How to maximize $\sum_{i=1}^N \log(1+a_i x_i^2) s.t. \sum_{i=1}^N x_i= 1,x_i \geq 0$? The objective function is non-convex. Is there any tutorial or solution about how to deal with such problem ? Thank you!
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1lagrange multipliers – fGDu94 Feb 18 '20 at 02:48
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Thanks! But I can not solve the equation as there are quadratic terms in each equation. – Kris Prokins Feb 18 '20 at 03:24