Subgradient optimality condition
ID: subgradient-optimality-condition
For a proper convex function and ,This is exactly the subgradient inequality with supporting vector zero: for every .
If , where is differentiable and convex on all of and is a proper convex function, the subdifferential sum rule yieldsThe full-domain smooth term supplies the regularity needed for this sum rule. For , with , the subdifferential of absolute value at zero is . Thus minimizes exactly when . Ordinary zero-derivative tests would miss this nondifferentiable minimizer.
New to topics? Read the docs here!