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Optimizing a function with a list as a parameter

• To: mathgroup at smc.vnet.net
• Subject: [mg103081] Optimizing a function with a list as a parameter
• From: Mike Miller <michael.g.miller at gmail.com>
• Date: Mon, 7 Sep 2009 02:36:10 -0400 (EDT)

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?

Thanks,
Mike

• Follow-Ups:
  • Re: Optimizing a function with a list as a parameter
    • From: Leonid Shifrin <lshifr@gmail.com>