Simple Hamiltonian Optimizationdiscontinuous optimizationPenalty Methods for OptimizationFormulation of a problem as semidefinite programmingOptimal Mix / constrained optimizationSOS relaxations for polynomial optimizationCan we use simple alternating optimization for minimax (saddle point) problems?Variable contraint is less than zero - Linear programmingWhen is Sequential Optimization = Simultaneous Optimization?Convex Optimization, linear programRephrase optimization problem
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Simple Hamiltonian Optimization
discontinuous optimizationPenalty Methods for OptimizationFormulation of a problem as semidefinite programmingOptimal Mix / constrained optimizationSOS relaxations for polynomial optimizationCan we use simple alternating optimization for minimax (saddle point) problems?Variable contraint is less than zero - Linear programmingWhen is Sequential Optimization = Simultaneous Optimization?Convex Optimization, linear programRephrase optimization problem
$begingroup$
I have a simple optimization problem. So, I need to maximize this:
$$max_C W := int_0^infty U(C(t)) e^-rho tdt$$
subject to:
$$dotS = -C, ; ; ; S(0)=1000$$ where $$U=frac11-aC^1-a, ; ; ; C geq 0$$
I just need some hints.
optimization
New contributor
$endgroup$
add a comment |
$begingroup$
I have a simple optimization problem. So, I need to maximize this:
$$max_C W := int_0^infty U(C(t)) e^-rho tdt$$
subject to:
$$dotS = -C, ; ; ; S(0)=1000$$ where $$U=frac11-aC^1-a, ; ; ; C geq 0$$
I just need some hints.
optimization
New contributor
$endgroup$
add a comment |
$begingroup$
I have a simple optimization problem. So, I need to maximize this:
$$max_C W := int_0^infty U(C(t)) e^-rho tdt$$
subject to:
$$dotS = -C, ; ; ; S(0)=1000$$ where $$U=frac11-aC^1-a, ; ; ; C geq 0$$
I just need some hints.
optimization
New contributor
$endgroup$
I have a simple optimization problem. So, I need to maximize this:
$$max_C W := int_0^infty U(C(t)) e^-rho tdt$$
subject to:
$$dotS = -C, ; ; ; S(0)=1000$$ where $$U=frac11-aC^1-a, ; ; ; C geq 0$$
I just need some hints.
optimization
optimization
New contributor
New contributor
edited yesterday
Mr.M
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asked yesterday
Mr.MMr.M
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Mr.M is a new contributor. Be nice, and check out our Code of Conduct.
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