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  • Oct 22, 2011, 09:31 AM
    realwinner
    What are the values of t1,t2,t3,t4, and t5 at the maximum of the following expression
    What are the values of t1,t2,t3,t4, and t5 at the maximum of the following expression, in terms of parameters a1,a2,a3,a4,a5, and a6?

    (t1+t3+t5)*(t1a1)*(t2a2)*(t3a3)*(t4a4)*(t5a5)*((1-t1-t2-t3-t4-t5)a6)



    The variables and parameters are subject to the following constraints:

    0 ≤ t1 ≤ 1
    0 ≤ t2 ≤ 1
    0 ≤ t3 ≤ 1
    0 ≤ t4 ≤ 1
    0 ≤ t5 ≤ 1
    0 ≤ t1 + t2 + t3 + t4 + t5 ≤ 1

    a1 > 0
    a2 > 0
    a3 > 0
    a4 > 0
    a5 > 0
    a6 > 0

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