Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 325 / 1 / i

Use the extended real numbers $\overline{\mathbb{R}}=\mathbb{R}\cup \{-\infty ,+\infty \}$. A proper convex function never takes $-\infty$ and is finite somewhere. Its effective domain isFor a proper extended-real function, convexity meansThe endpoint cases are identities; taking $0<t<1$ avoids the ambiguous product $0\cdot (+\infty )$. Equivalently, its epigraph is a convex set. In particular, the effective domain is a convex set. Properness is an additional condition: it rules out the identically $+\infty$ function and all $-\infty$ values, rather than requiring finiteness everywhere.

For $x\in \mathrm{dom}f$, the subdifferential is the set of supporting slopesEach element is a subgradient. Define $\partial f(x)=\varnothing$ outside $\mathrm{dom}f$. The defining subgradient inequality must hold globally, not merely in a neighborhood of $x$. For a differentiable finite convex function, $\partial f(x)=\{\nabla f(x)\}$.