Can anyone point me to a tool (preferably in python or c++) to solve an optimization problem where in the objective has power fractions such as :
Maximize x1^0.2 + x2^ 0.3 + x3^0.4
Thanks
Can anyone point me to a tool (preferably in python or c++) to solve an optimization problem where in the objective has power fractions such as :
Maximize x1^0.2 + x2^ 0.3 + x3^0.4
Thanks
I think this should be possible in python with scipy.optimize Since it allows fractional exponentiation
4**0.5 = 2
4**0.2 = 1.3195079
and the objective function is defined as a plain python function.