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VBA  LevenbergMarquard http://forum.alglib.net/viewtopic.php?f=2&t=2294 
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Author:  t_valente [ Fri Apr 17, 2015 4:11 pm ] 
Post subject:  VBA  LevenbergMarquard 
Hi, I'm a newbie at ALGLIB and also to optimization problems. I was trying to use LevenbergMarquardt algortihm with the ALGLIB VBA modules to determine the coeficient of the following expression: Y=sum(1/X(J)*A), being J=1 to N I have a bunch of points wiht (A(i),Y(i)) i=1 to M , and I want do determine all the X(J) terms that fit the data. The following code was written by me (for the first time), to fit the equation with (N=10 and M=401), but somehow it's not working. Can anyone give me some help!? Public Const M = 401 Public Const N = 10 Public Sub DemoRoutine() Dim State As MinLMState Dim Rep As MinLMReport Dim S(N  1) As Double Dim X(N  1) As Double Dim t(M  1) As Double ' array com as idades : eixo x Dim t0 As Double ' variavel com idade referencia t0 = Cells(2, 2) Dim tau(N  1) As Double Dim C(M  1) As Double 'array com os valores da fun??o compliance C(t,t0) :eixo y Dim soma_c As Double ' variavel do somat?rio dos valores de C(t,t0) soma_c = 0 ' ler arrays da folha aberta For I = 0 To M  1 t(I) = Cells(I + 4, 2) ' gravar em array valores de t() come?am na linha 4, coluna 2 C(I) = Cells(I + 4, 15) 'gravar em array valores de C(t,t0) come?am na linha 4, coluna 15 soma_c = soma_c + C(I) 'soma de todos os valores de C(t,t0) para os intervalo t0 a tfinal Next For I = 0 To N  1 S(I) = (I + 1) ^ 3 'valores inicias da solu??o (formula escolhida por mim) tau(I) = Cells(2, 3 + I) ' gravar em array valores de tau (i) Next Call MinLMCreateFJ(N, M, S, State) Call MinLMSetCond(State, 0, 0, 0.1, 1000) Do While MinLMIteration(State) For I = 0 To N  1 X(I) = State.X(I) Cells(I + 4, 16) = X(I) Next If State.NeedF Then State.F = 0 For I = 0 To M  1 For J = 0 To N  1 State.F = State.F + (1 / X(J) * (1  Exp((t(I)  t0) / tau(J)))) Next Next State.F = Square(State.F  soma_c) Cells(4, 17) = State.F End If If State.NeedFiJ Then For I = 0 To M  1 State.FI(I) = 0 Next For I = 0 To M  1 For J = 0 To N  1 State.FI(I) = State.FI(I) + 1 / X(J) * (1  Exp((t(I)  t0) / tau(J))) Next State.FI(I) = State.FI(I)  C(I) Next For I = 0 To M  1 For J = 0 To N  1 State.J(I, J) = (1  Exp((t(I)  t0) / tau(J))) * 1 / X(J) * 1 / X(J) Next Next End If Loop Call MinLMResults(State, S, Rep) For I = 0 To N  1 Cells(I + 4, 16) = S(I) Next End Sub 
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