New answers tagged

2

Non-mathematical view: The underlying problem with gradient descent in this context is, that your gradient often has a discontinuity at your barrier. Let's pick up your example with this case: minimize:$$f(x)=x$$ subject to :$$ h(x) = x, h(x) >= 0$$ In this case, your gradient descent will walk towards zero from the positive range $x>0$ and will ...


Top 50 recent answers are included