Exercise · ZW-SUBGRADIENT-001 · ★☆☆ Basic

What is the name of the set of all subgradients of f at x?

Choose one option.

Show answer
  • A. Subdifferential

Explanation

The set of all subgradients at x is called the subdifferential, denoted \( \partial f(x) \). The other options are different concepts already covered in the course.

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Review the concept: Subgradient

The subgradient generalizes the gradient to convex functions that are not differentiable: at each point it is a vector g that gives an affine lower bound of f, that is, f(y) ≥ f(x) + gᵀ(y − x) for all y.

\[f(y) \geq f(x) + g^\top (y - x)\]

More practice problems: subgradient

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