Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

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

 Messages: [ Previous | Next ]
 DrMajorBob Posts: 102 Registered: 4/2/08
Re: Problem with NMaximize
Posted: Jun 27, 2008 6:20 AM

For instance,

likelihood1[t1_?NumberQ, t2_?NumberQ, t3_?NumberQ, t4_?NumberQ,
t5_?NumberQ, t6_?NumberQ, t7_?NumberQ, t8_?NumberQ, t9_?NumberQ,
t10_?NumberQ, t11_?NumberQ, t12_?NumberQ] =
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;
Sort@Cases[%, a_ b_Real :> {b, a}, 1]

{{9.21577*10^-7, t4}, {1.68378*10^-6, t9}, {1.97273*10^-6,
t12}, {3.78649*10^-6, t3}, {4.10273*10^-6, t2}, {5.64865*10^-6,
t10}, {5.87791*10^-6, t8}, {8.64632*10^-6, t7}, {8.90598*10^-6,
t11}, {0.000012893, t6}, {0.0000171234, t1}, {0.0000571615, t5}}

NMaximize[{likelihood1[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}]

{0.0000571615, {t1 -> -2.73483*10^-8, t10 -> 0., t11 -> 0., t12 -> 0.,
t2 -> 0., t3 -> 0., t4 -> 0., t5 -> 1., t6 -> 0., t7 -> 0.,
t8 -> 0., t9 -> 0.}}

Notice the only non-zero t value, t5, is the one with the largest
coefficient.

And that figures, doesn't it?

Bobby

On Thu, 26 Jun 2008 13:45:57 -0500, ramiro <ramiro.barrantes@uvm.edu>
wrote:

> 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.}}
>

--
DrMajorBob@longhorns.com

Date Subject Author
6/26/08 Ramiro Barrantes-Reynolds
6/27/08 Jean-Marc Gulliet
6/27/08 ramiro
6/27/08 DrMajorBob
6/27/08 DrMajorBob
6/27/08 Jean-Marc Gulliet
6/28/08 mante
6/28/08 Bill Rowe
6/28/08 Daniel Lichtblau