[ADMB Users] Values greater than 1.e+307 in ADMB?

[Steve Martell]

Can you rescale the problem?

On May 16, 2014, at 1:14 AM, Louis du Buisson <louis.dubuisson at ird.fr> wrote:

> Dear ADMB users,
>
> Does anybody know how to deal with values greater than 1.e+307 in ADMB?
> This might seem strange, but let me explain briefly:
> I am trying to fit a relatively complex model that consists of numerous equations before reaching the final objective function. One of these equations predicts a ‘biomass’ with depth profile at a specific location and time (This is not really biomass and is unitless - call it eqn1.). This is then standardised by dividing biomass at depth by the total biomass of the profile of the water column to give a relative profile (eqn2.). There are a few more steps after this, but the objective function compares this profile (eqn2.) vs the observed data (also standardised).
>
> The problem is that eqn1. is an exponential equation that results in values greater than 1.e+307, which become Inf in ADMB, in some of the iterations. This has a knock on effect that throws the objective function out, and the final stats for the parameters estimated give -1.#IND and 1.#QNB. I get no warning message usually at the end of running the model and I get estimates for the parameters, but the stats around the parameter estimates are as mentioned.
>
> I have tried numerous approaches to get around the problem:
> 1. I tested the problem in matlab. I identified the parameters that seem to be causing the trouble in eqn1. by pushing it over Inf. I estimate these parameters using a logit approach because they can only be between 0 and 1, and therefore I used the logit approach to soften the bounds. Before the hard 0 and 1 bounds or anywhere in between this caused problems. Therefore, I need to keep the bounds as open as possible and can’t constrain these further.
> 2. Adding penalties to prevent the values of eqn 1. going near Inf. This does not work.
> 3. Mathematically solving the problem: This does not work. I have tried numerous approaches here, but the shape of the profile from eqn2. is changed every time. This shape cannot be changed.
>
> So, is there any way of telling ADMB to handle those large numbers without having to change anything else?
>
> Many thanks,
> Louis
>
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