Box Constrained Projected Gradient Step

Problem

A projected gradient step moves along -grad with step lr, then projects the result onto the box [lo, hi].

Given x, grad, lr, lo, and hi, return the updated point.

Hint

Gradient step first, clipping second.

case 1

in: [[0,0],[1,-1],0.5,-0.2,0.2]

expected: [-0.2,0.2]

case 2

in: [[0.5],[2],1,0,1]

expected: [0]

case 3

in: [[1,1],[-1,-1],2,0,3]

expected: [3,3]

Starter codePython

def projected_gradient_box_step(x, grad, lr, lo, hi):
    # Your code here
    pass

3 test cases · run your code against them in the editor