[SciPy-user] fmin stopping on something not a local optimum

Emin.shopper Martinian.shopper emin.shopper@gmail....
Tue Mar 27 16:30:08 CDT 2007


Dear Experts,

I am getting some strange behavior with scipy.optimize.fmin. It seems to
"converge" to what it thinks is an optimal solution that is not even a local
optimum. Consequently, I end up having to do things like

answers = [initialGuess]
for i in range(5):
   answers.append( scipy.optimize.fmin(func,x0=answers[-1]) )

In each iteration of the loop, fmin prints information saying it terminated
successfully (i.e., it is not hitting the maxiter or maxfun constraints
since I have set these very high) yet the "Current function value" keeps
improving.

Should I be setting the parameters for fmin in a special way to tell it not
to stop too early? I've tried fiddling with xtol and ftol without much
success.

Is one supposed to call fmin repeatedly like this?

Thanks,
-Emin
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://projects.scipy.org/pipermail/scipy-user/attachments/20070327/70fb031c/attachment.html 


More information about the SciPy-user mailing list