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Fermat rule for convex minimization

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Convex optimization Subdifferential
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For a proper convex function finite at x, global minimality is equivalent to 0∈∂f(x). This follows immediately from the defining subgradient inequality. Combined with a subdifferential sum rule, it converts a convex minimization problem into an inclusion, for example the equation defining a proximal operator.

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  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 65 / 3 / b / Solution

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