Access to gradients in optimization routine

[dizraele]

I have a complicated optimization problem that requires that I know the derivative of the payoff function with respect to each of the optimization parameters. I noticed that you use a "Powell" method in the Vensim optimization setup. Do you compute gradients as part of the optimization algorithm, and if so, are these available from either Vensim directly or Venapp?

Thanks,

David.

[bob@vensim.com]

Hi David,

I am not sure exactly why you want this but if you use the "PARAM_PERCENT" sensitivty option and select a small pecent this will give the up and down gradients - or at least the numbers to compute them. If you want to only do this, and not do an optimization, turn the optimizer from Powell to Off otherwise it will give you this number at the final parameter values, not at the original values.

[dizraele]

Thanks. This is exactly what I need.