Optimization

Julia code: click here.

# Julia code
# See A4f.jl

Direct maximization over a pair of variables.

Multivariate maximizationMultivariate maximizationMultivariate maximizationMultivariate maximization

Multivariate maximization

Direct maximization over a single variable with other variables soved for analytically.

Univariate maximizationUnivariate maximizationUnivariate maximizationUnivariate maximization

Univariate maximization

Section ncalls time %tot avg alloc %tot avg
Monovariate VFI n_k=20 \(\theta\)_k=4 1 23.0s 56.9% 23.0s 1.66GiB 50.9% 1.66GiB
Multivariate VFI n_k=20 \(\theta\)_k=4 1 17.4s 43.1% 17.4s 1.60GiB 49.1% 1.60GiB