MGH17: More, Gabrow and Hillstrom example 17

In NISTnls: Nonlinear least squares examples from NIST

Description

The MGH17 data frame has 33 rows and 2 columns

Format

This data frame contains the following columns:

y

A numeric vector of response values.

x

A numeric vector of input values.

Details

This problem was found to be difficult for some very good algorithms.

See More, J. J., Garbow, B. S., and Hillstrom, K. E. (1981). Testing unconstrained optimization software. ACM Transactions on Mathematical Software. 7(1): pp. 17-41.

Source

Osborne, M. R. (1972). Some aspects of nonlinear least squares calculations. In Numerical Methods for Nonlinear Optimization, Lootsma (Ed). New York, NY: Academic Press, pp. 171-189.

Examples

Try <- function(expr) if (!inherits(val <- try(expr), "try-error")) val
plot(y ~ x, data = MGH17)

## Starting values here are ridiculous
Try(fm1 <- nls(y ~ b1 + b2*exp(-x*b4) + b3*exp(-x*b5),
           data = MGH17, trace = TRUE,
           start = c(b1 = 50, b2 = 150, b3 = -100, b4 = 1, b5 = 2)))
Try(fm1a <- nls(y ~ b1 + b2*exp(-x*b4) + b3*exp(-x*b5),
           data = MGH17, trace = TRUE, alg = "port",
           start = c(b1 = 50, b2 = 150, b3 = -100, b4 = 1, b5 = 2)))

Try(fm2 <- nls(y ~ b1 + b2*exp(-x*b4) + b3*exp(-x*b5),
           data = MGH17, trace = TRUE,
           start = c(b1 = 0.5, b2 = 1.5, b3 = -1, b4 = 0.01, b5 = 0.02)))
Try(fm2a <- nls(y ~ b1 + b2*exp(-x*b4) + b3*exp(-x*b5),
           data = MGH17, trace = TRUE, alg = "port",
           start = c(b1 = 0.5, b2 = 1.5, b3 = -1, b4 = 0.01, b5 = 0.02)))

Try(fm3 <- nls(y ~ cbind(1, exp(-x*b4), exp(-x*b5)),
           data = MGH17, trace = TRUE, algorithm = "plinear",
           start = c(b4 = 1, b5 = 2)))

Try(fm4 <- nls(y ~ cbind(1, exp(-x*b4), exp(-x*b5)),
           data = MGH17, trace = TRUE, algorithm = "plinear",
           start = c(b4 = 0.01, b5 = 0.02)))

NISTnls documentation built on May 2, 2019, 2:37 a.m.