[SciPy-user] fmin

Reik Börger reikhboerger at gmx.de
Mon Nov 22 13:57:21 CST 2004


Hi everybody,

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,
Reik



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