[Scipy-tickets] [SciPy] #734: errors in fmin_bfgs and some improvements

SciPy scipy-tickets@scipy....
Wed Sep 3 14:07:40 CDT 2008


#734: errors in fmin_bfgs and some improvements
----------------------------+-----------------------------------------------
 Reporter:  jgarcke         |       Owner:  somebody
     Type:  defect          |      Status:  new     
 Priority:  normal          |   Milestone:          
Component:  scipy.optimize  |     Version:  0.5.2   
 Severity:  normal          |    Keywords:          
----------------------------+-----------------------------------------------
 There are a couple of issues with fmin_bfgs in optimize.py.

 I'll attach a patch against optimize.py from Revision 4683, but that file
 / fmin_bfgs hasn't really changed much anyway recently.

 - the second linesearch can't return an alpha_k != None because it gets
 'wrong' old_fval,old_old_fval. These get changed on the return from the
 first linesearch. These return values should be stored temporarily and
 only be used of the first linesearch returns an useable alpha_k

 - a more stable way to compute sk

 The following are changes to achieve a more robust behaviour

 - an additional stopping criteria tracking very small changes

 - a different way to handle possible div by zero

-- 
Ticket URL: <http://scipy.org/scipy/scipy/ticket/734>
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