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senjuti
Posts:
3
From:
US
Registered:
1/24/10


How to solve this optimization problem?
Posted:
Jan 24, 2010 12:12 PM


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 + (1ai)(1Pij)]]
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



