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Optimization problem


From: Avinoam
Subject: Optimization problem
Date: Thu, 20 Apr 2017 21:45:09 -0700 (PDT)

Hi,

Given a real matrix, size N X N, I want to find set of n<N indices
1 < i_1 < i_2 < ... < i_n < N

such that M(1, i_1) + M(i_1, i_2) + ... + N(i_n, N) is maximal.

How do I do it in Octave?

Thanks, 

Avinoam




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