MATLAB: Sub-gradients – reg

MATLABoptimization

clear all
close all 
clc 
f1=zeros(1,100); 
f2=zeros(1,100);
f3=zeros(1,200); 
c1=randi([1,20],1,100);
c2=randi([1,20],1,100); 
y(1,1:200)=rand(1,200); 
f1(1,1:100)=[y(1,1:100).*c1];
f2(1,1:100)=[y(1,101:200).*c2]; 
f3(1,1:200)=horzcat(f1,f2);
g1=zeros(1,100);
g2=zeros(1,100);
g1=gradient(f1,y(1:100));
g2=gradient(f2,y(101:200));
g=horzcat(g1,g2);
my question is whether g1 and g2 are sub-gradients of f1 and f2 respectively in the above code

Best Answer

my question is whether g1 and g2 are sub-gradients of f1 and f2 respectively in the above code
No. Lagrangian sub-gradient methods apply to functions, but you do not have functions.
gradient() applied to numeric matrices is numeric differences, and the second and following arguments give the step sizes.
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