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Re: NMinimize

  • To: mathgroup at smc.vnet.net
  • Subject: [mg81897] Re: NMinimize
  • From: Raj <rajanikanth at gmail.com>
  • Date: Sat, 6 Oct 2007 04:36:45 -0400 (EDT)
  • References: <28656799.1191337430978.JavaMail.root@m35>

Thanks for your suggestions. I was able to optimize the code using the
Evaluate function. It reduced the memory consumption of the code from
around 17 GB to around 1 GB.

Thanks,

Raj

On Oct 3, 11:48 am, DrMajorBob <drmajor... at bigfoot.com> wrote:
> It all depends on what the meaning of "do this" is. Without data, it's  
> hard to say.
>
> Offhand, calculating Select again for every value of Di, De, and i -- when  
> it depends only on i -- can't be a good idea. For that, you can define
>
> tiSelected[i_] :=
>   tiSelected[i] = Select[ti, i - 2880 <= #[[2]] <= i - 1 &]
>
> or
>
> tiSelected[i_] :=
>   tiSelected[i] = Pick[ti, ti[[All, 2]], x_ /; i - 2880 <= x <= i - 1]
>
> and use tiSelected[i] in theNMinimizestatement.
>
> You can do even better, since this ALSO depends only on i:
>
> Plus @@ ((func[15.2, Di, De, i, First@#, Last@#] &) /@
>     Select[ti, i - floor <= #[[2]] <= i - 1 &])
>
> if Di and De are left in symbolic form for now. One way to do this is
>
> Clear[di, de, func]
> plus[i_] :=
>   plus[i] = func[15.2, di, de, i, First@#, Last@#] & /@ tiSelected[i]
>
> (You can experiment with defining func before or after this. If before,
> then don't Clear it. Evaluate plus[20001] and see what you get, each way.)
>
> Another optimization comes from realizing that Plus@@Table is the same as  
> Sum and, so that
>
> f[di_, de_] = Sum[data[[i - 20000]] - plus[i], {i, 22881, 25000}];
>
> or -- better yet --
>
> f[di_, de_] = Total@data[[881 ;; 3000]] - Sum[plus[i], {i, 22881, 25000}]
>
> (double-check those limits) allows the final result to be
>
> NMinimize[{f[di, de], 10^-8 <= di <= 10^-1,
>    10^-8 <= de <= 10^-1}, {di, de}]
>
> f[di,de] will be a very large expression, so that level of optimization
> may not work out... but "tiSelected" and "plus" should still be  
> worthwhile. In that case, defining func BEFORE plus may be best. (Or not.  
> Try it out.)
>
> The functions change when ti and "data" change, of course, but not within  NMinimize. Without data I can't fully test it, but these are the kind of
> "tricks" you'll need.
>
> Bobby
>
>
>
> On Tue, 02 Oct 2007 04:47:30 -0500, Raj <rajanika... at gmail.com> wrote:
> > hi!
> > Could somebody tell me if there is a better way to do this in
> > Mathematica:
>
> > data = Flatten@Import["moistureAtDepth1.dat"];
> > data = data[[20000 ;; 30000]];
> > ti = Import["times.dat"];
> > func[x_, Di_, De_, t_, t1_, t2_] :=
> >    (Erfc[x/Sqrt[2400 Di (t - t1)]] -
> >    Erfc[x/Sqrt[2400 Di (t - t2)]] +
> >    Erf[x/Sqrt[2400 De (t - t2) ]])
> > parameters = {Di,De};
> >NMinimize[ {Plus@@Table[ (data[[i-20000]] -
> >       Plus @@ ((func[15.2, Di, De, i, First@#, Last@#] &) /@
> >          Select[ti, i - 2880 <= #[[2]] <= i-1 &]))^2,{i,22881,25000}],
> > 10^-8<=Di<=10^-1,10^-8<=De<=10^-1},parameters]
>
> > I am interested in Optimizing  theNMinimizeline.
>
> > Thanks,
>
> > Raj
>
> --
> DrMajor... at bigfoot.com




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