I want to find a polynomial of specified degree $d$ defining the function $f:[0,1]\to[0,1]$ satisfying $f(0)=0,f(1)=1$ and $f$ is monotonically increasing over the interval. This seems like an easy enough task especially since there's the trivial solution $f(x)=x^d$, and although my code seems to work decently well for $d=2,3$, it takes around a minute on my machine to produce an answer for $d=4$ and it couldn't get anything in the time I set it running for $d=5$. I'm looking to test this for values of $d$ up to $10^3$ and find multiple instances for $f$, so this is certainly not going to work. What am I doing wrong and how can I make this efficient?

Here is my code:

deg = 4;
f[x_] := Sum[Subscript[c, k] x^k, {k, 1, deg}];
   f[1] == 1,
   ForAll[x, 0 <= x <= 1, f'[x] >= 0]
   }, Table[Subscript[c, i], {i, 1, deg}], Reals]
  • $\begingroup$ The space of these monotonic functions is quite large. Are there other considerations one might use to narrow the search space? $\endgroup$ – Daniel Lichtblau Jan 2 at 2:42
  • $\begingroup$ @DanielLichtblau Yes, for my applications I'm actually interested in such functions satisfying $\int_0^1xf(x)dx=K$ where $K$ is a fixed constant. (Note that not every value of $K$ works, a safe choice would be somewhere around $1/3$.) $\endgroup$ – YiFan Jan 2 at 2:45
  • $\begingroup$ If you are willing to restrict the polynomial to having positive coefficients, that will guarantee monotonicity. Then FindInstance, for example, can be used: In[50]:= d = 5; coeffs = Array[a, d + 1, 0]; integral = Integrate[x*coeffs.x^Range[0, d], {x, 0, 1}]; k = 1/3; FindInstance[Flatten@{integral == 1/3, Thread[0 <coeffs]}, coeffs] Out[54]= {{a[0] -> 1/48, a[1] -> 1/2, a[2] -> 1/3, a[3] -> 5/24, a[4] -> 1/8, a[5] -> 7/96}} $\endgroup$ – Daniel Lichtblau Jan 2 at 15:16

Try this


That finds a list of positive Real coefficients which sum to 1 and builds your polynomial from them. Thus it monotonically increases from 0 to 1.

Numerical accuracy may become an issue with degree 1000 so you may need to modify this to generate a list of positive exact rational coefficients which sum to 1 to avoid that problem. But the current form completes the calculations in a few seconds with deg=1000.

  • $\begingroup$ Thank you! Do you think it's possible to modify this idea to take into account a constraint of the form $\int_0^1xf(x)dx=K$ for a constant $K$? (Equivalently we would need $\sum a_n/(n+2)=K$ where $a_n$ are the coefficients, but I don't know how to take into account both this and $\sum a_n=1$.) $\endgroup$ – YiFan Jan 2 at 3:39
  • $\begingroup$ I do not see a way to find exactly K. If an approximation would do then deg=4;k=1/3;besterr=Infinity; Do[c=Join[{0.},Sort[RandomReal[{0,1},deg-1]],{1.}];d=Rest[c]-Most[c];v=Table[x^n,{n,1,deg}];poly=Dot[d,v];int=NIntegrate[x*poly,{x,0,1}];If[besterr>Abs[int-k], besterr=Abs[int-k];Print[besterr];bestpoly=poly],{100}]; bestpoly can try to find a polynomial close to your condition. Change the number of iterations if needed. I do not see how using any Mathematica minimization function would do better than this. $\endgroup$ – Bill Jan 2 at 4:17

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