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













0












$begingroup$


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.










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$endgroup$
















    0












    $begingroup$


    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.










    share|cite|improve this question









    New contributor




    Mr.M is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$














      0












      0








      0





      $begingroup$


      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.










      share|cite|improve this question









      New contributor




      Mr.M is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      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






      share|cite|improve this question









      New contributor




      Mr.M is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      share|cite|improve this question









      New contributor




      Mr.M is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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      share|cite|improve this question








      edited yesterday







      Mr.M













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      asked yesterday









      Mr.MMr.M

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