Equivalence of saddle-points and optima for non-concave programmes
نویسندگان
چکیده
منابع مشابه
Saddle Points
To compute the maximum likelihood estimates the log-likelihood function L is maximized with respect to all model parameters. To check that the maximization has been achieved two things have to be satisfied: 1. The vector of first derivatives with respect to the model parameter L′ should be equal to 0. 2. The negative of the matrix of the second derivatives −L′′ should be a positive definite mat...
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ژورنال
عنوان ژورنال: Advances in Applied Mathematics
سال: 1984
ISSN: 0196-8858
DOI: 10.1016/0196-8858(84)90015-0