On Thu, May 27, 2010 at 09:59:48AM +0100, Gary wrote: > On 20 May 2010 07:05, Olaf Till <[email protected]> wrote: > > On Tue, May 18, 2010 at 01:09:07PM +0200, Olaf Till wrote: > >> dfdp does not cope well with the mentioned inaccuracy in bounds, I'll > >> try to fix that soon. It's probably also better to correct the > >> parameters to the bounds after each step, but only if no constraints > >> except bounds are specified. > > > > Both done. You might want to test the new version (in SVN). > > > > Olaf > > > > Thanks Olaf, > > Sorry for taking so long to get back to you - I've not had much time > to work on this recently. > > In my test run, the svn version (1.0.13) respects bounds for all calls > to the fitting function. In the same run with optim-1.0.12, the bounds > were violated and no further optimisation could be done. However, when > I worked around the violation of bounds by passing the absolute values > of the parameters to the external program, optimisation continued and > convergence was reached. This no longer happens in 1.0.13; when the > bound is set, the parameter remains at the bound value. > > I believe it's possible that this is an issue specific to my problem, > but I just wanted to let you know. > > I haven't tried scaling the parameters yet, but plan to do so. > > Gary >
Thank you for the information. But in the case this is really a bug, it is sad that you can't send me the "fit function" for verification. I cannot make changes merely "from hear-say". An erroneus "trapping" at bounds can be expected if bounds are simply enforced by cutting parameters back to bounds. But I would have thought that the projection algorithm is resistant to this phenomenon; this was also indicated by my own tests. I would not expect that a mere correction of inaccuracy at the bounds could lead to the above "trapping". An explanation for your results might be the existance of different local minima (or just regions with no appreciable improvement); one region at high (absolute) parameter values, another region (or minimum) at the bounds. Olaf ------------------------------------------------------------------------------ _______________________________________________ Octave-dev mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/octave-dev
