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

David Huard david.huard@gmail....
Wed Mar 28 08:26:50 CDT 2007


Hi Emin,
just a thought: fmin searches for a minimum, not an optimum in the general
sense. Could that be the problem ?

If not, the problem could indeed be with ftol being set too high. What kind
of function are you optimizing ? Maybe try using brute force optimization
just to get an idea of what's going on. I'm using fmin extensively and the
only times it gives me trouble, it ends up the source of the problem is
sitting in front of the screen.

David

2007/3/27, Emin.shopper Martinian.shopper <emin.shopper@gmail.com>:
>
> 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
>
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