[Scipy-tickets] [SciPy] #1778: fmin_ncg fails at Rosenbrock

SciPy Trac scipy-tickets@scipy....
Sat Nov 24 09:22:11 CST 2012


#1778: fmin_ncg fails at Rosenbrock
------------------------------+---------------------------------------------
 Reporter:  unknown (google)  |       Owner:  somebody    
     Type:  defect            |      Status:  needs_review
 Priority:  normal            |   Milestone:  Unscheduled 
Component:  scipy.optimize    |     Version:  devel       
 Keywords:  fmin_ncg          |  
------------------------------+---------------------------------------------

Comment(by pv):

 The "BFGS" line search is an Armijo search, guaranteeing just the first
 Wolfe condition.

 If I understand correctly, `fmin_tnc` uses a search that requires both
 Wolfe conditions. I'd suppose this is less likely to stagnate, and it
 seems to improve things as you show above.

 In principle, just replacing the line search is probably OK, but I'd need
 to look a bit more at the literature.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1778#comment:4>
SciPy <http://www.scipy.org>
SciPy is open-source software for mathematics, science, and engineering.


More information about the Scipy-tickets mailing list