[Octave-bug-tracker] [bug #57136] fminsearch function diverges despite good starting point

[Giuseppe]

URL:
  <https://savannah.gnu.org/bugs/?57136>

                 Summary: fminsearch function diverges despite good starting
point
                 Project: GNU Octave
            Submitted by: flynn_cz
            Submitted on: Mon 28 Oct 2019 08:06:51 PM UTC
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: Flynn_Cz
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 5.1.0
        Operating System: Mac OS

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Details:

Hi! I was using the maximum likelihood method in order to get the better
parameters for a LEVD distribution for experimental data I noted that
fminsearch in Octave diverges whilst in MATLAB not. I report the result from
both languages

OCTAVE

x0 =

  2.1686e+07   3.2452e+06

fminsearch(@(x) loglik_LEVD(x, M_max), x0)
Exceeded target...quitting
ans =

 -5.6748e+07  -7.4920e+04



whilst, using MATLAB



x0 =

  2.1686e+07   3.2452e+06

fminsearch(@(x) loglik_LEVD(x, M_max), x0)
ans =

  2.0179e+07   2.5534e+06



loglik_LEVD is just the function that have to be minimised in order to get
the
parameter of the LEVD (Gumbel) distribution

Bye!




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