Replicate optimization
Replicate optimization
Hello,
Is there a reason why I cannot replicate the optimization results that I find with the .out file in the attachments?
Thank you.
Is there a reason why I cannot replicate the optimization results that I find with the .out file in the attachments?
Thank you.
 Attachments

 opt.pdf
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Re: Replicate optimization
You'll need to provide a lot more information in order for us to help.
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Re: Replicate optimization
I use the same payoff function and same optimization parameters with the same min and max values. So I think that using the same Optimization control parameters, I should have exactly the same results. However, this is not the case.
1) Does the optimization output files contain the payoff function that I use for it?
2) I use a vector multiple start. If I understood correctly, each parameter is evaluated (one at a time) between its min and max value. Is it possible that the difference is because of this uniform search between its min and max? I do not fix a seed and maybe the tolerance level that I set is really tolerant.
Is there a reason to not expect the same outputs, while using the same payoff, same parameters and same controls?
1) Does the optimization output files contain the payoff function that I use for it?
2) I use a vector multiple start. If I understood correctly, each parameter is evaluated (one at a time) between its min and max value. Is it possible that the difference is because of this uniform search between its min and max? I do not fix a seed and maybe the tolerance level that I set is really tolerant.
Is there a reason to not expect the same outputs, while using the same payoff, same parameters and same controls?

 Super Administrator
 Posts: 3555
 Joined: Wed Mar 05, 2003 3:10 am
Re: Replicate optimization
If you are using the same control files on the same model with exactly the same starting data, the results should be identical. If not, upload the model and all supporting files with full instructions on how to create the two different sets of results and we can take a look.
Advice to posters seeking help (it really helps us to help you)
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http://www.bbc.co.uk/news/magazine27509559
http://www.ventanasystems.co.uk/forum/v ... f=2&t=4391
Units are important!
http://www.bbc.co.uk/news/magazine27509559
Re: Replicate optimization
Maybe it's because of the starting data. I'll check that. Thank you!
Re: Replicate optimization
I figured out that it was because of order of the parameters. The parameters were the same but the order was different.
Re: Replicate optimization
Order matters, though in a sense that's a bad sign  it means there are many optima and you haven't found the global max. Using the RRandom multiple start helps somewhat because it varies the search order.
The random seed for the optimizer is another factor.
The random seed for the optimizer is another factor.
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Re: Replicate optimization
Yes, indeed I have many optima. I now try with rrandom multiple start but I guess I will never be sure of finding the global optimum.
I am using Powell optimizer. Do you think it is the right choice for my case (multiple optima)?
I am using Powell optimizer. Do you think it is the right choice for my case (multiple optima)?
Re: Replicate optimization
Yes. You can also use MCMC for simulated annealing, but I always start with random multistart (use the RRandom variant).
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Re: Replicate optimization
Is it possible for you to suggest me some exemplary papers that uses Vensim optimization ?
Re: Replicate optimization
Are you looking for applications, or howtouse?
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Re: Replicate optimization
Mostly applications.
Re: Replicate optimization
This is a good one from the 2015 SD conference:
Jalali, Mohammad with Armin Ashouri Rad, Oscar HerreraRestrepo and Hui Zhang Information Diffusion through Social Networks: the Case of an Online Petition (Dana Meadows Award Winner)
The supporting material includes the full model and a command script to run it, as I recall.
Jalali, Mohammad with Armin Ashouri Rad, Oscar HerreraRestrepo and Hui Zhang Information Diffusion through Social Networks: the Case of an Online Petition (Dana Meadows Award Winner)
The supporting material includes the full model and a command script to run it, as I recall.
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Re: Replicate optimization
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Re: Replicate optimization
Thank you!