[SciPy-user] fmin_bfgs optimizer hangs?

Nils Wagner nwagner at iam.uni-stuttgart.de
Thu Nov 2 07:55:33 CST 2006


mwojc at p.lodz.pl wrote:
> Hi,
> I found that fmin_bfgs optimizer may "hang" in some circumstances
> (starting points). I mean it seems to never reach an iteration criterion
> maxiter. I'd like to ask if anybody met such a problem or this is only my
> optimisation problem issue.
>
> Thanks
> Marek
>
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>   
AFAIK, the success of an optimizer clearly depends on the initial guess.

Try to start with fmin_powell and switch to fmin_bfgs.
Please let me know if that works for your problem.

I have observed several scenarios e.g. convergence towards local
extrema, oscillating behaviour (fmin_ncg) , ...

Sometimes I get a message
Warning: Desired error not necessarily achieved due to precision loss

 Nils



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