Question: Maximize w = (1x1 + (2x2 + ( ( ( + (nxn, all (i > 0, subject to x12 + x22 + ( ( (

Maximize w = (1x1 + (2x2 + ( ( ( + (nxn, all (i > 0, subject to x12 + x22 + ( ( ( + xn2 = 1.

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