Curious about how to solve this optimization problem, anyone has some thoughts about this? $$ \inf_{\epsilon \geq 0} \{\epsilon + \frac{r\sqrt{2B}}{n}\}$$ $$B \leq C\epsilon^{-1/\alpha}$$
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What variables are you optimising over? – copper.hat Feb 24 '19 at 05:47
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@copper.hat over $$\epsilon$$ – rifle123 Feb 24 '19 at 07:17
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$B \le C \epsilon^{- {1 \over \alpha}} $ is equivalent to $\epsilon \le ({C \over B})^\alpha$. Hence the answer is ${r \sqrt{2B} \over n}$. – copper.hat Feb 24 '19 at 19:53