subgradient #convex_optimization Definition A vector g∈ℝng \in \mathbb{R}^n is a subgradient of f:ℝn→ℝf: \mathbb{R}^n \to \mathbb{R} at x∈domfx \in \operatorname{dom} f if for all z∈domfz \in \operatorname{dom} f, f(z)≥f(x)+gT(z−x)f(z) \geq f(x) + g^T (z-x) See also subdifferential References https://web.stanford.edu/class/ee364b/lectures/subgradients_notes.pdf