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Tagged with disciplined-convex-programming global-optimization
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Global optimizers handling minimization of an expression arising from the likelihood of a multivariate normal
I am interested in converting the following optimisation problem into a form that an exponential cone and/or SDP solver such as MOSEK can handle. This is a multivariate version of the question I ...
- 269
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Global optimizers handling minimization of expressions like $\log{v}+\frac{1}{v}$
Consider the simple problem of maximum likelihood estimation of the variance of a mean zero normal distribution. The expression to be minimised is:
$$N \log{v}+\frac{1}{v}\sum_{n=1}^N{b_n^2},$$
where $...
- 269