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Monotonicity of a convex subdifferential

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
Adding the two subgradient inequalities for p∈∂f(x) and q∈∂f(y) gives
⟨p−q,x−y⟩≥0.
(1)
Thus the subdifferential is a monotone operator. This inequality proves uniqueness of its resolvent: two solutions of z∈x+τ∂f(x) must coincide when τ>0.

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

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