[ADMB Users] Are parameters scaled for optimization.
mmaunder at iattc.org
Fri Jan 3 18:53:18 PST 2014
I was meaning does ADMB automatically scale the parameters internally to improve optimization. Based on what someone told me is that they are scaled between 0 and 1 with respect to the lower and upper bounds.
> On Jan 3, 2014, at 5:56 PM, "dave fournier" <davef at otter-rsch.com> wrote:
> 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.
More information about the Users