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}
Exercise · ZW-SUBGRADIENT-007 · ★★☆ Intermediate
Choose one option.
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.
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.