Unconstrained Optimization with combining likelihood
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Hi all, I'm a little frustrated about one situation. I am doing an optimization using fminunc. I have two likelihood function l1=f1(b,x1,tu), l3=f3(b,x3,tl), in which b is a common input and tu, tl are parameters to be estimated. If I do optimization based on each likelihood separately, I got stable results which means each time with random inputs of tu or tl returns almost identical estimations. However, If I combine these likelihood into one function l13=f13(b,x1,x3,tu,tl)=f1(b,x1,tu)+f3(b,x3,tl), the results for tu and tl are close but not identical to the previous results and the results differ each time with random inputs. Does anyone have encountered similar situation or know what is the cause? Thanks in advance.