Use for the maximized objective function, and adopt optimization constraints withThe feasible set is nonempty, since it contains . It is closed as an intersection of inverse images of closed sets under continuous functions. It lies in the disk of radius , so is bounded and therefore compact by the Heine-Borel theorem. The objective function is a polynomial, hence continuous. The extreme value theorem now guarantees a global maximizer exists.
Articles by others on the same topic
There are currently no matching articles.