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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
Re: find minimum of a function with abs and squares analytically
Posted: Dec 23, 2012 5:19 PM

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
--

Date Subject Author
12/23/12 richardhoepf33@gmail.com
12/23/12 Ray Koopman
12/23/12 RGVickson@shaw.ca
12/23/12 Virgil