But in general, is relatively straightforward to establish that "all functions defined over Non-Convex sets are by definition non-differentiable"?
Could we technically still use "Gradient Descent" on problems like TravellingTraveling Salesman and Decision Trees (e.g. "Relax" the problem, use Gradient Descent, check to see if the solution falls within the feasible region, Explore for solution in neighborhood, Repeat, etc.), with the only problem being that it would be an extremely inefficient compared to Gradient-Free Optimization Methods (e.g. Metaheuristics/Evolutionary Algorithms, Branch and Bound)? Or is it by definition, we are mathematically unable to use Gradient Descent on problems like TravellingTraveling Salesman and Decision Trees?
Thanks!
Note: I have heard that Gradient Descent on TravellingTraveling Salesman is like "Nearest Neighbor Search", yet I do not fully understand why this is. I am guessing that maybe you can use Gradient Descent on TravellingTraveling Salesman - but it would be extremely ineffective as it would provide no "useful" information on which path to explore next?