[ADMB Users] Are parameters scaled for optimization.

dave fournier davef at otter-rsch.com
Fri Jan 3 14:53:23 PST 2014


OK, I added scaling for df1b2_init_bounded_vectors (init_bounded_vector 
in RE models).

    as well as unbounded vectors.

This appeared to only need a few changes in the file df1b2f15.cpp 
(attached).

However I'm not sure what

   > Re: [ADMB Users] Are parameters scaled for optimization.

means.  First time around I interpreted it as the ability to scale 
independent variables so that the optimization
runs better and so that the condition number of the problem is smaller.

However more literally it seems to mean that the parameters scale 
themselves in some fashion which is not the case.

there is a test file test.tpl to test the changes.
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DATA_SECTION
PARAMETER_SECTION
  init_vector x(1,2)
 !! x.set_scalefactor(100.);
  init_bounded_vector y(1,2,-5.0,5.0)
 !! y.set_scalefactor(50.);
  random_effects_vector u(1,2);
  objective_function_value f;
PROCEDURE_SECTION
  f=norm2(x-2.0)+norm2(u-1.0)+norm2(y-2.0)+norm2(x-u)+norm2(y-u);


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