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I am wondering what can be inferred when a discrete gradient ascent algorithm gets stuck in a cycle. Here is the situation. A function $f(x,y)$ is defined over a range $[0,n]^2$, and the algorithm walks on integer lattice points. The algorithm is simple: from $p$ it looks at the $f$-value at the three adjacent lattice points, excluding the lattice point from which it arrived at $p$. If one is uniquely highest in $f$-value, it steps to that point. If there is a tie for highest, it chooses, say, the clockwise-most option. Here are the assumptions on $f$: (a) $f$ has a unique maximum in the interior of the search range; (b) $\nabla f$ is positive everywhere (pointing up), except it is zero at the maximum; (c) The level curves $f(x,y) = c$ are strictly convex, strictly meaning there are no flat (zero-curvature) sections of a level curve. Under these circumstances, I think the following holds:
Perhaps the figure below helps explain these conclusions.
If not, please ignore the 2nd question!
Thanks for insights! |
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Discrete gradient ascent cyclesI am wondering what can be inferred when a discrete gradient ascent algorithm gets stuck in a cycle. Here is the situation. A function $f(x,y)$ is defined over a range $[0,n]^2$, and the algorithm walks on integer lattice points. The algorithm is simple: from $p$ it looks at the $f$-value at the three adjacent lattice points, excluding the lattice point from which it arrived at $p$. If one is uniquely highest in $f$-value, it steps to that point. If there is a tie for highest, it chooses, say, the clockwise-most option. Here are the assumptions on $f$: (a) $f$ has a unique maximum in the interior of the search range; (b) $\nabla f$ is positive everywhere, except it is zero at the maximum; (c) The level curves $f(x,y) = c$ are strictly convex, strictly meaning there are no flat (zero-curvature) sections of a level curve. Under these circumstances, I think the following holds:
Perhaps the figure below helps explain these conclusions.
If not, please ignore the 2nd question!
Thanks for insights!
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