[Scipy-tickets] [SciPy] #1588: scipy.optimize.cobyla not consistant in Windows
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Mon Jan 23 18:35:26 CST 2012
#1588: scipy.optimize.cobyla not consistant in Windows
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Reporter: casperskovby | Owner: somebody
Type: defect | Status: needs_info
Priority: normal | Milestone: Unscheduled
Component: Other | Version: 0.10.0
Keywords: |
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Changes (by pv):
* status: new => needs_info
Comment:
Bugs in f2py sound unlikely, so it's best to rule out other issues first:
The important question is what are the values of the objective function
`f(pvec)` -- does this change significantly between runs?
If it does not change much, then the optimization problem is probably ill-
defined, and the result is sensitive to rounding error. In that case, this
is not a bug.
Now, naively one would expect that the rounding error would be the same
from one run to another, but I think this depends on the compiler ---
alignment of data in memory can change, and this can trigger different
compiler-optimized branches in the code. (See
http://www.nccs.nasa.gov/images/FloatingPoint_consistency.pdf) If it's
alignment, then one would expect that the program produces only a few
different answers. Is this so?
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Ticket URL: <http://projects.scipy.org/scipy/ticket/1588#comment:1>
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