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I have this challenge and I am not a math guy. Can you recommend a software to solve this kind of problem?

Apologies upfront, I am not mathematically savvy (and English is my 2nd language) and for sure there could be better ways to explain this.

You have 4 variable numbers: W,X,Y,Z

You have a serie of these numbers with 100 (400 numbers total) of them: W1to100, X1to100,Y1to100, Z1to100

For each serie of numbers (Wn,Xn,Yn,Zn) you have a multiplier (A,B,C,D) affecting the whole serie

You need to compare the multiplied numbers among the others like in this example:

Example:

W1*A>X1*B = TRUE

X1*B>Y1*C = FALSE

Z1*D>W1*A = TRUE

Once this calculation is made for the "n" (100) cases of W,X,Y,Z and the probability of the result is calculated (For the example: Probability of obtaining "True, False, True" in the rest of the serie)

you need to optimize the multipliers (A,B,C,D) to obtain the best case in terms of probability.

Please provide your suggestions regarding what software can solve this kind of optimization problem. I tried Excel already, it works for the calculation but not for the optimization unless done manually for each case of A,B,C,D

Thanks!

danielci

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# Is there software to solve this problem?

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