Hi,

I would like to know if the following optimization problem has any application (or has been used to solve anything):

$\displaystyle

\begin{array}{*{20}{c}}

{{\text{maximize}}} & {J=\sum\limits_{j = 1}^n {{a_j}ln {p_j} } } & {} \\

{{\text{subject to}}} & {\sum\limits_{j = 1}^n {{p_j} = 1} } & {} \\

{} & {{p_i} \geqslant 0,} & {i = 1, \ldots ,n} \\

\end{array}

$

where $\displaystyle a_i $ is a positive constant for i=1,...,n

Thank you for your comments.