topic Re: How to guarntee a unique solution in NLPNMS? in SAS/IML Software and Matrix Computations https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/How-to-guarntee-a-unique-solution-in-NLPNMS/m-p/157987#M1443 <HTML><HEAD></HEAD><BODY><P>The uniqueness of a solution depends on the function being optimized, not the particular choice of an optimization routine. In general, if you start near a local optimum, you will converge to that optimum (but the beautiful fractals for Newton's iteration show that this is not always the case!)&nbsp; If your function has several local maxima and you want to find the one that is the global maximum, you can try using initial conditions on a uniform grid in parameter space, as detailed in this article: <A href="http://blogs.sas.com/content/iml/2014/06/11/initial-guess-for-optimization/" title="http://blogs.sas.com/content/iml/2014/06/11/initial-guess-for-optimization/"> How to find an initial guess for an optimization - The DO Loop</A> </P></BODY></HTML> Fri, 27 Jun 2014 14:13:45 GMT Rick_SAS 2014-06-27T14:13:45Z How to guarntee a unique solution in NLPNMS? https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/How-to-guarntee-a-unique-solution-in-NLPNMS/m-p/157985#M1441 <HTML><HEAD></HEAD><BODY><P>Hello all,</P><P></P><P>I am using the NLPNMS call in&nbsp; proc iml . Could I guarntee that my solution is unique?</P><P></P><P>Thanks,</P><P>Aya</P></BODY></HTML> Fri, 27 Jun 2014 11:07:31 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/How-to-guarntee-a-unique-solution-in-NLPNMS/m-p/157985#M1441 Emara 2014-06-27T11:07:31Z Re: How to guarntee a unique solution in NLPNMS? https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/How-to-guarntee-a-unique-solution-in-NLPNMS/m-p/157986#M1442 <HTML><HEAD></HEAD><BODY><P>Use a variety of starting points for the optimization.&nbsp; See the SAS?IML User's Guide &gt; Nonlinear Optimation Examples &gt; Details &gt; Gloval versus Local Optima.</P><P></P><P>Steve Denham</P></BODY></HTML> Fri, 27 Jun 2014 13:29:27 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/How-to-guarntee-a-unique-solution-in-NLPNMS/m-p/157986#M1442 SteveDenham 2014-06-27T13:29:27Z Re: How to guarntee a unique solution in NLPNMS? https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/How-to-guarntee-a-unique-solution-in-NLPNMS/m-p/157987#M1443 <HTML><HEAD></HEAD><BODY><P>The uniqueness of a solution depends on the function being optimized, not the particular choice of an optimization routine. In general, if you start near a local optimum, you will converge to that optimum (but the beautiful fractals for Newton's iteration show that this is not always the case!)&nbsp; If your function has several local maxima and you want to find the one that is the global maximum, you can try using initial conditions on a uniform grid in parameter space, as detailed in this article: <A href="http://blogs.sas.com/content/iml/2014/06/11/initial-guess-for-optimization/" title="http://blogs.sas.com/content/iml/2014/06/11/initial-guess-for-optimization/"> How to find an initial guess for an optimization - The DO Loop</A> </P></BODY></HTML> Fri, 27 Jun 2014 14:13:45 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/How-to-guarntee-a-unique-solution-in-NLPNMS/m-p/157987#M1443 Rick_SAS 2014-06-27T14:13:45Z