Subgradient method: Difference between revisions

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:<math>x\in\mathcal{C}</math>
 
where <math>\mathcal{C}</math> is a [convex set]. The projected subgradient method uses the iteration
 
:<math>x^{(k+1)} = P \left(x^{(k)} - \alpha_k g^{(k)} \right) </math>