[SciPy-Dev] scipy.optimize.fmin_l_bfgs_b versus openopt scipy_lbfgsb

Nils Wagner nwagner@iam.uni-stuttgart...
Wed Feb 29 13:54:05 CST 2012


Hi all,

who can shed some light on the different behavior of 
scipy.optimize and openopt wrt. l_bfgs_b ?

Nils

>>> scipy.__version__
'0.11.0.dev-491f9db'
>>> openopt.__version__
'0.37'


python -i test_lbfgsb.py
Optimal solution by L_BFGS_B
(array([ 2000.        ,  1100.        ,  1614.65585984, 
 1050.        ,
          900.        ,  1300.        ,  1100.        , 
 1200.        ,
         1400.        ,  1000.        ,    28.        , 
   28.        ,
           73.        ,    54.        ,    30.        ]), 
22.685511313514301, {'warnflag': 0, 'task': 'CONVERGENCE: 
NORM OF PROJECTED GRADIENT <= PGTOL', 'grad': array([ 
 8.38440428e-04,   9.89075488e-04,   5.32907052e-06,
          3.17612603e-04,   4.14956958e-04, 
  2.43041143e-03,
          1.26121336e-03,   1.87938554e-04, 
  2.43041143e-03,
          1.10297549e-02,  -2.24627428e-02, 
 -2.86387802e-02,
         -5.51217738e-02,  -1.89885441e-02, 
 -5.40191181e-01]), 'funcalls': 36})

------------------------- OpenOpt 0.37 
-------------------------
solver: scipy_lbfgsb   problem: unnamed    type: NLP 
  goal: minimum
  iter   objFunVal
     0  2.355e+01
RUNNING THE L-BFGS-B CODE

            * * *

Machine precision = 2.220D-16
  N =           15     M =           10

At X0         0 variables are exactly at the bounds
Traceback (most recent call last):
   File "test_lbfgsb.py", line 68, in <module>
     r = p.solve('scipy_lbfgsb')
   File 
"/home/nwagner/local/lib/python2.7/site-packages/openopt-0.37-py2.7.egg/openopt/kernel/baseProblem.py", 
line 235, in solve
     return runProbSolver(self, *args, **kwargs)
   File 
"/home/nwagner/local/lib/python2.7/site-packages/openopt-0.37-py2.7.egg/openopt/kernel/runProbSolver.py", 
line 246, in runProbSolver
     solver(p)
   File 
"/home/nwagner/local/lib/python2.7/site-packages/openopt-0.37-py2.7.egg/openopt/solvers/scipy_optim/scipy_lbfgsb_oo.py", 
line 36, in __solver__
     iprint=p.iprint, maxfun=p.maxFunEvals)
   File 
"/home/nwagner/local/lib64/python2.7/site-packages/scipy/optimize/lbfgsb.py", 
line 157, in fmin_l_bfgs_b
     options=opts, full_output=True)
   File 
"/home/nwagner/local/lib64/python2.7/site-packages/scipy/optimize/lbfgsb.py", 
line 270, in _minimize_lbfgsb
     isave, dsave)
ValueError: failed to initialize intent(inout) array -- 
input not fortran contiguous

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