How do I maximize a function in Mathematica which takes in a variable length list as input?

Posted by Mike on Stack Overflow See other posts from Stack Overflow or by Mike
Published on 2009-09-07T20:00:51Z Indexed on 2010/04/23 13:13 UTC
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I have a time-series like function which gives an output based on a list of real numbers(i.e. you can run the function on a list of 1,2,3,... real numbers). The issue I'm encountering is how to maximize the function for a given list length(subject to a set of constraints). I could fix the function to a fixed number of real numbers(i.e. f [x_Real, y_Real] instead of f[x_List]) and treat x and y as the first two elements of the list, and call Maximize on the function, but this is not really elegant. I want to be able to easily change the number of elements in the list.

What is the best way to optimize a function like I described, which takes a list as an argument, for a fixed list length?

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