I`m trying to solve a maximization problem: <munder> <mo movablelimits="true" form="pref

Patatiniuh 2022-07-10 Answered
I`m trying to solve a maximization problem:
max p w ln ( i = 1 I p i a i ) i = 1 I p i d i ,
where p i { 0 , 1 } is binary variable and i = 1 I p i = 1. I need to find optimal p i , where
p = arg max p w ln ( i = 1 I p i a i ) i = 1 I p i d i
Is there any way to obtain the closed-form of p i as the function of w, a i , and d i ?
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Answers (1)

Giovanna Erickson
Answered 2022-07-11 Author has 14 answers
It is just p i = [ i = i ], where i = arg max i ( w ln a i d i ). The square brackets here are Iverson notation.
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