A Gradient Inequality for a Class of Nondifferentiable Functions

Edmund Eisenberg
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Edmund Eisenberg: (deceased)

Operations Research, 1966, vol. 14, issue 1, 157-163

Abstract: A well known gradient inequality for differentiable convex minimands and their minima over convex sets is discussed. An analogous type of result is obtained for the class of non-differentiable convex functions of the form f ( x ) = a t x + ( x t Cx ) 1/2 over convex polyhedral sets K = { x ∣ Ax ≤ b } in Euclidean n -space.

Date: 1966
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