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| Titel: |
AN APPLICATION OF THE FRANK-WOLFE ALGORITHM AT MAXIMUM LIKELIHOOD ESTIMATION PROBLEMS |
| Auteur: |
Ciprian Costin POPESCU Lia POPESCU |
| Verschenen in: |
Journal of applied quantitative methods |
| Paginering: | Jaargang 2 (2007) nr. 2 pagina's 221-225 |
| Jaar: |
2007 |
| Inhoud: |
This paper tackles the problem of maximum likelihood estimation [2] under various types of constraints (equalities and inequalities restrictions) on parameters. The initial model, which is in fact a maximization problem (here are a few methods available in literature for estimating the parameters: ERM (expectation-restricted-maximization) algorithms, GP (gradient projection) algorithms and so on) is change into a new problem, a minimization problem. This second form is suited to a variant of Frank-Wolfe method for solving linearly restricted nonlinear programming problems [5]. In this way, some difficulties from the previous approaches are removed. |
| Uitgever: |
Association for Development through Science and Education, Romania |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 1 van 7 gevonden artikelen
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