The paper deals with the simple but important problem of maximizing a (nonconvex) quadratic function on the unit simplex. This program is directly related to the concept of evolutionarily stable strategies (ESS) in biology. We discuss this relation and study optimality conditions, stability and generic properties of the problem. We also consider a vector iteration algorithm to compute (local) maximizers. We compare the maximization on the unit simplex with the easier problem of the maximization of a quadratic function on the unit ball.
|Place of Publication||Enschede|
|Publisher||University of Twente|
|Number of pages||12|
|Publication status||Published - Feb 2014|
|Publisher||University of Twente, Department of Applied Mathematics|