Convexity and subgradients

Concepts

• Hessian matrix from Multivariable calculus 10 exercisesThe Hessian matrix H of a function f of two variables is the 2×2 matrix of its second-order partial derivatives at a point.
• Convexity and the Hessian 10 exercisesCriterion characterizing convexity of a twice differentiable function through positive semidefiniteness of its Hessian matrix ∇^2…
• Subgradient 10 exercisesThe subgradient generalizes the gradient to convex functions that are not differentiable: at each point it is a vector g that giv…