My object function is
Sum[a*(|xi-mu|)^3 1(x>=mu)+b*(|xi-\mu|)^3 1(xi0,b>0 but a not equal b.
It is a not differentiable function at xi=\mu. How to estimate mu? Thanks in advance.
Hojjat Rakhshani
Dear Md Rezaul Karim,
You can use global optimization algorithms such as GA, DE or PSO that does not require for the optimization problem to be differentiable as is required by classic methods.
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