07. Subgradient

본 장에서는 앞장에서의 gradient 및 first-order 최적 조건을 일반화한 subgradient 및 subgradient 최적 조건의 개념을 설명하며, 몇 가지 적용예들에 대해서 살펴본다.

• 07-01 Subgradient
• 07-02 Sub-differentials
• 07-02-01 Connection to a Convexity Geometry
• 07-02-02 Subgradient Calculus
• 07-03 Subgradient Optimality Condition
• 07-03-01 Subgradient Optimality Condition
• 07-03-02 Derivation of First-Order Optimality Condition
• 07-03-03 Example: Lasso Optimality Condition
• 07-03-04 Example: Soft-Thresholding
• 07-03-05 Example: Distance to a Convex Set