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 Author Comment/Response samaneh 01/08/13 02:41am hi, I have minimization objective function wich consists of two related function. please see attachement. I write codes in Mathematica. however it dose not work well.I think the result of first function dose not use correctly in calculating second function. could you please help me to modify it. Clear[x, s1, s2]; Remove[c1, c2] h1 = 0.5; b1 = 10; \[Mu] = 10; \[Sigma] = 5; l1 = 5; l2 = 5; h2 = 0.5; \[Mu]1 = (l1 + 1)*\[Mu]; \[Sigma]1 = Sqrt[l1 + 1]*\[Sigma]; \[Mu]2 = (l2)*\[Mu]; \[Sigma]2 = Sqrt[l2]*\[Sigma]; c1 = Integrate[ h1*(s1 - x)*PDF[NormalDistribution[\[Mu]1, \[Sigma]1], x], {x, 0, s1}] + Integrate[(b1 + h1 + h2)*(x - s1)* PDF[NormalDistribution[\[Mu]1, \[Sigma]1], x], {x, s1, Infinity}] NMinimize[c1, s1]; w = NArgMin[c1, s1] cost1 = NMinValue[c1, s1] c2 = h2*(s2 - \[Mu]2) - NIntegrate[ cost1*PDF[NormalDistribution[\[Mu]2, \[Sigma]2], u], {u, s2 - w, Infinity}] + h1*NIntegrate[(s2 - u - x)* PDF[NormalDistribution[\[Mu]1, \[Sigma]1], x]* PDF[NormalDistribution[\[Mu]3, \[Sigma]3], u], {x, 0, w} {u, s2 - w, Infinity}] + (b1 + h1 + h2)* Integrate[(x - s2 - u)* PDF[NormalDistribution[\[Mu]1, \[Sigma]1], x]* PDF[NormalDistribution[\[Mu]2, \[Sigma]2], u], {x, w, Infinity} {u, s2 - w, Infinity}] cost2 = NMinimize[c2, s2] Attachment: question.pdf, URL: ,

 Subject (listing for 'convex optimization problem') Author Date Posted convex optimization problem samaneh 01/08/13 02:41am Re: convex optimization problem Bill Simpson 01/09/13 2:11pm Re: convex optimization problem Bill Simpson 01/09/13 2:25pm Re: convex optimization problem Bill Simpson 01/09/13 2:35pm Re: Re: convex optimization problem samaneh 01/10/13 07:13am Re: Re: Re: convex optimization problem Bill Simpson 01/11/13 2:06pm
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