What optimisation method to use?

In summary, the problem is to find functions for H and W in terms of y0 and E that maximize the product HW, while satisfying the constraint HW/(y0 + H) < E. The preferred method should be fast, and for numeric solutions, W < Ey0/H + E is suggested. It is noted that for Ey0 <= 1, H approaches infinity, and for Ey0 > 1, W approaches infinity. There is a suggestion to compare the results for max W and max H under the constraint, and to use max H if Ey0 > 1, or if W and H are limited to values less than infinity in the real world. The question is whether this approach is correct.
  • #1
makc
65
0
for the problem:
- find H and W as functions of y0, E (having a method to solve for y0 = const, E=const is fine, too) such as product HW is max, under constraint: HW/(y0 + H) < E

if numeric, the method should be fast.

any suggestions?
 
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  • #2
...from my attempt at solution, I have W < Ey0/H + E versus W = (max)/H, so it looks like for Ey0 <= 1 I have H approaching infinity, and for > 1 I have W approaching infinity.

can someone verify this?

...EDIT now when I think about it more, it seems because of "W < ... + E" increasing H is always favoured, maybe not if we limit W and H to something less then infinity (in real world they are values no more than ~1000).
 
Last edited:
  • #3
so it looks like this:

- if Ey0 > 1 compare results for max W versus max H under our constraint,
- otherwise use max H

am I right or what?
 

Related to What optimisation method to use?

1. What is an optimization method?

An optimization method is a mathematical technique used to find the best solution to a problem. It involves finding the maximum or minimum value of a function by systematically adjusting its input variables.

2. How do I choose the right optimization method?

The choice of optimization method depends on the nature of the problem and the variables involved. Some commonly used methods include gradient descent, genetic algorithms, and simulated annealing. It is important to understand the problem and the strengths and weaknesses of each method before deciding which one to use.

3. What factors should be considered when selecting an optimization method?

There are several factors to consider when choosing an optimization method, such as the complexity of the problem, the size of the dataset, the number of variables, and the desired level of accuracy. It is also important to consider the computational resources and time constraints.

4. Can different optimization methods be combined?

Yes, it is possible to combine different optimization methods to improve the overall performance. This approach is often used in complex problems where a single method may not be sufficient. For example, a genetic algorithm can be combined with gradient descent to achieve better results.

5. How do I know if an optimization method is working effectively?

The effectiveness of an optimization method can be evaluated by monitoring the convergence of the solution to the optimal value. This can be done by tracking the changes in the objective function value over iterations. Additionally, comparing the performance of different methods on the same problem can also provide insights into their effectiveness.

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