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Question: Nested Maximization

Question:Nested Maximization

somestudent 20 Maple 2022
optimization maximize incomplete-question
July 11 2023
2

Hi,

I am working on an optimization problem, where i want to Maximize numerically a function (it is too complex to have a deriviatve) here a pseudo code:

Maximize(f(x,y,z), initialpoint = {x=1,y=1,z=1},iterationlimit = 9999);

Now i have a constraint on (x,y,z) where I want the maximum of another function be smaller than a threshold. Problem is, that the constraints function does not put it the corresponding x,y,z tupel and therefore the maximization regarding f does not come to a solution.

Maximize(f(x,y,z), {Maximize(g(x,y,z,f),{0<f<1})[1]<Thres},initialpoint = {x=1,y=1,z=1},iterationlimit = 9999);

Maybe you guys have an idea how to solve this.

Best

 
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