sub-gradients - reg
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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
4 个评论
Walter Roberson
2018-12-22
What is a "sub-gradient" for this purpose?
Note: what you have is not exactly equivalent of
g = graient(f3, y(1:200))
There would be a difference due to boundary conditions. Compare
gradient([1 3 6 10 15])
to
[gradient([1 3 6]), gradient([10 15])]
Siva
2018-12-24
Walter Roberson
2018-12-24
What is a "sub gradient" ?
Siva
2018-12-25
采纳的回答
Walter Roberson
2018-12-25
0 个投票
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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