Message Boards Message Boards

GROUPS:

Find a maximum of the following function using Grid Search?

Posted 8 months ago
799 Views
|
3 Replies
|
0 Total Likes
|

enter image description here

I would like to find the maximum value and the optimal ma and md from the above two functions using GRID search. I have tried but it doesn't work. Do you have any ideas? Any different example of the function with the code would also be great.

f = Integrate[PDF[NormalDistribution[10*Subscript[m, d], 1*Subscript[m, d]], Subscript[c,i]] * (Subscript[m, d]*Subscript[c, i] - 10) * (1-CDF[NormalDistribution[10*Subscript[m, a], 2*Subscript[m, a]], Subscript[c, i]]), {Subscript[c, i], -Infinity, Infinity}]; 
g = Integrate[PDF[NormalDistribution[10*Subscript[m, a], 2*Subscript[m, a]], Subscript[c,i]] * (Subscript[m, a]*Subscript[c, i] - 10) * (1-CDF[NormalDistribution[10*Subscript[m, d], 1*Subscript[m, a]], Subscript[c, i]]), {Subscript[c, i], -Infinity, Infinity}];

NMaximize[f, {Subscript[m, d], Subscript[m, a]},Method -> {"RandomSearch"}];
NMaximize[g, {Subscript[m, d], Subscript[m, a]},Method -> {"RandomSearch"}];

The results show just f and g. It doesn't work for NMaximize. The screenshot is as follows:

enter image description here

3 Replies

It's not clear what you're trying to do, since you've got NSolve around something that doesn't look like an equation. Maybe you want NIntegrate instead NSolve around Integrate.

Posted 8 months ago

Thank you Frank, I just edited the equations to make it clear. Do you have any ideas?

Have you tested to see if the integrals work for numerical values of md and ma ?

Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Reply Preview
Attachments
Remove
or Discard

Group Abstract Group Abstract