Timeline for How to obtain better speed performance with NMinimize over a complicated objective function?
Current License: CC BY-SA 4.0
6 events
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May 23, 2018 at 9:12 | vote | accept | user42582 | ||
May 23, 2018 at 9:10 | history | bounty ended | user42582 | ||
May 23, 2018 at 8:40 | history | edited | TimRias | CC BY-SA 4.0 |
The third argument of Compile is not necessary
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May 23, 2018 at 8:34 | comment | added | TimRias |
1. Yes there were a number of issues with how you specified your variables, inlcuding what you referred to. (But for example you were also using x1_ etc in your argument specification, when Mathematica expects symbols.) 2. "InlineExternalDefinitions" does not have to with other compiled functions (that is "InlineCompiledFunctions"), but it is also not actually necessary in the final solution, because cobj does not refer to any other (non-built-in) functions. PS. I've streamlined the answer a bit.
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May 23, 2018 at 6:49 | comment | added | user42582 |
0. Thanks for taking the time 1. Couldn't find syntax errors; did you mean the Compile[{{args,_Real,1}},<...>] instead of Compile[{{x,_Real},...},<...>] ? 2. I'm not sure but I think that "InlineExternalDefinitions" has to do with other compiled functions-probably irrelevant in this case 3. This step probably helped the most as far as I can tell. (Tested again with 48 vars and 100 obs specifying Method in all versions: Using Function halved the time consumed by function defined with SetDelayed and the compiled version (C or WVM) was almost 12x better!)
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May 22, 2018 at 11:37 | history | answered | TimRias | CC BY-SA 4.0 |