Thanks for your help. I got deoptim to work with my minimization problem.
I run J7 on a Mac. Are *.dll files supported on a Mac? Know almost nothing about getting a ddl to work with J. Thanks again for your help. On Sat, Sep 8, 2012 at 7:19 AM, Ric Sherlock <tikk...@gmail.com> wrote: > On Sep 7, 2012 10:28 PM, "Piet de Jong" <pietd...@gmail.com> wrote: >> >> Thanks for all the help. This has got me going just fine (at least for > now) > Good to hear. > >> lgbfgs used to work find for me under J6. So I miss it under J7. >> Advantage was that it had derivatives and Hessians which are >> important for likelihood calculations in statistical problems. > > Have you tried running it on J7? You can down load it here > http://www.jsoftware.com/wsvn/addons/trunk/math/lbfgs/ > It may not take much, if anything, to get it running. Once running it can > be released for J7. > >> One comment re deoptim. Why not define it as an adverb? > I agree that an adverb seems like a natural fit but from memory (I wrote it > 3 years ago and haven't used it recently) I had problems with the addon and > the "problem" being in separate locales. Adverbs behave differently to > verbs in that situation. > >> >> On Fri, Sep 7, 2012 at 7:31 PM, Ric Sherlock <tikk...@gmail.com> wrote: >> > By the way, if you use getDEoptim instead of deoptim the output is as >> > a table with labels in the first column and maybe easier to interpret >> > i.e. >> > getDEoptim 'ssq_base_'; _3 3 >> > >> > On Fri, Sep 7, 2012 at 8:43 PM, Ric Sherlock <tikk...@gmail.com> wrote: >> >> Yes Mike has got you going. If you haven't already I'd recommend >> >> looking through the test script which I've fixed the link to on the >> >> wiki page for the addon. It has some simple examples there. >> >> >> >> http://www.jsoftware.com/jwiki/Addons/math/deoptim >> >> >> >> Glad to see that someone else has use for this. >> >> >> >> I suspect that the LBFGS routine just needs testing and updating for >> >> J7. I admit that I never got it going on J6 so am not sure what is >> >> required. >> >> >> >> On Fri, Sep 7, 2012 at 8:23 PM, Mike Day <mike_liz....@tiscali.co.uk> > wrote: >> >>> New to me but I've just had a look, in J602. >> >>> >> >>> As you said, there seem to be a number of issues: >> >>> 1) your provided function needs to return a scalar result. >> >>> (+/@*:) 2 3 >> >>> 4 9 >> >>> (+/@:*:) 2 3 >> >>> 13 >> >>> So ssq should be +/@:*: >> >>> >> >>> 2) The locale for deoptim starts as pdeoptim >> >>> One way round appears to be to do >> >>> deoptim 'ssq_base_';_3 3 >> >>> ====================== >> >>> Generation: 1 >> >>> Best Value: 0.5667 >> >>> Best Var set: >> >>> _0.2958 _0.6922 >> >>> ====================== >> >>> Generation: 50 >> >>> Best Value: 0.0000 >> >>> Best Var set: >> >>> 0.0000 0.0000 >> >>> ====================== >> >>> Generation: 100 >> >>> Best Value: 0.0000 >> >>> Best Var set: >> >>> 0.0000 0.0000 >> >>> +------------------------+-----------+---- >> >>> |1.06998e_15 _3.06813e_15|1.05583e_29|2020| >> >>> | | | | >> >>> ....... >> >>> >> >>> Perhaps that's enough to get you going. >> >>> >> >>> As for lbfgs, it's in my addons\math folder >> >>> under J602. but not under J701. Perhaps the >> >>> addons gurus can tell you why. >> >>> >> >>> Mike >> >>> >> >>> >> >>> On 07/09/2012 5:35 AM, Piet de Jong wrote: >> >>>> >> >>>> I 'm trying to use the "deoptim" math addon package. >> >>>> >> >>>> However can't figure it out. Tried the following trite example to >> >>>> understand how things work. >> >>>> >> >>>> >> >>>> NB. Minimize the sum of squares within the range _3 to 3 >> >>>> >> >>>> require 'math/deoptim' >> >>>> >> >>>> ssq=:+/@*: >> >>>> deoptim 'ssq';_3 3 >> >>>> >> >>>> This fails for a variety of reasons which I cannot seem to > grasp/fix up. >> >>>> >> >>>> Can anyone help? Once I can figure out a simple example like this I >> >>>> think I will be able to >> >>>> implement it on non trite examples. >> >>>> >> >>>> Also what has happened to the LBFGS minimization routine? >> >>>> > ---------------------------------------------------------------------- >> >>>> For information about J forums see > http://www.jsoftware.com/forums.htm >> >>>> >> >>> >> >>> ---------------------------------------------------------------------- >> >>> For information about J forums see http://www.jsoftware.com/forums.htm >> > ---------------------------------------------------------------------- >> > For information about J forums see http://www.jsoftware.com/forums.htm >> >> >> >> -- >> Piet de Jong >> -------------------------------------------------- >> View my current research at >> http://ssrn.com/author=619154 >> -------------------------------------------------- >> ---------------------------------------------------------------------- >> For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm -- Piet de Jong -------------------------------------------------- View my current research at http://ssrn.com/author=619154 -------------------------------------------------- ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
