[SciPy-dev] one more scipy.optimize.line_search question

Alan G Isaac aisaac@american....
Mon Aug 6 16:03:24 CDT 2007


>> On Mon, 06 Aug 2007, dmitrey apparently wrote: 
>>> I wonder what does the parameter amax=50 mean (in 
>>> optimize.line_search func)?  Seems like this parameter is 
>>> never used in the func 


> Alan G Isaac wrote:
>> Is there something wrong with the minpack2 documentation? 

>> c       stpmax is a double precision variable. 
>> c         On entry stpmax is a nonnegative upper bound for the step. 
>> c         On exit stpmax is unchanged. 


On Mon, 06 Aug 2007, dmitrey apparently wrote:
> the line_search func from scipy.optimize has no any relation to the 
> fortran routine you have mentioned. 
> Maybe you mean line_search func from scipy.optimize.linesearch, but as I 
> mentioned, scipy has 2 funcs line_search, one python-written (from 
> optimize.py), other from /optimize/linesearch.py. 
> So, as I have mentioned, amax is unused in scipy.optimize.linesearch 


In optimize.linesearch we define:
line_search(f, myfprime, xk, pk, gfk, old_fval, old_old_fval, args=(), c1=1e-4, c2=0.9, amax=50):
In optimize.optimize we define:
line_search(f, myfprime, xk, pk, gfk, old_fval, old_old_fval, args=(), c1=1e-4, c2=0.9, amax=50):
Clearly this is just a matter of a consistent interface,
so all args get the same interpretation.

As to why the stepsize bound is not used in the latter,
you will have to ask Travis.

Do you find a difference in the performance of the two?

Cheers,
Alan Isaac





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