Optimization under Nonlinear Constraints

Leif Jansson and Erik Mellander
Additional contact information
Leif Jansson: The Ministry of Economic Affairs
Erik Mellander: Research Institute of Industrial Economics (IFN)

No 70, Working Paper Series from Research Institute of Industrial Economics

Abstract: 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.

Keywords: Maximum likelihood; Multipel parameters; Nonlinear constraint (search for similar items in EconPapers)
JEL-codes: C10 (search for similar items in EconPapers)
Pages: 11 pages
Date: 1982-10
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.ifn.se/wfiles/wp/wp070.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hhs:iuiwop:0070

Access Statistics for this paper

More papers in Working Paper Series from Research Institute of Industrial Economics Research Institute of Industrial Economics, Box 55665, SE-102 15 Stockholm, Sweden. Contact information at EDIRC.
Bibliographic data for series maintained by Elisabeth Gustafsson ().