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Questions - mathematical-optimization

How can I find MLE estimates for the parameters in the function below?

I have a new function given which I would like to estimate its parameters; a,b,alpha,vartheta using MLE. How do I make an estimation? EMHL<-function(a,b,alpha,vartheta) { (2*a*b*alpha*vartheta* ...
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Bakang

r

statistics

mathematical-optimization

mle

probability-distribution

Votes: 0

Answers: 1

Latest Answer

There are syntax errors in the function shown in the question so we used the one in the Note at the end. If that function is a density and you want to minimize the corresponding negative log likelihoo...
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G. Grothendieck

How to find root of a function accepting error on f(x) instead of x?

I have a function like e. g.: amountOfCalls = 0 def myFunc(x): global amountOfCalls amountOfCalls+=1 y = x ** 3 + x -5 return y and want to find the root of it (i. e.: find the value...
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1018307

python

scipy

mathematical-optimization

scipy-optimize

Votes: 0

Answers: 2

Latest Answer

You could use the scipy.optimize.root for achieving this as described here. You could use any of the mentioned methods on the above-mentioned link. I am choosing broyden1. In this method, you can set ...
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Muhammad Mohsin Khan

model.update performance in the model

I have a question about performance of the model.update in the gurobipy library. Let's say I have a list of objects which I want to add as a variable to the model, also I want to add a constraint to e...
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Ryszard Eggink

optimization

mathematical-optimization

gurobi

linear-optimization

Votes: 0

Answers: 2

Latest Answer

Yes, it's the usual way to add all the variables first. Note that the model.addVar() method already returns the variable which can directly be used without calling model.update(). Therefore, you don't...
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joni

Does Matlab&#39;s fmincon() do automatic gradient scaling?

I'm currently working with Matlab for a constrained nonlinear optimization problem where I supply analytic jacobians for both the objective and contraints. fmincon() is able to find a solution for thi...
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Bobbybobbobbo

matlab

optimization

mathematical-optimization

nonlinear-optimization

Votes: 0

Answers: 1

Latest Answer

In the documentation: ScaleProblem true causes the algorithm to normalize all constraints and the objective function. Disable by setting to the default false. For optimset, the values are 'obj-and-c...
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Adriaan

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