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]

Explanation

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.

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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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