On 5/18/07, Kostas Oikonomou <ko at research.att.com> wrote:
> h(x,y,z,w) := x*log(x) + y*log(y) + z*log(z) + w*log(w)
> [x=.2407,y=.1277,z=.3157,w=.3157]
> [[x=.242568,y=.126157,z=.321001,w=.321001],
> %lambda=[.114847,.114847|]
Kostas, it appears that h is nearly flat around these points --
although the points are not close, h(x, y, z, w) is almost the
same. That's good news in the sense that the solution
is not sensitive to small errors in the estimates.
That said, I would have expected that it is possible to get
closer by making lbfgs_tolerance smaller and/or increasing
niter, but that doesn't appear to be the case; almost the
same result is obtained for various values of those parameters.
I don't know if that's to be expected for this method, or if
there is a programming bug. I'll take a look at it this weekend.
Sorry I can't be more helpful,
Robert Dodier