the steepest descent direction is -∇f(x). However, for constrained problems, moving along -∇f(x) may destroy feasibility. Rosen's method works by projecting -∇f(x) on to the hyperplane tangent to the set of active constraints. By doing so it tries to improve the objective while simultaneously maintaining feasibility
Friday, April 1, 2016
Rosen's method steepest descent direction is -∇f(x). , discriminative vs. generative
http://www.pitt.edu/~jrclass/opt/notes4.pdf
the steepest descent direction is -∇f(x). However, for constrained problems, moving along -∇f(x) may destroy feasibility. Rosen's method works by projecting -∇f(x) on to the hyperplane tangent to the set of active constraints. By doing so it tries to improve the objective while simultaneously maintaining feasibility
the steepest descent direction is -∇f(x). However, for constrained problems, moving along -∇f(x) may destroy feasibility. Rosen's method works by projecting -∇f(x) on to the hyperplane tangent to the set of active constraints. By doing so it tries to improve the objective while simultaneously maintaining feasibility
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