[SciPy-Dev] missing documentation for optimize.line_search
Mon Apr 26 02:29:10 CDT 2010
On Tue, Apr 20, 2010 at 8:40 AM, Ralf Juengling <Ralf.Juengling@synopsys.com
> Two arguments to optimize.line_search, old_fval, and old_old_fval are not
> documented. Could anyone please fill in the blanks?
> line_search uses minpack2.dcsrch to do its heavy lifting; old_fval and
old_old_fval go into defining dcsrch's first two arguments, alpha1 =
pymin(1.0,1.01*2*(phi0-old_old_fval)/derphi0) and phi0 = old_fval. Over on
the dcsrch side, according to
http://ftp.mcs.anl.gov/pub/MINPACK-2/csrch/dcsrch.f (which would appear to
be the correct source for optimize/minpack2.pyd), the first two arguments
are stp and f; dcsrch.f has this to say about these two arguments:
"On entry stp is the current estimate of a satisfactory step [in the
search direction]. On initial entry, a positive initial estimate must
"On initial entry f is the value of the function at 0. On subsequent
entries f is the value of the function at stp."
For more info on the mathematical & algorithmic significance of these
parameters, I'll refer you to the reference already in the docstring.
HTH. (I'll add this info - in a more "narrative" style - to the
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