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Topic: how to find subgradient of nonsmooth problem
Replies: 5   Last Post: Nov 11, 2013 2:42 AM

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azira

Posts: 7
Registered: 11/3/13
how to find subgradient of nonsmooth problem
Posted: Nov 3, 2013 7:23 PM
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hye guys,

i have problem here how to find subgradient of nonsmooth problem.

currently my problem is

F(x) = max {b(i) ?j=1(x(j)-a(ij))^2} ; i=1=10 ; j=1-5
a = [ 0 0 0 0 0; 2 1 1 1 3; 1 2 1 1 2; 1 4 1 2 2; 3 2 1 0 1; 0 2 1 0 1; 1 1 1 1 1; 1 0 1 2 1; 0 0 2 1 0; 1 1 2 0 0]
b = [ 1;5;10;2;4;3;1.7;2.5;6;3.5]

anyone can help me??



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