lsqnonlin seems stuck at the same residual value,norm step and first order optimality for a while now
Asked by J J on 28 Jun 2012
Latest activity Commented on by J J on 2 Jul 2012
Hi hi, my lsqnonlin seems stuck after 7th iteration.
Iteration Func-count f(x) step optimality CG-iters
0 9 0.247067 0.0282
1 18 0.23938 10 0.0413 0
2 27 0.238046 20 0.0464 0
3 36 0.236123 40 0.0529 0
4 45 0.232245 80 0.124 0
5 54 0.221193 160 0.0699 0
6 63 0.208611 320 0.0877 0
7 72 0.208611 34.3923 0.0877 0
8 81 0.208611 34.3923 0.0877 0
9 90 0.208611 34.3923 0.0877 0
10 99 0.208611 34.3923 0.0877 0
11 108 0.208611 34.3923 0.0877 0
12 117 0.208611 34.3923 0.0877 0
13 126 0.208611 34.3923 0.0877 0
14 135 0.208611 34.3923 0.0877 0
15 144 0.208611 34.3923 0.0877 0
16 153 0.208611 34.3923 0.0877 0
what does this mean? Thanks in advance.
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4 Comments
Direct link to this comment:
http://www.mathworks.ch/matlabcentral/answers/42341#comment_86840
does lsqnonlin stop here (ie. exit) or does it really get stuck?
i dont know what the criterium if for the optimality but the optimality could still be improving with each iteration... it depends a bit on your stopping criterim (how precise)
Direct link to this comment:
http://www.mathworks.ch/matlabcentral/answers/42341#comment_86923
Hi Sargondjani, Thanks for the comment. No, it goes on iterating indefinitely. I have left it on for 24 hours and it is stuck at this point until the criteria MaxIter or MaxFunEvals is exceeded. Is it still iterating? My TolFun or TolX are not unreasonably small; or are they? Are the outcome of this optimization reliable?
options = optimset('Diagnostics','on','Display','iter','TolFun',10^-5,'TolX',10^-5,'LargeScale','on','MaxIter',800,'MaxFunEvals',10000);Direct link to this comment:
http://www.mathworks.ch/matlabcentral/answers/42341#comment_86999
the the tolerances are ok (quite large actually, i would say)
did you try different starting values?
it is quite weird for the optimizer to get stuck without exiting. you seem to have only 3 variables, so that should also not be the the problem...
most logical explanation seems that there is some non-differentiablility around the point where it gets stucks (so it goes in loops)
how long does one iteration/function evaluation take?
maybe you should give us more information on what you are trying to solve.. a short outline of your model.
Direct link to this comment:
http://www.mathworks.ch/matlabcentral/answers/42341#comment_87375
Hi Sargondjani,
yes, I have tried different starting values, and this seems to help. e.g. for my simulations, starting at the true values can be all right; but then lsqnonlin can get stuck with small deviations from that true value. so , you may be correct about the non-differentiability issue. But is there a way to set up a criteria for lsqnonlin to jump to a different point when this happens?
no, actually I have 10 parameters to be estimated. This behavior happens more for my other model with 12 parameters. and I only have 120 data points. yes, too many parameters.
each iteration takes about 3 sec-1min. (as function-count increases with iteration number, I believe).