Optimization under non-linear constraints |
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Authors: | Leif Jansson Erik Mellander |
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Institution: | The Ministry of Economic Affairs, 103 33 Stockholm, Sweden;The Industrial Institute for Economic and Social Research, 114 53 Stockholm, Sweden |
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Abstract: | In this paper a time saving method is proposed for maximising likelihood functions when the parameter space is subject to non-linear constraints, expressable as second order polynomials. The suggested approach is especially attractive when dealing with systems with many parameters. |
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