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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 multipliers. What should I do in this case?

Thanks,

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# Gradient ascent with constraints

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