In this paper a timesaving method is proposed for maximizing likelihood functions when the parameter space is subject to nonlinear constraints, expressible as second order polynomials. The suggested approach is especially attractive when dealing with systems with many parameters.
Working Paper No. 70
Optimization under Nonlinear Constraints
Working Paper
Reference
Jansson, Leif and Erik Mellander (1982). “Optimization under Nonlinear Constraints”. IFN Working Paper No. 70. Stockholm: Research Institute of Industrial Economics (IFN).
Jansson, Leif and Erik Mellander (1982). “Optimization under Nonlinear Constraints”. IFN Working Paper No. 70. Stockholm: Research Institute of Industrial Economics (IFN).
Authors
Leif Jansson, Erik Mellander
