[SciPy-user] fmin_bfgs optimizer hangs?

Marek Wojciechowski mwojc at p.lodz.pl
Sun Nov 5 03:13:53 CST 2006


> 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
>

It seems that the problem of fmin_bfgs is just there is no parameter
for maximum calls of function. Together with possible oscilating behavior
there are the cases the routine never ends... Maybe this should be
considered as a bug?. Using fmin_powell before does not make things
better.
Till now I found fmin_l_bfgs_b and fmin_tnc, constrained optimizers,
useful for me. I can safely set max number of function calls and, if I'm
not satisfied with the result, restart from another starting point.

Greetings

-- 
Marek Wojciechowski


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