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Re: MPfit question [message #62770 is a reply to message #62623]

Tue, 30 September 2008 08:49

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

Wox <nomail@hotmail.com> writes:

> Hi all,
>
> I'm using the wonderfull mpfit routine from Craig Markwardt. Today I
> was having problems with convergence and I was looking in the code
> what caused it. I was using parameter limits and as far as I can tell,
> the parameter incrementation is done like this:
>
> xnew = x + alpha * dx
>
> where dx are the parameter increments and alpha = 1, except when xnew
> would exceed the limits, in which case alpha < 1. So if one parameter
> is close to the limit, this effects the increments for all other
> parameters. If alpha is too small, the fit stops.
>
> Why isn't dx adapted, so that pegged parameters won't effect the
> convergence for other parameters?

Hello, thanks for your message.

The original MINPACK fortran code did not have parameter limits, so
limits are my own bolt-on.

If you look at the code, the value of ALPHA is adjusted so that, at
the next iteration, a parameter will exactly touch its boundary,
within a small tolerance. At that point, the parameter will be
considered fixed, and will no longer enter into the calculation of the
value of ALPHA. [*] Thus, the step *is* adaptive, it just doesn't
happen in a single iteration.

If your constraints are pathalogical enough that the fitter is
ping-ponging between two constraints continuously, I don't have much
to say other than to offer my pity. It's not an easy problem to solve.

Craig

[*] - the convergence criteria are also pro-rated because ALPHA is
smaller than 1.

--
------------------------------------------------------------ --------------
Craig B. Markwardt, Ph.D. EMAIL: cbmarkwardt+usenet@gmail.com
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[Message index]

		MPfit question By: Wox on Tue, 30 September 2008 07:38
		Re: MPfit question By: Craig Markwardt on Thu, 02 October 2008 08:59
		Re: MPfit question By: Wox on Thu, 02 October 2008 04:39
		Re: MPfit question By: Craig Markwardt on Wed, 01 October 2008 10:16
		Re: MPfit question By: Wox on Wed, 01 October 2008 01:31
		Re: MPfit question By: Craig Markwardt on Tue, 30 September 2008 08:49
		Re: MPFIT question By: Craig Markwardt on Tue, 13 January 2009 22:41
		Re: MPFIT question By: j.coenia@gmail.com on Wed, 14 January 2009 07:54
		Re: MPFIT question By: j.coenia@gmail.com on Thu, 15 January 2009 08:17
		Re: MPFIT question By: Craig Markwardt on Fri, 16 January 2009 22:10
		Re: MPFIT question By: Craig Markwardt on Wed, 14 January 2009 23:52
		Re: MPFIT question By: pgrigis on Wed, 14 January 2009 14:08
		Re: MPFIT question By: j.coenia@gmail.com on Wed, 14 January 2009 13:37
		Re: MPFIT question By: Craig Markwardt on Wed, 14 January 2009 08:23

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