Numerical algorithms for constrained maximum likelihood estimation

DOI10.1017/S1446181100013171MaRDI QIDQ4461779zbMATH OpenOpenAlexFDO

Authors Zhengfeng Li, Tania Prvan, Michael R. Osborne

Publication date 18 May 2004

Published in The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1446181100013171

zbMATH Keywords

constrained maximum likelihood estimation problemMLESOLSQP-type algorithm

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Methods of successive quadratic programming type (90C55)

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Cites work

• A Global Convergence Theory for the Celis–Dennis–Tapia Trust-Region Algorithm for Constrained Optimization
• An Adaptive Nonlinear Least-Squares Algorithm
• Estimating Nonlinear Models by Maximum Likelihood for the Exponential Family
• Exploiting additional structure in equality constrained optimization by structured SQP secant algorithms
• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• Local and Superlinear Convergence for Partially Known Quasi-Newton Methods
• Maximum Likelihood Estimation of Probabilistic Choice Models
• On Secant Updates for Use in General Constrained Optimization
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization

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(7)

• Constrained maximum likelihood
• Multidimensional calibration of crude oil and refined products via semidefinite programming techniques
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• A bivariate Sarmanov regression model for count data with generalised Poisson marginals
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