Exercise · ZW-SUBGRADIENT-006 · ★★☆ Intermediate
For f(x) = max(x, 0), what is the subdifferential at x = 0?
Choose one option.
Show answer
- D. The interval [0, 1]
Exercise · ZW-SUBGRADIENT-006 · ★★☆ Intermediate
Choose one option.
Slopes between 0 and 1 stay below max(x, 0) at x = 0, so the subdifferential is [0, 1]. Taking only the slope of the left branch is a common error.
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.