[SciPy-Dev] tol parameter to minimize_scalar is inconsistent [without HTML this time]

Denis Laxalde denis@laxalde....
Thu Sep 12 01:08:34 CDT 2013


Hi,

Micky Latowicki wrote:
> I'd like to ask/suggest something about minimize_scalar. It seems to me
> that the tol parameter is relative tolerance when the method is 'brent'
> and absolute tolerance when the method is 'bounded'. Isn't this confusing?

This appears to be correct. It is indeed confusing.
You might want to submit a bug report about this. See 
http://www.scipy.org/scipylib/bug-report.html.

> Perhaps this parameter should be deprecated, until both methods can
> support either relative or absolute tolerance? Meanwhile, parameters
> with names such as 'abs_xtol' and 'rel_xtol' can be introduced, and
> invalid combinations of parameters and method would be rejected with a
> ValueError?

This should at least be documented. On the other hand, adding support 
for both relative and absolute tolerances in underlying solvers might 
not be too hard.

Greetings,
Denis



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