Abstract
In this paper, we propose a new inexact version of the projected subgradient method to solve nondifferentiable constrained convex optimization problems. The method combine ϵ-subgradient method with a procedure to obtain a feasible inexact projection onto the constraint set. Asymptotic convergence results and iteration-complexity bounds for the sequence generated by the method employing the well-known exogenous stepsizes, Polyak's stepsizes, and dynamic stepsizes are established.
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