Method suggestion for maximizing a multi-linear function over standard simplex
- From: cpn53g <tracker1353@xxxxxxxx>
- Date: Fri, 30 May 2008 14:11:49 -0700 (PDT)
Hello:
I wonder if there is a method tailored for solving the following
problem:
max sum w_ijk..l * m_i *m_j *...* m_l
such that sum m_i=1 and all m_i and w_ijk...l are non-negative
numbers for 1=<i,j,k...,l=<N.
In other words, we are interested to maximize a multi-linear
polynomial of order L with positive coefficients over the standard
simplex in R^N.
Note that if this was minimization, then the problem would be a
geometric program obviously with a global minimum. However, the
problem in hand is maximization.
I appreciate your answer,
.
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