hello
in MATLAB software you can do this easily.
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