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Gabriel Peyré on X: "The subdifferential is the set of slopes bellow the graph of a convex function. It is a set-valued monotone map. Generalize the gradient to non-smooth functions. The most
Gabriel Peyré on X: "The subdifferential is the set of slopes bellow the graph of a convex function. It is a set-valued monotone map. Generalize the gradient to non-smooth functions. The most
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Gabriel Peyré on X: "Oldies but goldies: J. P. Boyle and R. L. Dykstra, A method for finding projections onto the intersection of convex sets in Hilbert spaces, 1986. Dykstra's algorithm is