Yes, I did move from J6 on Windows to J7 on Mac I browsed the links you sent. Linking J7 to lbfgs on a Mac looks a formidable task or at least a task requiring much expertise that I don't have. Maybe someone with such expertise can do this. I, for one, would be very grateful.
Have also checked out deoptim and compared same with amoeba minimization on my problem. I find the latter more reliable although both minimization methods appear to have strengths. Thanks again for all your help. On Sun, Sep 9, 2012 at 12:57 PM, Ric Sherlock <tikk...@gmail.com> wrote: > So you have moved from J6 on Windows to J7 on Mac? > Looking at the manifest for math/lbfgs it has only been released for > Windows and J6. > http://www.jsoftware.com/wsvn/addons/trunk/math/lbfgs/manifest.ijs > > To get it working on Mac (or Linux) the .dylib or .so versions of the > .dll will be required. > > If someone is interested in making this available then the following C > port of the original Fortran code looks promising and should be easier > to hook up to J. > > http://www.chokkan.org/software/liblbfgs/ > > > On Sat, Sep 8, 2012 at 8:44 PM, Piet de Jong <pietd...@gmail.com> wrote: >> Thanks for your help. I got deoptim to work with my minimization problem. >> >> I run J7 on a Mac. >> Are *.dll files supported on a Mac? >> Know almost nothing about getting a ddl to work with J. >> Thanks again for your help. >> >> >> >> >> On Sat, Sep 8, 2012 at 7:19 AM, Ric Sherlock <tikk...@gmail.com> wrote: >>> On Sep 7, 2012 10:28 PM, "Piet de Jong" <pietd...@gmail.com> wrote: >>>> >>>> Thanks for all the help. This has got me going just fine (at least for >>> now) >>> Good to hear. >>> >>>> lgbfgs used to work find for me under J6. So I miss it under J7. >>>> Advantage was that it had derivatives and Hessians which are >>>> important for likelihood calculations in statistical problems. >>> >>> Have you tried running it on J7? You can down load it here >>> http://www.jsoftware.com/wsvn/addons/trunk/math/lbfgs/ >>> It may not take much, if anything, to get it running. Once running it can >>> be released for J7. >>> >>>> One comment re deoptim. Why not define it as an adverb? >>> I agree that an adverb seems like a natural fit but from memory (I wrote it >>> 3 years ago and haven't used it recently) I had problems with the addon and >>> the "problem" being in separate locales. Adverbs behave differently to >>> verbs in that situation. >>> >>>> >>>> On Fri, Sep 7, 2012 at 7:31 PM, Ric Sherlock <tikk...@gmail.com> wrote: >>>> > By the way, if you use getDEoptim instead of deoptim the output is as >>>> > a table with labels in the first column and maybe easier to interpret >>>> > i.e. >>>> > getDEoptim 'ssq_base_'; _3 3 >>>> > >>>> > On Fri, Sep 7, 2012 at 8:43 PM, Ric Sherlock <tikk...@gmail.com> wrote: >>>> >> Yes Mike has got you going. If you haven't already I'd recommend >>>> >> looking through the test script which I've fixed the link to on the >>>> >> wiki page for the addon. It has some simple examples there. >>>> >> >>>> >> http://www.jsoftware.com/jwiki/Addons/math/deoptim >>>> >> >>>> >> Glad to see that someone else has use for this. >>>> >> >>>> >> I suspect that the LBFGS routine just needs testing and updating for >>>> >> J7. I admit that I never got it going on J6 so am not sure what is >>>> >> required. >>>> >> >>>> >> On Fri, Sep 7, 2012 at 8:23 PM, Mike Day <mike_liz....@tiscali.co.uk> >>> wrote: >>>> >>> New to me but I've just had a look, in J602. >>>> >>> >>>> >>> As you said, there seem to be a number of issues: >>>> >>> 1) your provided function needs to return a scalar result. >>>> >>> (+/@*:) 2 3 >>>> >>> 4 9 >>>> >>> (+/@:*:) 2 3 >>>> >>> 13 >>>> >>> So ssq should be +/@:*: >>>> >>> >>>> >>> 2) The locale for deoptim starts as pdeoptim >>>> >>> One way round appears to be to do >>>> >>> deoptim 'ssq_base_';_3 3 >>>> >>> ====================== >>>> >>> Generation: 1 >>>> >>> Best Value: 0.5667 >>>> >>> Best Var set: >>>> >>> _0.2958 _0.6922 >>>> >>> ====================== >>>> >>> Generation: 50 >>>> >>> Best Value: 0.0000 >>>> >>> Best Var set: >>>> >>> 0.0000 0.0000 >>>> >>> ====================== >>>> >>> Generation: 100 >>>> >>> Best Value: 0.0000 >>>> >>> Best Var set: >>>> >>> 0.0000 0.0000 >>>> >>> +------------------------+-----------+---- >>>> >>> |1.06998e_15 _3.06813e_15|1.05583e_29|2020| >>>> >>> | | | | >>>> >>> ....... >>>> >>> >>>> >>> Perhaps that's enough to get you going. >>>> >>> >>>> >>> As for lbfgs, it's in my addons\math folder >>>> >>> under J602. but not under J701. Perhaps the >>>> >>> addons gurus can tell you why. >>>> >>> >>>> >>> Mike >>>> >>> >>>> >>> >>>> >>> On 07/09/2012 5:35 AM, Piet de Jong wrote: >>>> >>>> >>>> >>>> I 'm trying to use the "deoptim" math addon package. >>>> >>>> >>>> >>>> However can't figure it out. Tried the following trite example to >>>> >>>> understand how things work. >>>> >>>> >>>> >>>> >>>> >>>> NB. Minimize the sum of squares within the range _3 to 3 >>>> >>>> >>>> >>>> require 'math/deoptim' >>>> >>>> >>>> >>>> ssq=:+/@*: >>>> >>>> deoptim 'ssq';_3 3 >>>> >>>> >>>> >>>> This fails for a variety of reasons which I cannot seem to >>> grasp/fix up. >>>> >>>> >>>> >>>> Can anyone help? Once I can figure out a simple example like this I >>>> >>>> think I will be able to >>>> >>>> implement it on non trite examples. >>>> >>>> >>>> >>>> Also what has happened to the LBFGS minimization routine? >>>> >>>> >>> ---------------------------------------------------------------------- >>>> >>>> For information about J forums see >>> http://www.jsoftware.com/forums.htm >>>> >>>> >>>> >>> >>>> >>> ---------------------------------------------------------------------- >>>> >>> For information about J forums see http://www.jsoftware.com/forums.htm >>>> > ---------------------------------------------------------------------- >>>> > For information about J forums see http://www.jsoftware.com/forums.htm >>>> >>>> >>>> >>>> -- >>>> Piet de Jong >>>> -------------------------------------------------- >>>> View my current research at >>>> http://ssrn.com/author=619154 >>>> -------------------------------------------------- >>>> ---------------------------------------------------------------------- >>>> For information about J forums see http://www.jsoftware.com/forums.htm >>> ---------------------------------------------------------------------- >>> For information about J forums see http://www.jsoftware.com/forums.htm >> >> >> >> -- >> Piet de Jong >> -------------------------------------------------- >> View my current research at >> http://ssrn.com/author=619154 >> -------------------------------------------------- >> ---------------------------------------------------------------------- >> For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm -- Piet de Jong -------------------------------------------------- View my current research at http://ssrn.com/author=619154 -------------------------------------------------- ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
