Likelihood Maximization Using Web-Based Optimization Tools
Klaus Langohr, Guadalupe Gómez Melis · The American Statistician · 2005
This article proposes the use of optimization techniques and tools to maximize the likelihood if maximization cannot be easily accomplished with standard statistical software. In such situations, the use of the programming language AMPL with the freely available optimization solvers under the NEOS Server is an attractive alternative to algorithms developed for specific optimization problems in statistics. This article is meant to be a short tutorial introducing statisticians to these methods and tools. We provide an example to illustrate these methods. The necessary files for maximization are included in the Appendix so that the reader can carry out the optimization procedure described.