i'm sorry but my patch doesn't solve the problem,possibly making the problem
worse. I will look tomorrow at the problem again.
Can you revert the change, please?!
Christoph
________________________________________
Von: gretl-devel-bounces(a)lists.wfu.edu [gretl-devel-bounces(a)lists.wfu.edu] im Auftrag von
Allin Cottrell [cottrell(a)wfu.edu]
Gesendet: Donnerstag, 2. Juli 2009 22:43
An: Gretl development
Betreff: Re: [Gretl-devel] bfgs: failed to match initial value
On Thu, 2 Jul 2009, Klein, Christoph wrote:
I had a problem with a mle estimation today. My script canceled
execution with the following error message:
Using numerical derivatives
Iteration 1: Log-likelihood = 7274,73993927
Parameters: 3,4478 -0,17644 6,7838
Gradients: 2,6526e+06 2,6526e+06 -2,6526e+06
failed to match initial value of objective function, 7274,74
--- FINAL VALUES:
Log-likelihood = 7274,73993926 (steplength = 1,04858e-14)
Parameters: 3,4478 -0,17644 6,7838
Gradients: 2,6526e+06 2,6526e+06 -2,6526e+06
Tolerance = 1,81899e-12
The convergence criterion was not met
seems like the starting set was already quite optimal. Though
gretl steps to the new point, because the criteria for advancing
in line 544 in gretl_bfgs.c is (f >= fmax + d). d is set as d =
sumgrad * steplen * acctol and in my case seems to be negative.
The criteria for printing the error message (line 645) is: (fmax
< f0). The attached patch (one-liner) changes this to ((fmax +
d) <= f0). Is this change ok?
I think you're right. I've applied the patch -- thanks!
Allin
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