The coordinate conditions define a subgradient precisely when and . They follow by varying one coordinate; summing their scalar supporting inequalities proves sufficiency. Since , a subgradient can exist only at finitely supported . At such a base point , , allowing the value infinity. Merely having finite penalty does not guarantee a nonempty subdifferential in the ambient l2 sequence space.
Subdifferential under scalar affine composition Created 2026-10-05 Updated 2026-10-06
For a finite convex function , the function is convex. The subgradient inequality gives , where . Conversely, every subgradient of annihilates , because is constant on lines in those directions. For , write and test the subgradient inequality at ; this proves . For , is constant and both sides are since a finite convex function on the real line has a nonempty subdifferential everywhere.
For a proper lower-semicontinuous convex functional on a real Hilbert space, means for all . Taking the supremum gives equality in the Fenchel–Young inequality: . Apply the same argument to and use the Fenchel-Moreau theorem to obtain the reciprocal subgradient condition.
Subgradient method 2026-09-28
The subgradient method minimizes a possibly nonsmooth convex function by choosing and iterating
If the subgradients are bounded by and a minimizer is within distance of , a suitable constant or diminishing step size finds objective error at most in iterations.
For a nonempty closed convex set , the finite-valued support function has subgradients exactly at the maximizing points of . This follows from Fenchel–Young inequality and the conjugacy between the support function and the indicator functional of a constraint set. For compact , the exposed maximizing set is nonempty.
For and , add the two Bregman distances to get . The choice of subgradients matters. This is generally not a metric: it need not separate points or satisfy a triangle inequality.
Total variation calibration Created 2026-10-06 Updated 2026-10-07
For an absolutely one-homogeneous functional on a real Hilbert space, a subgradient at is characterized by for every and . A bounded vector field with and proves the inequality through the dual definition, provided cutoff approximation is valid in the ambient space. Equality is called a calibration. It certifies a global minimizer of total variation denoising, rather than only a minimizer within a chosen ansatz.
For data on , the minimizer of is the displayed amplitude shrinkage, including extinction at . The total variation calibration uses inside the disk and outside. Its continuous normal component creates no boundary measure, and . This subgradient certifies the positive branch; scaling it down certifies the zero branch. The quadratic fidelity is strictly convex, ensuring uniqueness.
Total variation flow Created 2026-10-05 Updated 2026-10-06
Total variation flow is the gradient flow of the total variation seminorm on a domain. Formally it is , but the subgradient formulation handles zero gradients and jumps. Adding quadratic fidelity gives a strictly convex stationary total variation denoising problem.