Scandinavian Working Papers in Economics

Working Paper Series,
Research Institute of Industrial Economics

No 70: Optimization under Nonlinear Constraints

Leif Jansson and Erik Mellander
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Leif Jansson: The Ministry of Economic Affairs
Erik Mellander: Research Institute of Industrial Economics (IFN)

Abstract: In this paper a timesaving method is proposed for maximizing likelihood functions when the parameter space is subject to nonlinear constraints, expressible as second order polynomials. The suggested approach is especially attractive when dealing with systems with many parameters.

Keywords: Maximum likelihood; Multipel parameters; Nonlinear constraint

JEL-codes: C10

11 pages, October 1982

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