Nondifferentiable Optimization

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Author Name: Nathanael Robinson
Steward: Dajun Yue and Fenqui You

Overview

Non-differentiable optimization is a category of optimization that deals with objective that for a variety of reasons is non differentiable and thus non-convex. The functions in this class of optimization are generally non-smooth. These functions although continuous often contain sharp points or corners that do not allow for the solution of a tangent and are thus non-differentiable across the entire function. In practice non-differentiable optimization encompasses a large variety of problems and a single one-size fits all solution is not applicable however solution is often reached through implementation of the subgradient method.

Simple Kink Case