Question: wrapper procedure (again)

 resultsGO := GlobalOptimization[GlobalSolve](('OmegaRatio')(L, data, [seq(w[i], i = 1 .. 10)]), {add(w[i], i = 1 .. N) = 1}, seq(w[i] = 0 .. 1, i = 1 .. N), maximize)

http://www.maplesoft.com/applications/view.aspx?SID=140702

I would like to pass this expression through Direct Search. To do so I need to write a wrapper procedure. Data is a matrix. can you write wrapper procedure, say, F:
F:=proc( problem variables )
..........
end proc:

This procedure must return the objective value. The procedure parameters are only parameters that must be optimized.

rgds

 

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