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Topic: Problem with NMaximize
Replies: 11   Last Post: Jun 28, 2008 5:58 AM

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ramiro

Posts: 8
Registered: 3/13/08
Re: Problem with NMaximize
Posted: Jun 27, 2008 6:19 AM
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Thank you very much for your responses, Bobby and Jean-Marc. I did try
changing the parametrization (thanks Bobby!) and I got an answer.

However, let me try again with a hopefully more clear example, as I
don't understand why this doesn't work, in particular, I don't
understand why is it evaluating negative numbers if I am putting as a
constraint that it shouldn't?


Sample likelihood,

In[196]:=
logLikelihood1[t1_?NumberQ, t2_?NumberQ, t3_?NumberQ, t4_?NumberQ,
t5_?NumberQ, t6_?NumberQ, t7_?NumberQ, t8_?NumberQ, t9_?NumberQ,
t10_?NumberQ, t11_?NumberQ, t12_?NumberQ] :=
Log[0.00001712341312000713` t1 + 5.648647024829866`*^-6 t10 +
8.90597537441381`*^-6 t11 + 1.9727284288726167`*^-6 t12 +
4.102725237468317`*^-6 t2 + 3.7864902508468615`*^-6 t3 +
9.215772325326653`*^-7 t4 + 0.000057161484895917856` t5 +
0.000012892953334779516` t6 + 8.646320198720343`*^-6 t7 +
5.877910295858781`*^-6 t8 + 1.6837835562631724`*^-6 t9];

Another version (without the NumberQ)...

In[197]:=
logLikelihood2[t1_, t2_, t3_, t4_, t5_, t6_, t7_, t8_, t9_, t10_,
t11_, t12_] :=
Log[0.00001712341312000713` t1 + 5.648647024829866`*^-6 t10 +
8.90597537441381`*^-6 t11 + 1.9727284288726167`*^-6 t12 +
4.102725237468317`*^-6 t2 + 3.7864902508468615`*^-6 t3 +
9.215772325326653`*^-7 t4 + 0.000057161484895917856` t5 +
0.000012892953334779516` t6 + 8.646320198720343`*^-6 t7 +
5.877910295858781`*^-6 t8 + 1.6837835562631724`*^-6 t9];

In[198]:= NMaximize[{logLikelihood1[t1, t2, t3, t4, t5, t6, t7, t8,
t9, t10, t11, t12], t1 > 0, t2 > 0, t3 > 0, t4 > 0, t5 > 0, t6 > 0,
t7 > 0, t8 > 0, t9 > 0, t10 > 0, t11 > 0, t12 > 0,
t1 + t10 + t11 + t12 + t2 + t3 + t4 + t5 + t6 + t7 + t8 + t9 ==
1}, {t1, t2, t3, t4, t5, t6, t7, t8, t9, t10, t11, t12}]

During evaluation of In[198]:= NMaximize::nrnum: The function value \
15.7729-3.14159 I is not a real number at \
{t1,t10,t11,t12,t2,t3,t4,t5,t6,t7,<<2>>} = {-0.490249,<<9>>,<<2>>}. \
>>

Out[198]= {-13.2945, {t1 -> 2.10942*10^-15, t10 -> -2.22045*10^-16,
t11 -> -2.22045*10^-16, t12 -> -2.22045*10^-16,
t2 -> -1.11022*10^-16, t3 -> -2.22045*10^-16, t4 -> -2.22045*10^-16,
t5 -> -6.93889*10^-18, t6 -> -2.22045*10^-16,
t7 -> -1.11022*10^-16, t8 -> -4.44089*10^-16, t9 -> 1.}}

In[199]:= NMaximize[{logLikelihood2[t1, t2, t3, t4, t5, t6, t7, t8,
t9, t10, t11, t12], t1 > 0, t2 > 0, t3 > 0, t4 > 0, t5 > 0, t6 > 0,
t7 > 0, t8 > 0, t9 > 0, t10 > 0, t11 > 0, t12 > 0,
t1 + t2 + t3 + t4 + t5 + t6 + t7 + t8 + t9 + t10 + t11 + t12 ==
1}, {t1, t2, t3, t4, t5, t6, t7, t8, t9, t10, t11, t12}]

During evaluation of In[199]:= NMaximize::nrnum: The function value \
15.7729-3.14159 I is not a real number at \
{t1,t10,t11,t12,t2,t3,t4,t5,t6,t7,<<2>>} = {-0.490249,<<9>>,<<2>>}. \
>>

Out[199]= {-13.2945, {t1 -> 2.10942*10^-15, t10 -> -2.22045*10^-16,
t11 -> -2.22045*10^-16, t12 -> -2.22045*10^-16,
t2 -> -1.11022*10^-16, t3 -> -2.22045*10^-16, t4 -> -2.22045*10^-16,
t5 -> -6.93889*10^-18, t6 -> -2.22045*10^-16,
t7 -> -1.11022*10^-16, t8 -> -4.44089*10^-16, t9 -> 1.}}




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