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$$\begin{array}{ll} \text{maximize} & x'Ax\\ \text{subject to} & \sum_{i=1}^{n}x_i = 1\\ & x \in [0,1]^n\end{array}$$

where the objective is not concave. I want to write an iterative procedure to do this. Suggestions?

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    yeah concave, I mean it's not concave. How should I proceed?2012-12-07

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