The best method for a many many variable optimization problem?by luxxio Tags: maximum likelihood, optimization 

#1
Mar2211, 10:19 AM

P: 44

I need to optimize a maximum likelihood function with many many variables (~10^2 variables). what is the faster method?
thanx 



#2
Mar2311, 02:27 PM

P: 1

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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