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05/31/10 6:24pm


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!

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