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I have a function $g(x,y) = 1-(xy-3)^2$. Starting at $(x,y) = (0,0)$, is it possible to apply one step of the steepest ascent method to the problem $\underset{(x,y)\in R^2}{max}$ $g(x,y)$.

The gradient I've obtained is $\triangledown g$ = $((-2xy^2 +6y), (-2x^2y +6x))$. $\triangledown g(0,0) = (0,0)$ and $X_0 + t\triangledown g(X_0) = (0,0) $.

When I applied the step, I still got $(0,0)$ and is it what we should get when we start with the initial point of $(0,0)$?

TM1
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2 Answers2

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If you're using the method to optimize (max or min) the function, then a zero derivative vector indicates you are at a local minimum / maximum. There is no progress possible beyond that.

By the way, are you looking for a global maximum of the function, given that you are using the steepest ascent method ?

In this case, I have a suggestion. Treat $xy=z$. The function becomes $1-(z-3)^2$. This is a concave function with $z=3$ as the global maximum. Now $xy = 3$ is a hyperbola and every point on it is a global max.

Gautam Shenoy
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  • I'm trying to find the maximum gradient. I fixed the question so that it makes more sense. Could you have a look at it one more time and let me know if my approach is correct please? – TM1 Dec 29 '22 at 01:34
  • I understood the question. You applied steepest ascent correctly but it was pointless as the gradient was 0 indicating you may be at a local maximum. By the way, $(0,0)$ is NOT the global maximum point as $f(1,3) = 1 > f(0,0) = -8$. I thought you might be interested in a way to obtain the global maximum, so I elaborated there. – Gautam Shenoy Dec 29 '22 at 01:41
  • I see. Thank you so much! – TM1 Dec 29 '22 at 01:44
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Ideally, the characteristic roots of n is dependent on x^(t+1)=x^(t). Use the characteristic root of the independent variables; that is {M^(t)}^-1 to find the reverse of X0 which assures the right hand side identity function.

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