Re: r25546 - /branches/est_par_error/target_functions/relax_disp.py -- September 02, 2014

I wonder if this is a problem in minfx.  Maybe try the Methods of
Multipliers algorithm instead of the log-barrier.  But the recently
added minfx log-barrier gradient and Hessian should not affect the
function value in any way, just the optimisation itself?!  This is
very bizarre!

Regards,

Edward



On 2 September 2014 14:20,  <tlinnet@xxxxxxxxxxxxx> wrote:

Author: tlinnet
Date: Tue Sep  2 14:20:04 2014
New Revision: 25546

URL: http://svn.gna.org/viewcvs/relax?rev=25546&view=rev
Log:
Added scaling to the Jacobian matrix.

But something is very weird with the function values.

Without constraints:
Quasi-Newton BFGS minimisation
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Line search:  Backtracking line search.

k: 0        xk: [     11.8464633,     5.383340723,     10.37739135]    fk: 
22.1840340996

Parameter values: [11.744468102051812, 5.3843668638102162, 
9.8277882468793187]
Function value:   19.089946986005284
Iterations:       8
Function calls:   57
Gradient calls:   9
Hessian calls:    0
Warning:          None

With constraints:
Logarithmic barrier function
~~~~~~~~~~~~~~~~~~~~~~~~~~~~
k: 0        xk: [     11.8464633,     5.383340723,     10.37739135]    fk: 
73094199769.8
Entering sub-algorithm.

        Quasi-Newton BFGS minimisation
        ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
        Line search:  Backtracking line search.

        k: 0        xk: [     11.8464633,     5.383340723,     10.37739135] 
   fk: 73094199769.8

        Parameter values: [11.846463301422499, 5.3833407234324602, 
10.377391345839921]
        Function value:   73094199769.763443
        Iterations:       1
        Function calls:   91
        Gradient calls:   2
        Hessian calls:    0
        Warning:          None

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR 
estimation from Jacobian and Co-variance matrix of dispersion models.

Modified:
    branches/est_par_error/target_functions/relax_disp.py

Modified: branches/est_par_error/target_functions/relax_disp.py
URL: 
http://svn.gna.org/viewcvs/relax/branches/est_par_error/target_functions/relax_disp.py?rev=25546&r1=25545&r2=25546&view=diff
==============================================================================
--- branches/est_par_error/target_functions/relax_disp.py       (original)
+++ branches/est_par_error/target_functions/relax_disp.py       Tue Sep  2 
14:20:04 2014
@@ -2245,6 +2245,10 @@
         @rtype:         float
         """

+        # Scaling.
+        if self.scaling_flag:
+            params = dot(params, self.scaling_matrix)
+
         # Unpack the parameter values.
         R20A = params[:self.end_index[0]]
         dw = params[self.end_index[0]:self.end_index[1]]


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Re: r25546 - /branches/est_par_error/target_functions/relax_disp.py

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