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