On Fri, 10 Aug 2007, Sven Schreiber wrote: > > We're getting close. We've implemented both a limited-memory BFGS > > optimizer and the Boswijk-Doornik switching algorithm. On current > > evidence the latter seems preferable. > > So this would prove their claims correct?
To an extent. We're able to come up with some cases where the switching algorithm gets stuck at a local maximum but this may have more to do with the initialization than the optimization method itelf. > > The final "restrict" command produces nice results. But what has > > gone wrong in the previous case? Clearly the automatic initial > > values computed by gretl were bad. But can anyone test this > > against other software and see if the competition gets it right? > > That would be very helpful. > > I would, but I will be traveling the next 2-3 weeks. OK, hope to hear from you later! Allin.
