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The best method for a many many variable optimization problem?

 
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Mar22-11, 10:19 AM   #1
 

The best method for a many many variable optimization problem?

I need to optimize a maximum likelihood function with many many variables (~10^2 variables). what is the faster method?
thanx
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Mar23-11, 02:27 PM   #2
 
It all depends on the function. Is it convex? Quadratic? And what sorts of constraints do you have? Equality? Inequality? Are they linear?
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maximum likelihood, optimization
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