Date:         Mon, 30 Apr 2001 12:07:59 -0700
Reply-To:     Dale McLerran <dmclerra@MY-DEJA.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Dale McLerran <dmclerra@MY-DEJA.COM>
Subject:      Re: How to minimize step functions?
Comments: To: jweedon@earthlink.net
Content-Type: text/plain

Jay,

The first place I start when trying to resolve difficulties with
nonlinear optimization problems is to generate and plot the function
value for several widely spaced points in space.  This does a couple
of things for you: 1) it helps you to visualize the basic shape of
the response function which can give you some clues as to what
initial values work best and whether the surface is poorly defined,
and 2) it can help identify programming errors.  If the response is
very flat, it may point you to some term which you misspecified.
OK, it probably doesn't happen to you that the original function
code gets written incorrectly, but it does happen to me.

Good luck,

Dale


>Date:         Mon, 30 Apr 2001 09:26:59 -0400
>Reply-To: Jay Weedon <jweedon@EARTHLINK.NET>
>From: Jay Weedon <jweedon@EARTHLINK.NET>
>Subject:      How to minimize step functions?
>To: SAS-L@LISTSERV.UGA.EDU
>
>Hi folks,
>
>I've been having trouble getting the IML nonlinear optimization
>routines to solve a particular minimization problem. They converge
>after one iteration, i.e., never improve on my starting value.
>
>I suspect that the problem is that the function, though continuous, is
>locally flat everywhere, i.e., is a step function. The number of steps
>is unknown (though probably runs to dozens or possibly a few hundred),
>and I do not know the locations of the step boundaries. Nor do I know
>whether there exist local as well as global minima. I do know the
>boundaries of the numerical range within which the global minimum must
>exist. I also know that the steps cannot be further apart than some
>specific small value (e.g., 0.0001), which I suppose provides an upper
>limit to the number of steps.
>
>I'm not mathematically sophisticated enough to know how to deal with
>this situation as a general numerical problem (other than doing a
>binary search). Are there SAS routines that can handle this? Or can
>someone point me to a numerical techniques recipe so I can write my
>own code?
>
>TIA,
>Jay Weedon.




---------------------------------------
Dale McLerran
Fred Hutchinson Cancer Research Center
mailto: dmclerra@fhcrc.org
Ph:  (206) 667-2926
Fax: (206) 667-5977
---------------------------------------

------------------------------------------------------------
--== Sent via Deja.com ==--
http://www.deja.com/