Recent content by eren

Thanks a lot for the reply. Does this mean it has nothing to do with Lagrange multipliers? Indeed, I have a concave function F(x,y) in which x and y are vectors and the constraints are upper bounds on the magnitudes of x and y. What exactly do you mean with "the maximization path meets the...

Hi, I have a convex function F(x,y) that I want to optimize. Since, derivative of F does not closed form, I want to use gradient ascent. The problem is, I have constrains on x and y. I don't know how to incorporate this into gradient search. If there was a closed form, I would use Lagrange...