Fix a subgradient at and let be defined as in the statement of Lemma 3.2. Let
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Fix small. Then we can find a sequence and depending only on such that
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and for all . Rotate the axes so that the are the axes for the John ellipsoid of and
assume by translation that .
Take the restriction of to the subspace spanned by , and
call this restriction . Let
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the slice of the section in this subspace. Then since
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and grows at most quadratically in the first directions, we have
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Using this and Lemma 2.4,
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Finally, let , with taken large enough that
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By strict quadratic growth, contains a ball of radius around every point in . It follows that
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By Lemma 3.2 we have , so the conclusion follows.
∎