What does monotonicity mean here, for a multivariate expression? Thanks,
-- Raul On Wed, Apr 5, 2023 at 6:44 AM Elijah Stone <[email protected]> wrote: > > I know not the first thing about linear programming or numerical optimisation, > but I have a problem which I think is related; can anyone point me in the > right direction? > > I have a set of variables x y... (usually not more than two, though there > might be in some cases), and an oracle which can tell, given a value for each > variable, whether the result is 'good'. The goal is to construct a model for > the oracle. > > The oracle is reasonably nice: it is continuous and monotonic, but slightly > noisy; it might end up being locally non-monotonic, but the model should still > be monotonic. > > I expect the oracle can generally be modeled by a simple equation like: 0 < a > + (b*x) + (c*y)--then the goal is to find values for a, b, and c;--or possibly > the second-order equivalent of the same; or possibly a piecewise composition > of such equations. The model should be fast to evaluate, so it shouldn't have > any more terms than are necessary to construct a reasonable approximation. > > Any pointers? > > -E > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
