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| bio | website | |
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| visits | member for | 6 months |
| seen | Feb 10 at 14:08 | |
| stats | profile views | 1 |
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Feb 10 |
comment |
Optimal distribution with moment conditions E.g., if $m_{n-1}=0.45$ and $m_n=0.45$ then the second point is close to $x=0.7$. Matlab code: N = 101; x = linspace(0,1,N); n = 5; x0 = zeros(1,N); x0(end) = .67; x0(round(0.65*N):round(0.75*N)) = .03; Aeq = [ones(1,N); L.^(n-1); L.^n];beq = [1; 0.45; 0.4];A = -eye(N);b = zeros(N,1); [x_opt f_val] = fmincon(@(p) -sum(p.*(exp(x)-sum((ones(n,1)*x).^((0:n-1)'*ones(1,N))./([1 cumprod(1:n-1)]'*ones(1,N))))),x0,A,b,Aeq,beq,zeros(1,N),[],[],optimset('Algorithm','sqp','MaxFunEvals',100000,'MaxIter',1000,'TolX',1e-32,'TolFun',1e-32)); plot(x_opt) |
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Feb 9 |
asked | Optimal distribution with moment conditions |
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Nov 26 |
awarded | Supporter |
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Nov 26 |
awarded | Editor |
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Nov 26 |
comment |
surface unit sphere @joriki: The norm bars are improved now. |
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Nov 26 |
revised |
surface unit sphere minor change: I improved the spacing of the norm bars |
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Nov 26 |
awarded | Student |
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Nov 26 |
asked | surface unit sphere |
