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Operations research, linear programming, control theory, systems theory, optimal control, game theory
3
votes
3
answers
790
views
An Optimization problem
The following unusual optimization problem came up and I don't know where to begin:
Maximize over the real variables $x_1, \dots, x_n$ the sum
$$
S = \sum_{r = 1}^n \frac{1}{x_1 + \dots + x_r}
$$
sub …
1
vote
2
answers
170
views
Bound on expression from probability distributions
I came across this issue while trying to combine multiple probability distributions into a single distribution which approximates them all simultaneously. This boils down to maximizing this expression …