On Wed, 26 Feb 2014 21:18:01 -0500, Bruce A Johnson wrote:
On Feb 26, 2014, at 6:23 PM, Bruce A Johnson
wrote:
The NonLinearConjugateGradientOptimizer does a line search for a
zero in the gradient (see comment from source below), rather than a
search for a minimum of the function (the latter
On Feb 26, 2014, at 6:23 PM, Bruce A Johnson wrote:
> The NonLinearConjugateGradientOptimizer does a line search for a zero in the
> gradient (see comment from source below), rather than a search for a minimum
> of the function (the latter is what is used in Numerical Recipes and in the
> simp
The NonLinearConjugateGradientOptimizer does a line search for a zero in the
gradient (see comment from source below), rather than a search for a minimum of
the function (the latter is what is used in Numerical Recipes and in the simple
discussion on Wikipedia (
http://en.wikipedia.org/wiki/Non
I have added 4 more 'easy' cases from NIST's web site. I will check the test
in, omitting the @Test annotation.
On Fri, Sep 30, 2011 at 5:33 PM, Greg Sterijevski wrote:
> But they all fail... except for verifying that my objective is correct at
> the converged values.
>
> On Fri, Sep 30, 2011 at
But they all fail... except for verifying that my objective is correct at
the converged values.
On Fri, Sep 30, 2011 at 4:51 PM, Greg Sterijevski wrote:
> Hello All,
>
> I have been playing with the non linear optimizers in Commons for a few
> days now. The context in which I am working is Probit
On 9/30/11 2:51 PM, Greg Sterijevski wrote:
> Hello All,
>
> I have been playing with the non linear optimizers in Commons for a few days
> now. The context in which I am working is Probit/Logit/Tobit type limited
> dependent variables models. These are well known problems. I found a very
> well kn
Hello All,
I have been playing with the non linear optimizers in Commons for a few days
now. The context in which I am working is Probit/Logit/Tobit type limited
dependent variables models. These are well known problems. I found a very
well known example of a probit estimation (
http://support.sas
Will do. -Greg
On Thu, Sep 29, 2011 at 6:19 PM, Gilles Sadowski <
gil...@harfang.homelinux.org> wrote:
> Hello Greg.
>
> > I have done what you suggested and notice that it (the optimizer) takes
> > humongous steps in the search for an upper bound. I tried making the
> initial
> > step size small
Hello Greg.
> I have done what you suggested and notice that it (the optimizer) takes
> humongous steps in the search for an upper bound. I tried making the initial
> step size smaller, but to no avail.
Again, it might be most useful if you could factor a small unit test out of
your use-case, so
Gilles,
I have done what you suggested and notice that it (the optimizer) takes
humongous steps in the search for an upper bound. I tried making the initial
step size smaller, but to no avail.
The Powell optimizer flies very quickly to an optimum. Maybe there is some
misunderstanding in my usage
Hi.
>
> I am working on limited dependent variable regressions. I am testing part of
> a logit regression routine. As part of the estimation technique I am need to
> do some nonlinear optimization. Using the
> NonLinearConjugateGradientOptimizer, I submit my problem, but get the
> following excep
Hello All,
I am working on limited dependent variable regressions. I am testing part of
a logit regression routine. As part of the estimation technique I am need to
do some nonlinear optimization. Using the
NonLinearConjugateGradientOptimizer, I submit my problem, but get the
following exception:
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