[SciPy-Dev] On fmin_slsqp in scipy optimize

Ajo Fod ajo.fod@gmail....
Sun Aug 28 12:22:20 CDT 2011


I think the acc variable is a red herring ... it probably should be
frozen at 1e-6 or not be allowed to be below it.
I observed that It works best when set to 1e-6 (or larger). When below
this it fails and creates unstable solutions.

My guess is that in the code:
http://www.netlib.org/toms/733

The comments give a clue:
*     accuracy of optimizer
      acc = 1.0d-06
*     accuracy of simulator
      ac1 = 1.0d-08

Perhaps the simulator's accuracy needs to be linked to the accuracy of
the optimizer?

-Ajo


More information about the SciPy-Dev mailing list