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Minimization/Optimization under functional constraints
forget_f1
·
Oct 12, 2011
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r-help
Hi, I hope someone can help me with the following issue. I need find the minimum beta that satisfies the following: inf{beta>0 | f(x+beta*f(x))*f(x)<=0} where f() is a function and x is...
Minimization/Optimization under functional constraints
forget_f1
·
Oct 14, 2011
·
r-help
Thanks for your help...actually there is monotonicity in beta so minimizing the square of the functional constraint works. I verified it with a brute force search (while loop). For the sake of knowledge this is what someone else suggested...
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