Fmincon - error using barrier

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Seongjong Kim 2020-4-21

评论： Ameer Hamza 2020-4-21

Hi all.

I would like get pmf's optimul value in entopy

I started simple test.

I changed pmf to pdf.

but it have some problem.

please, anyone help me?

clc;

clear all;

func = @(k)int_fun(k);

x0 = [0];

A = [];

b = [];

Aeq = [];

beq = [];

lb = [0];

ub = [1];

Q = fmincon(func,x0,A,b,Aeq,beq,lb,ub)

function [ F ] = int_fun(k)

fun = @(x) (-(k*dirac(x-1) + (1-k)*dirac(x+1)).*log(1./(k*dirac(x-1) + (1-k)*dirac(x+1))));

F=integral(fun,-inf,inf);

end

Ameer Hamza 2020-4-21

dirac() function gives infinity when its input is 1. It can cause issues in the function fun, making it impossible to integrate

fun = @(x) (-(k*dirac(x-1) + (1-k)*dirac(x+1)).*log(1./(k*dirac(x-1) + (1-k)*dirac(x+1))));

Can you show us the actual problem ad whar are you trying to optimize?

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