[ADMB Users] NLS example Really bad starting values
dave fournier
davef at otter-rsch.com
Sat Feb 23 08:19:41 PST 2013
There is so much noise about good and bad starting values for this example
that I thought I would try ADMB with really bad starting values, say
(1000,1000,1000,1000)
It easily converges to the correct value. So it appears all the noise
about starting values
was really about bad software.
It would be nice to work up the other examples. Maybe it will do itself.
dave at shithead ~ $ ./nlstest -iprint 200 -crit 1.e-10 -maxfn 2000
cmpdiff.tmp
Initial statistics: 4 variables; iteration 0; function evaluation 0; phase 1
Function value 1.5414908e+06; maximum gradient component mag 3.0839e+03
Var Value Gradient |Var Value Gradient |Var Value Gradient
1 1000.000 3.08391e+03 | 2 1000.000 3.07639e+03 | 3 1000.000
-1.96666e+03
4 1000.000 -1.11169e+03 |
Intermediate statistics: 4 variables; iteration 200; function evaluation
261; phase 1
Function value 1.7632404e-03; maximum gradient component mag -1.6493e-01
Var Value Gradient |Var Value Gradient |Var Value Gradient
1 0.02115 -1.64932e-01 | 2 3171.925 -1.10090e-06 | 3 287.7796
7.73631e-06
4 121.3562 1.07607e-05 |
4 variables; iteration 400; function evaluation 529; phase 1
Function value 9.4393223e-04; maximum gradient component mag -2.2130e-02
Var Value Gradient |Var Value Gradient |Var Value Gradient
1 0.00164 -2.21304e-02 | 2 1465.606 -2.42582e-08 | 3 7.37513
2.51702e-06
4 4.97857 2.43657e-06 |
4 variables; iteration 600; function evaluation 789; phase 1
Function value 9.4194729e-04; maximum gradient component mag -3.8763e-03
Var Value Gradient |Var Value Gradient |Var Value Gradient
1 0.00614 -3.87629e-03 | 2 381.7429 -5.48863e-08 | 3 7.17742
1.60209e-06
4 4.85359 1.55681e-06 |
4 variables; iteration 800; function evaluation 1048; phase 1
Function value 8.9388331e-04; maximum gradient component mag -9.9181e-03
Var Value Gradient |Var Value Gradient |Var Value Gradient
1 0.07519 -9.91808e-03 | 2 18.40742 -3.42472e-05 | 3 4.12940
7.05283e-05
4 2.93613 9.89697e-05 |
ic > imax in fminim is answer attained ?
Var Value Gradient |Var Value Gradient |Var Value Gradient
1 0.19281 7.12727e-10 | 2 0.19128 -1.60142e-10 | 3 0.12306
4.12968e-11
4 0.13606 3.75012e-10 |
Function minimizer not making progress ... is minimum attained?
Minimprove criterion = 0.0000e+00
- final statistics:
4 variables; iteration 850; function evaluation 1142
Function value 3.0751e-04; maximum gradient component mag 7.1273e-10
Exit code = 1; converg criter 1.0000e-10
Var Value Gradient |Var Value Gradient |Var Value Gradient
1 0.19281 7.12727e-10 | 2 0.19128 -1.60142e-10 | 3 0.12306
4.12968e-11
4 0.13606 3.75012e-10 |
Estimating row 1 out of 4 for hessian
Estimating row 2 out of 4 for hessian
Estimating row 3 out of 4 for hessian
Estimating row 4 out of 4 for hessian
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