A Gradient Inequality for a Class of Nondifferentiable Functions

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 fx = atx + xtCx1/2 over convex polyhedral sets K = {x∣Ax ≤ b} in Euclidean n-space.

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