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How to write code for projected gradient descent?

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Zhenwei Yu
Zhenwei Yu on 26 Nov 2020
Answered: Aditya Patil on 23 Dec 2020
clc;
clear;
a=0.01;
x=[0;0;0]
b=1
for i=1:1000
if b<10^-6
break
end
r=x-a*f(x)
b=proj(r-x)
x=r
end
display(x)
I want to write a code to find projected gradient descent of a function. (f(x) is gradient of a function, it is not the function itself)
I'm thinking about define a function proj(). But I don't understand how to write the argmin norm(x-y)^2 part
function f=proj(x)
...
end
Can you give me an example on how to write this code?

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Answers (1)

Aditya Patil
Aditya Patil on 23 Dec 2020
The min function in MATLAB optionally returns the index of the minimum value. You can calculate the function for all input values, and then use the minimum index to find which inputs are the argmin.
A = [1 9 -2; 8 4 -5]
[M,I] = min(A)

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