Exercise · ZW-SUBGRADIENT-007 · ★★☆ Intermediate

For f(x) = 2|x| at x = 1, what is the subdifferential?

Choose one option.

Show answer
  • C. The set {2}

Explanation

At x = 1 the function is differentiable with derivative 2, so the subdifferential is the singleton {2}. Confusing the nondifferentiability point at 0 with x = 1 leads to mistakes such as the interval.

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-006 ZW-SUBGRADIENT-008 →