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Fermat’s Rule in Convex Optimization

  • Heinz H. Bauschke
  • Patrick L. Combettes
Chapter
  • 2.6k Downloads
Part of the CMS Books in Mathematics book series (CMSBM)

Abstract

Fermat’s rule (Theorem 16.3) provides a simple characterization of the minimizers of a function as the zeros of its subdifferential.

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© Springer International Publishing AG 2017

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Authors and Affiliations

  • Heinz H. Bauschke
    • 1
  • Patrick L. Combettes
    • 2
  1. 1.Department of MathematicsUniversity of British ColumbiaKelownaCanada
  2. 2.Department of MathematicsNorth Carolina State UniversityRaleighUSA

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