From: dg on
I cannot set Method->"NMinimize" inside NonlinearModelFit in Mathematica 7
Mac. I get the following error message:

NonlinearModelFit::bdmtd :
Value of option Method -> NMinimize is not Automatic,
"Gradient",...,"NMinimize", or "LevenbergMarquardt"

which clearly does not make sense.

Everything works fine with Method->"LevenbergMarquardt". But then, Mathematica
is quite lousy at minimizing Chi squared...

From: Darren Glosemeyer on
dg wrote:
> I cannot set Method->"NMinimize" inside NonlinearModelFit in Mathematica 7
> Mac. I get the following error message:
>
> NonlinearModelFit::bdmtd :
> Value of option Method -> NMinimize is not Automatic,
> "Gradient",...,"NMinimize", or "LevenbergMarquardt"
>
> which clearly does not make sense.
>
> Everything works fine with Method->"LevenbergMarquardt". But then, Mathematica
> is quite lousy at minimizing Chi squared...
>

The failure to accept "NMinimize" as a Method is a bug that has been
fixed in the version currently under development.

When using "LevenbergMarquardt", have you specified starting values for
the parameters? Good starting values can be very important in local
nonlinear optimization. Alternatively, constructing the sum of squares
and minimizing directly with NMinimize could be done to get parameter
estimates. You could potentially feed estimates obtained from NMinimize
back into NonlinearModelFit as starting values to get diagnostics.

Darren Glosemeyer
Wolfram Research