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Re: amoeba/mpfit/etc with a quantized variable? [message #38232 is a reply to message #38231]

Fri, 27 February 2004 08:20

James Kuyper
Messages: 425
Registered: March 2000

Senior Member

Craig Markwardt wrote:
>
> henrygroe@yahoo.com (Henry Roe) writes:
>> I've a function representing a physical phenomenon where some
>> variables are continuous and some should be quantized as integers.
>> It's not obvious to me how to force amoeba or mpfit or any of my other
>> favorite minimization/fitting routines to only move certain variables
>> in integer steps.
>>
>> Has anybody else run into this type of challenge? Any suggestions?
>
> I'm not sure. One suggestion I have is to search in a grid of the
> discrete values, and optimize the continuous variables at each grid
> point. This is what is commonly done for chi-square fitting
> confidence regions.

That's a great approach if the number of possible combions of values for
the discrete variables is small. If it isn't, then you're in the domain
of combinatorial optimization. I'm not as up-to-date in this field as
I'd like; the best method I'm aware of for combinatorial optimization is
the Metropolis method, with simulated annealing. There are probably
better references, but there's a decent description in section 10.9 of
my 1988 copy of "Numerical Recipes in C". A google search with
"Metropolis and annealing" gives 8150 results, with no obvious basis for
choosing the best one.

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[Message index]

		Re: amoeba/mpfit/etc with a quantized variable? By: David Fanning on Fri, 27 February 2004 08:40
		Re: amoeba/mpfit/etc with a quantized variable? By: James Kuyper on Fri, 27 February 2004 08:20
		Re: amoeba/mpfit/etc with a quantized variable? By: Craig Markwardt on Thu, 26 February 2004 18:47
		Re: amoeba/mpfit/etc with a quantized variable? By: henrygroe on Mon, 01 March 2004 10:18

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