RE: NONMEM ODE solver

> -------- Original Message -------- > Subject: RE: [NMusers] NONMEM ODE solver > From: "Alison Boeckmann" <[EMAIL PROTECTED]> > Date: Tue, May 29, 2007 2:09 pm > To: "Mark Sale - Next Level Solutions" <[EMAIL PROTECTED]> > Cc: [email protected] > > Mark, just wondering: Why does it make a difference whether NONMEM runs > into an error condition from PRED with ODE's versus any other method of > computing the prediction F? There are error messages and error returns > from other ADVAN routines. Also, a user $PRED has the option of using > the EXIT statement if the values of THETA/ETA are such that it cannot > compute the prediction. NONMEM does the same thing in all cases: back > away from the problematic THETA/ETA because of the "spike", and search > in a different direction for a better THETA/ETA. > > BTW, if PREDPP cannot return F, then it certainly cannot return > the first and second eta derivatives of F, G and H. > Sometimes a given error condition is raised in PREDPP not because F > cannot be computed, but during the computation of the eta derivatives. > There is no distinction made to NONMEM as to which was the problem. > With the ODE's, for example, an augmented state vector (A and dA/deta > and if appropriate d2A/detadeta) is integrated all together. > (With ADVAN5 and 7, the ADVAN does know if the trouble was with a given > eta and the text of the message itself indicates this, though nothing > is said to NONMEM about it.) > > > On Mon, 28 May 2007 13:04:22 -0700, "Mark Sale - Next Level Solutions" > <[EMAIL PROTECTED]> said: > > 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" <[EMAIL PROTECTED]> Date: > > > Mon, May 28, 2007 1:01 pm To: "Benjamin Ribba" > <[EMAIL PROTECTED] > > > lyon1.fr>, [email protected] > > > > > > My comments are attached. > > > > > > > > > On Sun, 27 May 2007 18:53:21 +0200, "Benjamin Ribba" > <[EMAIL PROTECTED] > > > 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 I?ve picked up from the archive (from Mark Sale, > > > > posted January > > > 2005, see > > > > below), for which I couldn?t find any answer from the group. > > > Additional > > > > information on these items would be greatly appreciated. > > > > _______________________________________________________ > > > > > > > > From: [EMAIL PROTECTED] 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 [EMAIL PROTECTED] > > > -- > Alison Boeckmann > [EMAIL PROTECTED]