Quadratic maximization on the unit simplex: structure, stability, genericity and application in biology

Georg J. Still, F. Ahmed

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Abstract

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.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Number of pages12
Publication statusPublished - Feb 2014

Publication series

NameMemorandum
PublisherUniversity of Twente, Department of Applied Mathematics
No.2034
ISSN (Print)1874-4850
ISSN (Electronic)1874-4850

Keywords

  • IR-89540
  • EWI-24558
  • METIS-304016

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