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
Referens
Jansson, Leif och Erik Mellander (1982). ”Optimization under Nonlinear Constraints”. IFN Working Paper nr 70. Stockholm: Institutet för Näringslivsforskning.
Jansson, Leif och Erik Mellander (1982). ”Optimization under Nonlinear Constraints”. IFN Working Paper nr 70. Stockholm: Institutet för Näringslivsforskning.
Författare
Leif Jansson, Erik Mellander
