Jacques Gélinas on Mon, 11 Jun 2018 16:10:15 +0200 |
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RE: Maximum of a rational function of many variables in the unit cube |
Thanks for the suggestions, including forvec() and Lagrange multipliers. It turns out that I can find the maximum in the unit hypercube for these special expressions by eliminating one variable at a time. If 0<a<1, 0<b<1, and 0<c<1,
then
a/3 = 1/3 - (1-a)/3 < 1/3
1/2 * (1-a*b/5) / (1-a/3) = -1/2*[a*b/(1-a/3) + 3/2(1-2/(3-a)] + 3/4 < 3/4
f2(a,b,c) = 4/5 - [ ..... ] < 4/5
GP is essential here to check the algebra.
Jacques Gélinas |