Hi,(adsbygoogle = window.adsbygoogle || []).push({});

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,

**Physics Forums - The Fusion of Science and Community**

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Gradient ascent with constraints

Loading...

Similar Threads - Gradient ascent constraints | Date |
---|---|

I Geometrical interpretation of gradient | May 26, 2017 |

A Gradient of scalar product | Apr 24, 2017 |

I Question about gradient, tangent plane and normal line | Jan 22, 2017 |

A Gradient divergence | Jan 17, 2017 |

Rate of ascent or descent on a hill | Sep 30, 2007 |

**Physics Forums - The Fusion of Science and Community**