A Center Cutting Plane Algorithm for a Likelihood Estimate Problem

Fernanda M. P. Raupp and Clovis C. Gonzaga

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.

Technical Report 12/2000 LNCC - MCT - Brazil

Contact: fernanda@lncc.br and clovis@mtm.ufsc.br