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Results tagged with global-optimization
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user 36383
3
votes
1
answer
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Maximize a sum of log of sum
For a matrix $c (m\times n)$ of non-negative constants, find values of $\lambda_1, \lambda_2, \ldots, \lambda_n$ that satisfy $\sum_{k=1}^n \lambda_k = 1$, $\lambda_k \ge 0 \, \forall k$ and maximize …
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