Timeline for Problem with RandomSearch option
Current License: CC BY-SA 4.0
14 events
| when toggle format | what | by | license | comment | |
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| May 19, 2021 at 11:03 | comment | added | Ulrich Neumann | I am curious about the answer of MMA | |
| May 18, 2021 at 15:23 | vote | accept | user64494 | ||
| May 18, 2021 at 15:23 | comment | added | user64494 |
Your code answers my question so I should to accept it. However, the one doesn't work for bigger values of n. I'd like to suggest to MMA developers that the returned output is better than an incorrect one.
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| May 7, 2021 at 16:24 | comment | added | user64494 |
For n=11 three incorrect results and one returned input.
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| May 7, 2021 at 15:00 | comment | added | user64494 |
For n=12 the modified code produces incorrect results for Automatic and NelderMead and fails with RandomSearch. The output with DifferentialEvolution" is not satisfactory in view of p[10] -> 2.57056*10^-8, p[11] -> 6.35807*10^-8, p[12] -> 0.000164199(These probabilities should decrease.). Think of n>12.
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| May 7, 2021 at 14:46 | history | edited | Ulrich Neumann | CC BY-SA 4.0 |
added 543 characters in body
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| May 7, 2021 at 12:22 | comment | added | user64494 |
The option WorkingPrecision -> 20 in the above code does not help.
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| May 7, 2021 at 12:06 | comment | added | user64494 |
{1.38732, {p[1] -> 0.498584, p[2] -> 0.254054, p[3] -> 0.115688, p[4] -> 0.0619728, p[5] -> 0.0402178, p[6] -> 0.0118743, p[7] -> 0.00743202, p[8] -> 0.00763983, p[9] -> 0.00496901, p[10] -> 0.00123952, p[11] -> 0.000178143, p[12] -> -0.00385019}}. Pay your attention to the sign of p[12]. This is not it.
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| May 7, 2021 at 12:05 | comment | added | user64494 |
n = 12; NMaximize[{-Sum[ p[k]*Log[RealAbs[p[k]]], {k, 1, n}], Sum[p[k], {k, 1, n}] == 1 && Sum[k*p[k], {k, 1, n}] == 2 && p[1] > 0 && p[2] > 0, p[3] > 0 && p[4] > 0 && p[5] > 0 && p[6] > 0 && p[7] > 0 && p[8] > 0 && p[9] > 0 && p[10] > 0 && p[11] > 0 && p[12] > 0}, Table[p[k], {k, 1, n}], Method -> "DifferentialEvolution"] performs
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| May 7, 2021 at 12:00 | comment | added | user64494 | The cure is not better than the disease. I am right, aren't I? | |
| May 7, 2021 at 11:53 | comment | added | Ulrich Neumann |
@user64494 My answer shows you a way how to make NMaximize work for RandomSearch and DifferentialEvolution options . That's what you asked for!
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| May 7, 2021 at 11:01 | comment | added | user64494 |
{1.38529, {p[1] -> 0.497953, p[2] -> 0.250251, p[3] -> 0.125766, p[4] -> 0.0632046, p[5] -> 0.031764, p[6] -> 0.0159633, p[7] -> 0.00802249, p[8] -> 0.00403177, p[9] -> 0.0020262, p[10] -> 0.00101829}}, {1.38302, {p[1] -> 0.501038, p[2] -> 0.257196, p[3] -> 0.114503, p[4] -> 0.0613219, p[5] -> 0.0347692, p[6] -> 0.0149038, p[7] -> 0.00576647, p[8] -> 0.00478949, p[9] -> 0.00330252, p[10] -> 0.00241029}}}. and a lot of warnings.Pay your attention to the incorrect results of Automatic andHealderMead and a variance in the results.. This is not it.
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| May 7, 2021 at 10:58 | comment | added | user64494 |
The output without Quit produces {{1.37947, {p[1] -> 0.486356, p[2] -> 0.260099, p[3] -> 0.131519, p[4] -> 0.0550347, p[5] -> 0.041031, p[6] -> 0.0128654, p[7] -> 0.0056115, p[8] -> 0.00788751, p[9] -> 0.00193489, p[10] -> -0.00233915}}, {1.37947, {p[1] -> 0.486356, p[2] -> 0.260099, p[3] -> 0.131519, p[4] -> 0.0550347, p[5] -> 0.041031, p[6] -> 0.0128654, p[7] -> 0.0056115, p[8] -> 0.00788751, p[9] -> 0.00193489, p[10] -> -0.00233915}},
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| May 7, 2021 at 10:40 | history | answered | Ulrich Neumann | CC BY-SA 4.0 |