The best method for a many many variable optimization problem?


by luxxio
Tags: maximum likelihood, optimization
luxxio
luxxio is offline
#1
Mar22-11, 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
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king2048
king2048 is offline
#2
Mar23-11, 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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