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The best method for a many many variable optimization problem?

  1. Mar 22, 2011 #1
    I need to optimize a maximum likelihood function with many many variables (~10^2 variables). what is the faster method?
    thanx
     
  2. jcsd
  3. Mar 23, 2011 #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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