[ADMB Users] RE model passing by minimum objective value?

[Tom Wainwright]

This may be  a Friday-afternoon muddle-headed message about a well-known
phenomenon, but I'm puzzled by some behavior in the newton-raphson
iterations in RE models.

I'm implementing a non-linear state-space model, and noticed that the "f="
values scrolling by on the screen were sometimes lower than what was
showing up in my report files. It puzzled me enough to test a simple
example, and the same thing happens: The n-r process reports intermediate
f's that are lower than the final value. This may not be a big deal, but it
seems odd that it passes by fits that are "better" than that to which it
finally converges.

To demonstrate, I used the RE version of the simple.tpl model (ADMB-re
manual section 2.3). I've attached my version of the .tpl and the standard
output (simple.out), the .dat file is in the distribution.

When run, the standard output shows a minimum f of 20.07 (line 74 of
simple.out), but the final statistics show a value of 21.74 (line 116),
which is also the value in the .par file.

I'm guessing this is because both values are within the convergence
tolerances, so there's little difference in the result. But, its a bit
disconcerting to see lower values discarded along the way.

-- 

Tom Wainwright

Research Fisheries Biologist

Newport Research Station

Northwest Fisheries Science Center

National Oceanic and Atmospheric Administration

thomas.wainwright at noaa.gov

www.nwfsc.noaa.gov
<http://www.nwfsc.noaa.gov/research/divisions/fed/climatechange.cfm>
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The contents of this message are mine personally and do not
necessarily reflect any position of the Government or the
National Oceanic and Atmospheric Administration.
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