Let f be a convex function defined on a convex set S in a normed linear space
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f (x) ≥ f (x0) + g(x - x0) for every x ∈ S
Such a linear functional g is called a sub gradient of f at x0. Consider a supporting hyperplane to epi f at .x0, f .x0)).]
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By Proposition 37 epi is a convex set in with x 0 x 0 a point on its boundary By Coroll...View the full answer
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