[R] maximization help :

From: mingan yang <mingan_at_unm.edu>
Date: Tue 03 May 2005 - 13:16:28 EST

 Given a vector : pvec=(p1,p2,.... p J) with sum(pvec)=1, all the elements are non-negative, that is, they are probabilities

 a matrix A ( N* J ), with the elements alpha(ij) are 0 or 1

    I want to MAXIMIZE THE RESULT

      RESULT= product( i=1, to N [ sum ( alpha(ij)* pj , j =1,to J ) ] )

    thus, I need to get pvec. how should I do ?  

      for example             

    say, A= 0 1 0 0

                 1    1  0   0
                 1   0   0   0
                0   0   1   0
                1  0    0   1
               0   0    0   1

   that is A is a matrix 6* 4 thus pvec=(p1,p2,p3,p4)

    I want to get values of pvec such that , they can maximize

   p2 * ( p1 + p2 ) * p1 * p3 * (p1+p4) * p4  

  thanks



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue May 03 13:20:45 2005

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