I'm trying to solve the following problem:
Minimize[{NProbability[(1 - 2 g)*y + g^.5 + s <
x, {x, y} \[Distributed] UniformDistribution[{{0, 1}, {0, 1}}]], 0 < g < 1 && 0 < s < 1}, {g, s}]
This code gives an error message from NIntegrate (NIntegrate::izero
)
Any ideas why the error message? How can I solve the problem? If I run a contour plot of the objective over the constrained area I get something that looks well behaved:
ContourPlot[NProbability[(1 - 2 g)*y + g^.5 + s < x, {x, y} \[Distributed] UniformDistribution[{{0, 1}, {0, 1}}]], {g, 0, 1}, {s, 0, 1}]