Subdifferential of a Real-Valued Function on a Convex Subset of
definitionAnalysisMultivariable Calculusdef:subdifferential-convex-rn-2026aDefines the subdifferential of a real-valued function on a convex subset of Euclidean space at a point as the set of vectors whose associated affine function minorises the function and agrees with it at that point, and calls its elements subgradients.
Let be a natural number with and let be the real numbers with the order of their ordered field structure. Regard Euclidean space as a real vector space, with the sum of points and the scalar multiple, and write and for the difference and dot product of points of .
Let be convex, let , and let .
The subdifferential of at relative to ¶ is the subset of
An element of is called a subgradient of at relative to . ¶
When the set is clear from the context the subdifferential is also written .
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