Implementation and Applications of a Three-Round User Strategy for Improved Principal Axis Minimization
Journal Title: Journal of Applied Quantitative Methods - Year 2008, Vol 3, Issue 1
Abstract
This paper presents a three-round user strategy (EPM), extending the C implementation of Brent’s PRAXIS algorithm by Gegenfurtner. In a first round, EPM applies a multistart procedure for global optimization, randomly generating and evaluating multiple sets of start values drawn from weighted primary and secondary intervals. Using the parameter estimates of the smallest first round minimum, in a second and third round, EPM performs iterative minimization runs and applies an additional break-off criterion to improve and stabilize the approximated minimum and parameter estimates. Moreover, EPM increases the precision of the original PRAXIS implementation by a conversion from the double to the long double data type. This conversion is not trivial and even seen to be essential for minimizing a complex empirical function from psychometrics. Important special cases of EPM are discussed and promising strategies for the handling of EPM are proposed. EPM’s advantages over PRAXIS are illustrated using two different functions: a ‘well-behaved’ Rosenbrock function and an ‘illbehaved’ psychometric likelihood function.
Authors and Affiliations
Ali ÜNLÜ, Michael KICKMEIER-RUST
Keywords
Related Articles
- EP ID EP145169
- DOI -
- Views 107
- Downloads 0
CLUSTER ANALYSIS – A STANDARD SETTING TECHNIQUE IN MEASUREMENT AND TESTING
Standard setting plays an important role in educational and psychological testing. This paper is focused on standard setting using ‘cluster analysis’ technique. Cluster analysis is a statistical procedure for forming hom...
SPECIFICATION METHODS OF ECONOMIC PROCESSES
This paper present the stages by which we associate a formal language of a economic process. It proposes the use of a mathematical model, described as a graph, for the specification of business processes such as: investm...
Validity Examination of EFQM’s Results by Dea Models
The European Foundation Quality Management is one of the models dealing with the assessment of an organization’s function using a self-assessment for measuring the concepts, some of which are more and more qualitative. C...
Analytical and Numerical Studies of Perturbed Renewal Equations with Multivariate Non-Polynomial Perturbations
The object of study is a model of nonlinearly perturbed continuous-time renewal equation with multivariate non-polynomial perturbations. The characteristics of the distribution generating the renewal equation are assumed...
Halos and Horns in the Assessment of Undergraduate Medical Students: A Consistency-Based Approach
The authors introduce a consistency-based approach to detecting examiner bias. On comparing intra-class correlation coefficients on transformed data for supervisor continuous performance and report marks (ICC1*) with tho...