[SciPy-dev] ticket 390 ("scipy.optimize.fmin_bfgs fails without warning", Reported by: ycopin)
Wed Jul 18 07:30:07 CDT 2007
Alan G Isaac wrote:
> On Wed, 18 Jul 2007, dmitrey apparently wrote:
>> 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.
> Scipy-dev mailing list
I am not an expert wrt. optimization.
The following link might be useful to gain further insight into local
convergence properties of BFGS.
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