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en.wikipedia.org/wiki/Convex_combination 凸组合 In convex geometry, a convex combination is a linear combination of points (which can be vectors, scalars, or more generally points in an affine space) where all coefficients are non-negative and sum to 1.…
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哎.刚刚submit上paper比較心虚啊.无心学习.还是好好码码文字吧. subgradient介绍 subgradient中文名叫次梯度.和梯度一样,全然能够多放梯度使用.至于为什么叫子梯度,是由于有一些凸函数是不可导的,没法用梯度.所以subgradient就在这里使用了. 注意到.子梯度也是求解凸函数的.仅仅是凸函数不是处处可导. f:X→R是一个凸函数,X∈Rn是一个凸集. 若是f在x′处∇f(x′)可导.考虑一阶泰勒展开式: f(x)≥f(x′)+∇(f(x′)T(x−x′),∀x∈…
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