I need to minimize a function, but it takes a long time. So I don't know if it's normal or if there's something wrong with my model.
u=(y0-μ)/(σ+r);
v=(y0-μ)/(σ-r);
a=PDF[NormalDistribution[μ,σ],u];
b=PDF[NormalDistribution[μ,σ],v];
q=CDF[NormalDistribution[μ,σ],u]-CDF[NormalDistribution[μ,σ],v];
c=μ+σ/q(b-a);
d=σ^2(1+1/q(v*b-u*a)-1/q^2(b-a)^2);
L=k((c-y0)^2+d^2);
γ=1-∫(y0-rσ)^(y0+rσn)(1/q)(1/(√2π σ) e^(((-1)/2)(yn-μ)^2/σ^2 ) dyn
γe=(1-γ)*m1+γ*(1-m2)
Cr=(ICr*(1-γ)*m1)/(1-γe)
Ca=(ICa*γ*m2)/(1-γe )
TC=L+(1-q)SC+Ca+Cr+Exp[1-Abs[1-μ/y0]]MC+(Exp[(σ1-σ)/(σ1-σ2)]-1)DC;
n=D[TC,{{σ,μ}}];
Solve[n==0,{σ,μ}]
The model is so complicated, so I will attach the wolfram mathematica file and related paper.
Thank you
TC
. Look intoNMinimize
. The paper says the authors solved this in Mathematica. Have you tried writing them? $\endgroup$ – Chris K Apr 23 '19 at 11:20RealAbs[]
, use branch with $\mu <20$. 3) Do not useSolve[]
, useFindRoot[n == {0, 0}, {{\[Sigma], 2.9}, {\[Mu], 6.8}}]
.4) The functionTC
may not have local extremum. Therefore it is necessary to useNMinimize
. $\endgroup$ – Alex Trounev Apr 23 '19 at 12:43