reikhboerger at gmx.de
Mon Nov 22 13:57:21 CST 2004
I am new to Python and new to this list, so I will probably have lots
of questions and hopefully I can get good advice from you :-)
My problem at the moment is the following: I need to minimize a
function of 4 variables. I use optimize.fmin and everything works fine,
besides the computation time.
Now, I additionally provide the gradient of the objective function and
use optimize.fmin_bfgs. But when I run the program, the optimizer
always stops after 2 or 3 iterations and returns a value close to my
starting value as the optimal solution - doesn't matter, where I start,
it is always very close to the starting value.
I always get a warning: Optimization does not terminate succesfully DUE
TO PRECISION LOSS. What does that mean and how I can I fix it? I tried
several things, but I have no idea, what is going wrong...
Can anyone help me?
Thanks and regards,
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