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Math Help - Which method to use to solve this optimization problem? Can someone please help?

  1. #1
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    Which method to use to solve this optimization problem? Can someone please help?

    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
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  2. #2
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    Feb 2010
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    hello
    in MATLAB software you can do this easily.
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