[Developers] is it possible do with admb?

[Mollie Brooks]

Dear Andrea, 
I am not a sir, but I will attempt to help as I see your question went unanswered on the users list 3 days ago.

Your question is not very specific, so it is difficult to answer. It sounds like you are currently using Matlab to try to optimize your function, but Matlab is slow. Perhaps you are using automatic differentiation in Matlab? I don't know much about their version of automatic differentiation, but I hear it is less thoroughly developed than ADMB. If you aren't using automatic differentiation, then switching to ADMB should be faster and more robust because it uses a better algorithm for optimization.

I do not know of anyone who uses Matlab to talk to ADMB, but lots of people use R to talk to ADMB (see R package R2admb). The open source nature of R made this possible, so similar projects might not be happening in Matlab.

Mollie

Mollie Brooks
Ph.D. Candidate
NSF IGERT Fellow
Biology Department
University of Florida
mbrooks at ufl.edu
http://people.biology.ufl.edu/mbrooks




On 3 May 2012, at 8:10 AM, Andrea Pigato wrote:

> Dear Sirs,
> 
> I'm an Italian student of the Faculty of Statistics of Padua. I'm writing the final thesis for my master. The thesis is about optimization and I am working on it at a company. Our purpose is to maximize a Performance Index (PI) relative to a function. This function has a rather complicated structure (within the main function other functions are called that call other functions...). Now we are optimizing the PI running a Design of Experiment (DOE), but this solution it's slow and requires large computing resources because we have to analyze all possible combination of DOE. 
> We would like to know if there is a possible solution to speed up our optimization problem with your software like send to admb a smaller DOE and find anyway the best PI.
> We would like to know also if your software can talk with MatLab which is development environment in use at the company.
> 
> 
> Best regards
> 
> Andrea.
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