www-ai.cs.tu-dortmund.de/en/LEHRE/VORLESUNGEN/LOPT/WS14/notes/subgrad_optimality.pdf
αf ′(x; d).
3
epi h
✏1epi h
d
(h✏1)(d)
h(d)
f ′(x; 0) = 0 is obvious from definition. From convexity,
1
2 f ′(x; d) +
1
2 f ′(x;−d) ≥ f ′
( x; d
2 − d
2
) = 0
which gives the final claim.
3.3 An Alternative [...] Since K◦◦ = K, the support function of K◦ is the indicator of K.
Theorem 13 ([HUL96], Theorem V.3.3.3 (i)) Let σ1 and σ2 be the support functions of the nonempty closed convex sets S1 and S2. For positive [...] why we need this notion, imagine a “flat” filled circle in R3 as for our convex set C. The interior of C is empty, since C does not contain any 3-D ball centered at a point from C. The affine hull affC is …