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, 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: <ol> <li>If the ascent walk falls into a cycle, it is a $1 \times 1$ cycle, around the boundary of a square cell of the lattice.</li> <li>The maximum of $f$ must lie either in the same row as this cell or the same column of this cell.</li> </ol> Perhaps the figure below helps explain these conclusions. <br /> ![Gradient Ascent][1] <br /> The ascent path is $(p,a,b,c,d)$. When first at $a$, $f(b)=f(d)$ and the algorithm chooses the cw point $b$. The maximum lies in the same "row" as the red cell. > <b>Question 1.</b> Are the two conclusions above correct? If not, please ignore the 2nd question! > <b>Question 2.</b> Generalizing to $f$ defined on a $d$-dimensional region, with the algorithm step comparing $f$ at $2d -1$ adjacent lattice points ($\pm$ in every coordinate, excluding the arrival direction), are there analogous claims about the shape of the possible cycles and implications on where the maximum could lie? Thanks for insights! [1]: http://cs.smith.edu/~orourke/MathOverflow/DiscreteGradient.jpg