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An algorithm for calculating one subgradient of a convex function of two variables

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Summary

We present an algorithm which enables us to calculate one particular subgradient of a convex functionf: ℝ2→ℝ at a given point. Such a calculation is required in many existing numerical methods for convex nondifferentiable optimization. The novelty of our approach lies in the assumption that only the values off are computable and no analytical formula for the subdifferential is known. We include some numerical examples.

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Authors and Affiliations

  1. Institute of Mathematics, University of Łódź, ul. S. Banacha 22, PL-90-238, Łódź, Poland

    Marcin Studniarski

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  1. Marcin Studniarski
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Studniarski, M. An algorithm for calculating one subgradient of a convex function of two variables. Numer. Math. 55, 685–693 (1989). https://doi.org/10.1007/BF01389336

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  • DOI: https://doi.org/10.1007/BF01389336

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