Projected gradient descent convergence bound

If ff is a convex function, 𝒮\mathcal{S} is a convex set and TR2G2ϵ2T \geq \frac{R^2 G^2}{\epsilon^2}, then f(𝐱̂)f(𝐱*)+ϵf(\hat{\mathbf{x}}) \leq f(\mathbf{x}^*) + \epsilon.


See: Gradient descent convergence bound