[SciPy-dev] ticket 390 ("scipy.optimize.fmin_bfgs fails without warning", Reported by: ycopin)

Nils Wagner nwagner@iam.uni-stuttgart...
Wed Jul 18 07:30:07 CDT 2007


Alan G Isaac wrote:
> On Wed, 18 Jul 2007, dmitrey apparently wrote:
>   
>> http://projects.scipy.org/scipy/scipy/ticket/390
>> So, since user has sin(const/b), the func is 
>> 1) non-convex 
>> 2) has lots of local minimum 
>> So I guess it's nothing special that sometimes fmin_bfgs yields other 
>> solution (from other start points) than the one the user mentioned. 
>> So I think the ticket should be closed. 
>>     
>
>
> Yannick, can you comment please?  Nils too.
> I read the ticket as concerning not the particular point
> found but that stopping was away from a local
> minimum without warning, even though the Jacobian was ok.
>
> Alan Isaac
>
> PS Dmitrey is working on these tickets this week and needs
> very quick feedback.
>
>
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>   
Hi Alan,

I am not an expert wrt. optimization.
The following link might be useful to gain further insight into local
and global
convergence properties of BFGS.
http://eom.springer.de/b/b120510.htm


Cheers,
                      Nils
 


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