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Topic: optimization problem
Replies: 4   Last Post: Dec 13, 2012 11:33 PM

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Ben

Posts: 7
Registered: 8/25/12
optimization problem
Posted: Dec 10, 2012 12:12 PM
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Hi, folks,

I am working on an optimization problem, maximum likelihood estimation. It is a complicated function. The message keep saying "user objective function returns complex; trying a new point". I do have a log(det(A)) in the log likelihood function. I guess that might be a problem. But I don't figure out how to improve this. My second question is the the "first order optimality" is huge, more than 1e3 or 1e4. Should I try more initial values or something else is wrong? Thanks.



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