中文说明:次梯度算法简易程序,matlab编写次梯度方法(subgradient method)是传统的梯度下降方法的拓展,用来处理不可导的凸函数。它的优势是比传统方法处理问题范围大,劣势是算法收敛速度慢。但是,由于它对不可导函数有很好的处理方法,所以学习它还是很有必要的。
English Description:
The subgradient method written by Matlab is an extension of the traditional gradient descent method, which is used to deal with non differentiable convex functions. Its advantage is that it can deal with a wide range of problems than traditional methods, and its disadvantage is that the convergence speed of the algorithm is slow. However, because it has a good way to deal with non differentiable functions, it is necessary to learn it.