RE: [NMusers] NONMEM ODE solver

Alison,
  Thanks for this, (the answer to my question from 2 years ago). This
will help greatly with some automated diagnostics/corrections in work
on automated model selection, especially with my favorite error message

MINIMIZATION TERMINATED DUE TO PROXIMITY OF NEXT ITERATION EST. TO A
 VALUE AT WHICH THE OBJ. FUNC.
which I never understood how that could happen (unless you have a
proportional error and prediction of 0).

The "spike", is an interesting solution to be problem (not that I have a
better suggestion, since, in that situation you really can't calculate a
meaningful OBJ). I'd like to ask some of the people out there who know
about numerical method if there are other options for recovering from a
THETA vector for which you cannot the ODE solution, in estimation.
Perhaps an estimate of the OBJ based just on the first and second
derivative (with some penalty, to keep it out of that range again)?



Mark

Mark Sale MD
Next Level Solutions, LLC
www.NextLevelSolns.com


> -------- Original Message --------
> Subject: Re: [NMusers] NONMEM ODE solver
> From: "Alison Boeckmann" <alisonboeckmann_at_fastmail.fm>
> Date: Mon, May 28, 2007 1:01 pm
> To: "Benjamin Ribba" <Benjamin.Ribba_at_recherche.univ-lyon1.fr>,
> nmusers_at_globomaxnm.com
>
> My comments are attached.
>
>
> On Sun, 27 May 2007 18:53:21 +0200, "Benjamin Ribba"
> <Benjamin.Ribba_at_recherche.univ-lyon1.fr> said:
> > Dear NMusers,
> >
> > 1. I have some difficulties to find information on the ODE solver
> > implemented in NONMEM.
> > Can anyone tell me about the numerical integrator(s) implemented when
> > using
> > ADVAN6 (recommended for non-stiff) and ADVAN8 (stiff problems)? In
> > particular, is the integrator able to switch automatically between
> stiff
> > and
> > non-stiff resolution techniques?
> >
> > 2. Then, still related to the ODE solver, I was also interested in a
> > message
> > I¹ve picked up from the archive (from Mark Sale, posted January
> 2005, see
> > below), for which I couldn¹t find any answer from the group.
> Additional
> > information on these items would be greatly appreciated.
> > _______________________________________________________
> >
> > From: mark.e.sale_at_gsk.com
> > Subject: [NMusers] questions on ODE solver errors
> > Date: Wed, January 26, 2005 4:40 pm
> >
> > If the NOABORT option is used for the ODE solvers, and the
> > ODE solver has "numerical difficulties", giving the message:
> >
> > NUMERICAL DIFFICULTIES WITH INTEGRATION ROUTINE.
> > MAXIMUM NO. OF EVALUATIONS OF DIFFERENTIAL EQUATIONS, 100000,
> EXCEEDED.
> > 0END OF PRED EXIT CODE MESSAGES FROM THE ESTIMATION STEP
> >
> > But, NONMEM continues to plod along.
> > Does anyone know what NONMEM does instead? I assume that the OBJ
> > contribution for that subject cannot be calculated, so, the gradient
> > for the dimension(s) requiring that OBJ cannot be calculated. Seems
> > like an error to simply ignore the OBJ contribution from that person
> > (resulting in a lower OBJ for that function evaluation, and a bad
> > gradient and Hessian). Is that function evaluation discarded, and
> > no gradient is generated for that dimension/iteration? But I don't
> > see a 0 gradient anywhere in the output (I know, in NONMEM V, it
> > isn't as simple as one function evaluation per dimension (+1))
> >
> > Thanks
> >
> >
> > Mark Sale M.D.
> > Global Director, Research Modeling and Simulation
> > GlaxoSmithKline
> > 919-483-1808
> > Mobile
> > 919-522-6668
> > _______________________________________________________
> >
> >
> > Thanks for your help in this matter.
> >
> > Benjamin Ribba
> >
> > Therapeutic Targeting in Oncology (EA3738)
> > University Claude Bernard Lyon 1
> > Faculty of Medicine Lyon-Sud
> > 165, chemin du grand revoyet
> > 69921 Oullins cedex
> >
> > Tel: +33 4 26 23 59 57 / +33 6 66 06 15 21
> >
> >
> >
> --
> Alison Boeckmann
> alisonboeckmann_at_fastmail.fm

Received on Mon May 28 2007 - 16:04:22 EDT