Exercise · ZW-SUBGRADIENT-002 · ★☆☆ Basic

If f is differentiable at x, what is the subdifferential of f at that point?

Choose one option.

Show answer
  • D. Only the gradient, as a singleton set

Explanation

If f is differentiable at x, the subdifferential is the set containing only the gradient. The other answers describe sets that appear at nondifferentiability points or are simply wrong.

Study Continuous optimization in ZWMath →

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

← ZW-SUBGRADIENT-001 ZW-SUBGRADIENT-003 →