       NMinimize hanging after many iterations

• To: mathgroup at smc.vnet.net
• Subject: [mg62248] NMinimize hanging after many iterations
• From: Ming Hsu <hsu at charter.net>
• Date: Thu, 17 Nov 2005 04:15:46 -0500 (EST)
• Organization: California Institute of Technology, Pasadena
• Sender: owner-wri-mathgroup at wolfram.com

```Hi, I am running Mathematica 5.1 on a G4 Powerbook running OS X Tiger.  I am
getting a very strange problem with mathematica hanging running a
constrained nonlinear optimization simulation with 3 unknown parameters.

Strangely, I have NEVER actually experienced hanging when I am not looping.
The error typically happens around iteration 10-30, so I should've
encountered one by chance by now.

Also, the hanging does not seem to occur when I am estimating only 1 or 2 of
the parameters.

Here is a snippet of the self-containing code.  Sorry for the length.

U[x_, \$B&Q(B_] := (x + 1.*^-8)^\$B&Q(B

Logit[p_, x1_, x2_, c1_, \$B&Q(B_, \$B&K(B_] := (
u1 = U[x1, \$B&Q(B];
u2 = U[x2, \$B&Q(B];
u3 = U[c1, \$B&Q(B];

u0 = p*u1 + (1 - p)*u2; 1/(1 + Exp[(-\$B&K(B)*(u0 - u3)])
)

LogLik[choice__, pList__, xList__, \$B&Q(B_, \$B&K(B_] :=

(choiceP = Table[Logit[pList[[i]], xList[[i,1]], xList[[i,2]],
xList[[i,3]], \$B&Q(B, \$B&K(B],

{i, 1, Length[pList]}];
likList = Table[choice[[i]]*Log[choiceP[[i]] + 1.*^-6] +

(1 - choice[[i]])*Log[1.000001 - choiceP[[i]]],
{i, 1, Length[pList]}]; Plus @@ likList)

Generate[pList__, xList__, \$B&Q(B_, \$B&K(B_] :=
(choiceP = Table[Logit[pList[[i]],
xList[[i,1]], xList[[i,2]], xList[[i,3]], \$B&Q(B, \$B&K(B],

{i, 1, Length[pList]}]; rand = Table[Random[], {Length[pList]}];

Table[choiceP[[i]] > rand[[i]], {i, 1, Length[pList]}] /. True :> 1 /.
False :> 0)

Table[
choices = Generate[G[[All,1]], G[[All, {2, 3, 4}]], \$B&Q(B1True, \$B&Q(B2True,

\$B&L(BTrue, \$B&K(BTrue];

est = NMaximize[{LogLik[choices, G[[All, 1]], G[[All, {2, 3,
4}]], \$B&Q(B1True,
\$B&Q(B2, \$B&L(B, \$B&K(B], 0 < \$B&Q(B2 < 2, 0 < \$B&L(B < 2, \$B&K(B > 0}, {\$B&Q(B2, \$B&L(B, \$B&K(B},
Method -> {"NelderMead", "RandomSeed" -> Random[Integer, {0, 100}]}], {iter,
100}
]

---------------------------------

Thank you,
Ming Hsu

```

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