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Topic:
find minimum of a function with abs and squares analytically
Replies:
3
Last Post:
Dec 23, 2012 5:19 PM
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Virgil
Posts:
8,833
Registered:
1/6/11
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Re: find minimum of a function with abs and squares analytically
Posted:
Dec 23, 2012 5:19 PM
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In article <fc240980-779a-41b1-a09c-cafc889ae2b7@googlegroups.com>, Ray Vickson <RGVickson@shaw.ca> wrote:
> On Sunday, December 23, 2012 9:08:56 AM UTC-8, richard...@gmail.com wrote: > > Hi, > > > > > > > > I want to find the analytical minimum 'x_opt=argmin(x)' of the following > > function: > > > > > > > > f(x) = alpha * |c + x| + beta * x ^ 2 > > > >
First find the analytical minima of both g(x) = alpha * (c + x) + beta * x ^ 2
and
h(x) = -alpha * (c + x) + beta * x ^ 2 --
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