/agingandhealth/People/Faculty/Varadhan.html
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
Sent: Monday, May 07, 2007 6:26 PM
To: R-help
Subject: Re: [R] Bad
]
[mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
Sent: Monday, May 07, 2007 6:26 PM
To: R-help
Subject: Re: [R] Bad optimization solution
On 5/7/07, Paul Smith [EMAIL PROTECTED] wrote:
I think the problem is the starting point. I do not remember the
details
of the BFGS
analytic powers!
Ravi.
- Original Message -
From: Paul Smith [EMAIL PROTECTED]
Date: Tuesday, May 8, 2007 4:33 am
Subject: Re: [R] Bad optimization solution
To: R-help r-help@stat.math.ethz.ch
It seems that there is here a problem of reliability, as one never
knows whether the solution
Paul,
You have picked a function that is not smoothly differentiable and also started
at one of many 'stationary' points in a system with multiple solutions. In
practice, I think it'll get a zero gradient as the algorithm does things
numerically and you have a symmetric function. It probably
for your function is singular, it has eigenvalues of 0
and 2. In short, there is no substitute to using your analytic powers!
Ravi.
- Original Message -
From: Paul Smith [EMAIL PROTECTED]
Date: Tuesday, May 8, 2007 4:33 am
Subject: Re: [R] Bad optimization solution
To: R-help r-help
Paul,
I think the problem is the starting point. I do not remember the details
of the BFGS method, but I am almost sure the (.5, .5) starting point is
suspect, since the abs function is not differentiable at 0. If you perturb
the starting point even slightly you will have no problem.
Andy
On 5/7/07, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote:
I think the problem is the starting point. I do not remember the details
of the BFGS method, but I am almost sure the (.5, .5) starting point is
suspect, since the abs function is not differentiable at 0. If you perturb
the starting point
On 5/7/07, Paul Smith [EMAIL PROTECTED] wrote:
I think the problem is the starting point. I do not remember the details
of the BFGS method, but I am almost sure the (.5, .5) starting point is
suspect, since the abs function is not differentiable at 0. If you perturb
the starting point
Paul Smith said the following on 5/7/2007 3:25 PM:
On 5/7/07, Paul Smith [EMAIL PROTECTED] wrote:
I think the problem is the starting point. I do not remember the details
of the BFGS method, but I am almost sure the (.5, .5) starting point is
suspect, since the abs function is not
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Paul Smith
Sent: Monday, May 07, 2007 6:26 PM
To: R-help
Subject: Re: [R] Bad optimization solution
On 5/7/07, Paul Smith [EMAIL PROTECTED] wrote:
I think the problem is the starting point. I do
G'day Paul,
On Mon, 7 May 2007 22:30:32 +0100
Paul Smith [EMAIL PROTECTED] wrote:
I am trying to perform the below optimization problem, but getting
(0.5,0.5) as optimal solution, which is wrong;
Why?
As far as I can tell you are trying to minimize |x1-x2| where x1 and x2
are between 0 and
G'day Paul,
On Mon, 7 May 2007 23:25:52 +0100
Paul Smith [EMAIL PROTECTED] wrote:
[...]
Furthermore, X^2 is everywhere differentiable and notwithstanding the
reported problem occurs with
myfunc - function(x) {
x1 - x[1]
x2 - x[2]
(x1-x2)^2
}
Same argument as with abs(x1-x2)
G'day all,
On Tue, 8 May 2007 12:10:25 +0800
Berwin A Turlach [EMAIL PROTECTED] wrote:
I am trying to perform the below optimization problem, but getting
(0.5,0.5) as optimal solution, which is wrong;
Why?
As far as I can tell you are trying to minimize |x1-x2|
It was pointed out to
13 matches
Mail list logo
