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Simple program of subgradient algorithm
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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.
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