I've got a problem with the function Maximize. I want to maximize a densitiyfunction of a multivariate normal distribution with 20 variables. The constraint is a equation which comprise the exponential function.
Now I want to know, how the function Maximize solves this problem. I guess it calls the function NMaximize, but if I call this function I get other results. So which optimization method does the function Maximize use?
Thanks a lot!