- #1
erotavlas85
- 7
- 0
Hi,
I have to compute the optimal value of function of several variables. The function is maximized and/or minimized by nested variables x,y... For instance min(x) max(y) f(x,y).
The function is known and the variables take a values from a known finite domain. I have thought a solution where I store a matrix of all possible values for x, y and the value of the function for every pair of values. After I can find the value of y for which the function is maximum, then I can find in the set of the remaining possible values for x, the value for which the function is minimized by x. This reasoning can be extended to a big number of nested variables.
My approach is not very efficient for a large number of variables...
Do you have a better idea than mine?
Thank you
I have to compute the optimal value of function of several variables. The function is maximized and/or minimized by nested variables x,y... For instance min(x) max(y) f(x,y).
The function is known and the variables take a values from a known finite domain. I have thought a solution where I store a matrix of all possible values for x, y and the value of the function for every pair of values. After I can find the value of y for which the function is maximum, then I can find in the set of the remaining possible values for x, the value for which the function is minimized by x. This reasoning can be extended to a big number of nested variables.
My approach is not very efficient for a large number of variables...
Do you have a better idea than mine?
Thank you