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Are there general rules or references of subgradient of composition? For example, consider the composition $f(x)=h(g(x))$ where $h$ is convex nondecreasing and $g$ is convex, then the subgradient of $f$ can be computed as in slide 15. However, what if $h$ is concave nondecreasing?

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  • $\begingroup$ Subgradient is only defined for convex function. $\endgroup$ Apr 28, 2022 at 18:27

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