On Fri, Dec 14, 2007 at 12:46:03PM -0700, Robert Dodier wrote:
> On Dec 14, 2007 12:28 PM, Daniel Lakeland <dlakelan at street-artists.org> wrote:
>
> > For some decision theory type stuff I tried to use maxima to fit a
> > polynomial to the piecewise linear tax code.
>
...
> I've found that rescaling the variables often helps LBFGS.
> But since the FOM isn't differentiable everywhere, that might
> not make any difference.
Rescaling and using a sum of squared errors approach allowed lbfgs to
converge, so thanks for the suggestions. I'd still like to hear the
list's suggestions for additional methods to add to the optimization
toolkit in Maxima. I have had one off-list suggestion which I will try
when I have a little more time (next week).
--
Daniel Lakeland
dlakelan at street-artists.org
http://www.street-artists.org/~dlakelan