[SciPy-Dev] Doc error in scipy.optimize.fmin and missing info in ref guide

David Goldsmith d.l.goldsmith@gmail....
Sat Mar 20 14:23:26 CDT 2010


On Sat, Mar 20, 2010 at 9:30 AM, Rob Clewley <rob.clewley@gmail.com> wrote:
> Hi,
>
>> Agreed: the most robust behavior it to allow specification of both
>> types of tolerance.
>
> Yes, definitely. Most numerical algorithms for optimization / root
> finding can benefit from a range of stopping conditions for different
> usage situations. But beyond just the abs and rel tolerances in x, it
> can be useful to also provide an absolute tolerance for the size of f
> to declare it small enough (ftol) regardless of how close the x values
> are. These conditions are very easy to add to the code.
>
> The whole point of absolute tolerances is to take care of the
> possibilities of x, f going to zero and ruining the meaning of
> relative error. But for large values of x or f their relative error
> tolerances make a lot of sense.
>
> -Rob

Rob: since no one else (besides Josef of course) is chiming in (in
particular, to "block"), may I suggest/request that you:

0) file an "enhancement" ticket for this improvement;

1) if you have the time and wherewithal, "own" the ticket, implement
the improvement (taking care to do so in such a way that the
function's extant API is not broken), and submit your patch;

2) then either update the docstring accordingly or let me know when
you're done (or at least have the details of your implementation
mapped out) and I will update the docstring.

If you need guidance in any of this (e.g., locating the scipy
developer's Trac page whereon tickets are filed) - or are just to
swamped - let me know and I'll be happy to help.  Thanks for reporting
this.

DG

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