Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Math Topics » alt.algebra.help.independent

Topic: How to solve this optimization problem?
Replies: 0  

Advanced Search

Back to Topic List Back to Topic List  
senjuti

Posts: 3
From: US
Registered: 1/24/10
How to solve this optimization problem?
Posted: Jan 24, 2010 12:11 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hi,

I need to solve this multi variable optimization problem of the following form

Objective function:
Maximize
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.

thanks,
Senjuti



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.