TheoremBase

A Convex Function on a Convex Subset of Rn\mathbb{R}^n Has a Subgradient at Every Interior Point

At an interior point of its convex domain, a convex function has a nonempty subdifferential; the subgradient comes from a supporting hyperplane of the epigraph.

Statement

In the setting of Convex Functions on Rn\mathbb{R}^n: Standing Notation, let C⊆RnC\subseteq\mathbb{R}^{n} be convex, let f:C→Rf:C\to\mathbb{R} be convex, and let x∈int⁡Cx\in\operatorname{int}C (so x∈Cx\in C, by Closure and Interior in a Metric Space: Containments, the Closure is Closed, the Interior is Open (i)).

Existence of a subgradient. The subdifferential ∂f(x)\partial f(x) is nonempty.

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