[SciPy-user] Bug(?) in optimize.fmin_powell

Nils Wagner nwagner at mecha.uni-stuttgart.de
Wed Jun 29 09:43:49 CDT 2005


Hi all,

I have used several optimization procedures to minimize the Rayleigh 
quotient.
Here are the results of rayleigh.py (see attachment):

Optimization terminated successfully.
         Current function value: 0.022338
         Iterations: 648
         Function evaluations: 924
fmin 924
Approximated smallest eigenvalue 0.0223383478603

Optimization terminated successfully.
         Current function value: 0.022338
         Iterations: 7
         Function evaluations: 569
Powell 790
Approximated smallest eigenvalue 0.0223384381901

Optimization terminated successfully.
         Current function value: 0.022338
         Iterations: 17
         Function evaluations: 420
         Gradient evaluations: 0
fmin_cg 420
Approximated smallest eigenvalue 0.0223383476402

Optimization terminated successfully.
         Current function value: 0.022338
         Iterations: 22
         Function evaluations: 276
         Gradient evaluations: 0
fmin_bfgs 276
Approximated smallest eigenvalue 0.0223383475942

smallest eigenvalue by linalg.eigvals 0.0223383475497

The number of function evaluations differs in case of fmin_powell, that 
is 790 is given by len(data) and 569 is given
in the output of fmin_powell. Is that a bug in fmin_powell ?

Moreover, the evolution of the Rayleigh quotient is quite different in 
case of fmin_powell. For what reason ?

Nils


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