A Center Cutting Plane Algorithm for a Likelihood Estimate Problem |
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Authors: | Fernanda Raupp Clóvis Gonzaga |
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Institution: | (1) National Laboratory for Scientific Computing, RJ, Brazil;(2) Federal University of Santa Catarina, Florianópolis, SC, Brazil |
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Abstract: | We describe a method for solving the maximum likelihood estimate problem of a mixing distribution, based on an interior cutting plane algorithm with cuts through analytic centers. From increasingly refined discretized statistical problem models we construct a sequence of inner non-linear problems and solve them approximately applying a primal-dual algorithm to the dual formulation. Refining the statistical problem is equivalent to adding cuts to the inner problems. |
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Keywords: | maximum likelihood estimation cutting planes analytic center |
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