- #1
cfp
- 10
- 0
Hi,
I am trying to minimize:
[tex]
\int_0^\infty{\exp(-t)(t\,f'(t)-f(t))^2\,dt}
[/tex]
by choice of [tex]f[/tex], subject to [tex]f(0)=1[/tex] and [tex]f'(x)>0[/tex] for all [tex]x[/tex].
The (real) solution to the Euler-Lagrange differential equation is:
[tex]
f(t)={C_1}t
[/tex]
rather unsurprisingly. However, this violates [tex]f(0)=1[/tex].
If we constrain to solutions of the form:
[tex]
f(t)=1+t^p
[/tex]
then numerical optimisation puts [tex]p=1.2848\cdots[/tex] at which point the target is [tex]0.6327\cdots[/tex].
Is it possible to solve this problem without restricting to a particular solution form?
Thanks in advance,
Tom
I am trying to minimize:
[tex]
\int_0^\infty{\exp(-t)(t\,f'(t)-f(t))^2\,dt}
[/tex]
by choice of [tex]f[/tex], subject to [tex]f(0)=1[/tex] and [tex]f'(x)>0[/tex] for all [tex]x[/tex].
The (real) solution to the Euler-Lagrange differential equation is:
[tex]
f(t)={C_1}t
[/tex]
rather unsurprisingly. However, this violates [tex]f(0)=1[/tex].
If we constrain to solutions of the form:
[tex]
f(t)=1+t^p
[/tex]
then numerical optimisation puts [tex]p=1.2848\cdots[/tex] at which point the target is [tex]0.6327\cdots[/tex].
Is it possible to solve this problem without restricting to a particular solution form?
Thanks in advance,
Tom