How to implement subgradient methods for optimization in Matlab?

Hello, I would like to numerically optimize a convex function with constraints. The target function itself is not differentiable at all points. I planned on using subgradient search methods but cannot find an implemented Matlab-function or example code. Would be thankful for any recommendations.

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도움말 센터File Exchange에서 Nonlinear Optimization에 대해 자세히 알아보기

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2017년 2월 14일

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