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
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