Unformatted text preview: Ay p b are strictly feasible. (f) f ( x ) = sup Ay p b y T x . (You can assume that the polyhedron de±ned by Ay p b is bounded.) 2. A convex function that is not subdiFerentiable. Verify that the following function f : R → R is convex, but not subdi²erentiable at x = 0: f ( x ) = b 1 x = 0 x > , with dom f = R + . 1...
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- Fall '09
- Derivative, Monotonic function, Convex function, Convex analysis, Prof. S. Boyd