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

SciPy Trac scipy-tickets@scipy....
Sat Nov 24 09:42:54 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 josefpktd):

 As a related aside:

 In statsmodels we have a pure newton optimizer without linesearch, which
 doesn't work in some cases. We would also like to add another optimizer
 that is popular in econometrics and uses the entire Jacobian to get the
 Hessian approximation (similar to optimize.leastsq).
 For both cases, I would like to use the scipy.optimize linesearch, and a
 robust method, like the part of fmin_bfgs that I copied, would be useful.
 Neither Skipper nor I know much about linesearch in optimization, and we
 might import or copy whatever methods you come up with for cases like
 this.
 Thank you

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1778#comment:5>
SciPy <http://www.scipy.org>
SciPy is open-source software for mathematics, science, and engineering.


More information about the Scipy-tickets mailing list