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Everything about Subderivative
Generalization of derivatives to real-valued functions
In mathematics, the subderivative generalizes the derivative to convex functions which are not necessarily differentiable. The set of subderivatives at a point is called the subdifferential at that point. Subderivatives arise in convex analysis, the study of convex functions, often in connection to convex optimization. Wikipedia →
đź§ Start here: a 6-step reading path
- Read the overview: SubderivativeA 5-minute orientation
- Pick up a classic book: Nondifferential and Variational Techniques in OptimizationThe most-reprinted book on the subject
- Read the landmark paper: A characterization of paratingent cone andP-subderivative with applications in nonsmooth analysisCited 2 times
- Go sideways: Normal cone (convex analysis)A closely related topic
- Go sideways: Cyclical monotonicityA closely related topic
đź“– Definitions
Noun A word derived indirectly, from a derivative of another.
Noun A generalization of the notion of a derivative, defined as the slope of a line that either touches, or is everywhere below the line of a convex function.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
📚 Books worth reading
- 📕Nondifferential and Variational Techniques in OptimizationD. C. Sorensen · 1982
- 📕Derivatives and subderivatives of the optimal value function in control theoryAtle Seierstad · 1981
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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