Need help to put condition in my optimization function

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Shailee Yagnik
Shailee Yagnik 2019-8-16
评论： Torsten 2019-8-26
Here is my code:
function T0=tw0Solve(t1,s1,s2,rho,P)
T0= fsolve(@(tw0) (exp(-s2.^2./2).*exp(tw0.*s2).*(1-qfunc((t1-s1-rho.*tw0+rho.*s2)./sqrt(1-rho.^2)))./(1-qfunc((t1-rho.*tw0)./sqrt(1-rho.^2))))-P,rand);
end
Where for a given t1 we are trying to find tw0 that minimizes the function T0. But for some initial value the qfunc((t1-s1-rho.*tw0+rho.*s2)./sqrt(1-rho.^2)) becomes =1 which starts to provide error in fsolve as i start to get 0/0 form. How can I put a condition in this that helps me do something like this while it searches for tw0 and encounters a 0/0 form .
if qfunc(t1,tw0) < -3
T0=()
else
T0=()
end

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Torsten
Torsten 2019-8-19
T0= fsolve(@(tw0) (exp(-s2.^2./2).*exp(tw0.*s2).*(1-qfunc((t1-s1-rho.*tw0+rho.*s2)./sqrt(1-rho.^2))))-P*(1-qfunc((t1-rho.*tw0)./sqrt(1-rho.^2))),rand);
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Shailee Yagnik
Shailee Yagnik 2019-8-23
No, it still gives errors for some initial value of two when the initial conditions(s1,s2,rho) changes. Is there a way to put restrictions on two while fsolve function searches for two?
Torsten
Torsten 2019-8-26
Plotting the function which produces problems in the relevant range for "two" might help to get a reasonable initial guess and to identify the cause of errors:
two = linspace(a,b,n);
ftwo = (exp(-s2.^2./2).*exp(tw0.*s2).*(1-qfunc((t1-s1-rho.*tw0+rho.*s2)./sqrt(1-rho.^2))))-P*(1-qfunc((t1-rho.*tw0)./sqrt(1-rho.^2)));
plot (two,ftwo)

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