:2. Let us remember that the Subgradient Method minimizes f(x) using the following iterative update: Xk+1=Xk — 7k8k, where k > 0 is the step size and gk is a subgradient at xk, and x0 = Rd is a given initial vector. Finally, let us indicate the minimum of f as x*. Prove the following two statements: (a) ||xk+1 − x* || ≤ ||xk − x* ||² – 2ŋk (f(xk) − f(x*)) + n½ || gk (xk) || 2. - - - (b) The optimal selection of nk to decrease the upper bound above, e.g. to minimize is ||xx − x* ||2 – 2nk (f (xx) − f (x*)) + ni|lg(x)||2 n = f(xk) - f(x*) ||gk(xk) || (c) Is such a choice for nk a practical one, i.e. can we always use it when minimizing a given function f with the subgradient method?
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