Hi
Just started using the global optimization toolbox. Not sure if I am doing something wrong or if it is genuinely awful. After about 20mins it produces a fit that is dreadful,an alternative cheaper package (scop) produces a great fit in about 2 mins. Can anyone see what I'm doing wrong?
Attached are 2 documents -fit test.mw which produces the fits (I'm fitting an ode, it is soluable analytically but in general I wont to use the toolbox for equations that arent soluable analytically so I've used the numerical solver -just as I did in scop) and comparefits.mw which compares the fit produced by maple (blue line) with the fit produced by scop (green line) to the data points (in red) -see plot at the bottom of the document.
Any ideas how to 1) get maple to produce decent fits 2) speed up would be v useful.
thanks
View 8402_fit test.mw on MapleNet or Download 8402_fit test.mw
View file detailsView 8402_comparefits.mw on MapleNet or Download 8402_comparefits.mw
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suggestions
I don't not have access to the Global Optimization Toolbox right this moment (weekend). I'll try to look, when I can. Not everyone here will have access to that add-on.
Remember that the discipline of global optimization is very difficult in general. It is an art. I have seen that toolbox work wonderfully and outperform other products.
I believe that the default method for the toolbox is branchandbound. Try changing it to multistart (or maybe even singlestart). Each method will work better than the rest for some different class of problems. For highly nonlinear functions, the multistart often does better.
No method works best for all global optimization problems. No optimizer (that I have seen) works better than all other on all problems.
Also, in global optimization the "best" solution is hard to prove, if one cannot do it analytically and has thus resorted to numerical optimizers. There might always be another (better) local minimum just over the next ridge. So it can often be a question of, "how long can you afford to wait, until you have to accept the curent best". In consequence of this you may wish to adjust the timelimit.
Try to keep Digits to at least 14 (which trunc(evalhf(Digits)) on Windows) so that Maple can evaluate objective and constraints better (in case of numerical instability of the problem).
If speed is an issue, try to ensure that objective and constraints are "evalhf'able".
Also, try setting infolevel[GlobalOptimization]:=1 or 2 to try and get an idea of how well it's doing.
You mentioned another product (scop) producing a better fit in 2 minutes. Did you have to compile the objective and constraints, when using that package?
acer
Hi acer if you could have a
Hi acer
if you could have a look at this when you have a minute that would be great. I appreciate that not one piece of software is best for everything but for some reason the toolbox is very poor -I suspect I must be doing something wrong. The fitted solution really bears no resemblance to the data!
I will change the method to multistart and let you know how it goes.
I've got the infolevel set to 10 so I can see what is going on .
Scop you do compile before running.
thanks for your help!
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