Calculus of variations with integral constraints

Click For Summary
SUMMARY

The discussion focuses on minimizing the functional C[p,q] involving probability density functions p(x,y) and q(x,y), with q(x,y) being a known density function. The user seeks guidance on applying calculus of variations to solve optimization problems with integral constraints, specifically referencing John Troutman's book "Variational Calculus and Optimal Control: Optimization with Elementary Convexity." The user expresses a need for resources that address integral constraints and multi-integral function optimization, indicating a gap in the existing literature they have encountered.

PREREQUISITES
  • Understanding of probability density functions
  • Familiarity with calculus of variations
  • Knowledge of multivariable calculus
  • Basic concepts of linear algebra
NEXT STEPS
  • Study the fundamentals of calculus of variations
  • Explore advanced topics in integral constraints in optimization
  • Review functional analysis and Lebesgue integration
  • Investigate additional literature on multi-integral function optimization
USEFUL FOR

Mathematicians, optimization researchers, and students studying calculus of variations, particularly those interested in integral constraints and probability density functions.

Usagi
Messages
38
Reaction score
0
http://img835.imageshack.us/img835/2079/minimise.jpg

Both p(x,y) and q(x,y) are probability density functions, q(x,y) is an already known density function, my job is to minimise C[p,q] with respect to 3 conditions, they are listed in the red numbers, 1, 2, 3. Setting up the lagrange function and simplifying it up to equation (21) is fine with me, however I am lost when they mention "calculus of variations" as I have not studied, I assume (22) follows on from the calculus of variation technique they used, I was wondering where I can read about calculus of variations to help me solve problems like this with integral constraints? Thanks!
 
Physics news on Phys.org
My favorite CoV book is John Troutman's Variational Calculus and Optimal Control: Optimization with Elementary Convexity. There are loads of other good books out there, though. Some of them assume you have familiarity with functional analysis/Lebesgue integration, and some of them don't. Troutman's book is a good one because he assumes very little: basically multivariable calculus, and perhaps linear algebra.
 
Thanks Ackbach, I've had a read of Troutman's book, it is indeed very insightful however there isn't much on integral constraints and optimisation of multi-integral functions, do you have any ideas how to solve the above optimization problem? Cheers.
 

Similar threads

  • · Replies 12 ·
Replies
12
Views
3K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 9 ·
Replies
9
Views
2K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
Replies
5
Views
2K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 1 ·
Replies
1
Views
4K
  • · Replies 10 ·
Replies
10
Views
3K
  • · Replies 4 ·
Replies
4
Views
3K