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Topic: How to solve this optimization problem?
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Posts: 3
From: US
Registered: 1/24/10
How to solve this optimization problem?
Posted: Jan 24, 2010 12:11 PM
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I need to solve this multi variable optimization problem of the following form

Objective function:
Sum(j=1...z)[Mult(i=..m)[ai*Pij + (1-ai)(1-Pij)]]

here (a1, a2,...,am) are m boolean variables, can have values only 0 or 1.

Can anyone please help?

I need to know which method can be used to solve this optimization. I will also have a set of constraints which I am not writing down there.
Finally, since this objective function seems to have a very high degree in m, which (numerical)approximation method could be used to solve such a function approximately?

Appreciate your help.


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