[SciPy-user] optimize.fmin_l_bfgs_b and 'ABNORMAL_TERMINATION_IN_LNSRCH',
Mon Oct 29 19:16:04 CDT 2007
I am using optimize.fmin_l_bfgs_b and getting the following output:
(array([ 8142982.47310469, 0. , 614438.11725001]),
'grad': array([ 0. , 952148.4375, 24414.0625]),
What does this mean? I am trying to do a least squares curve fit between
some noisy data and a nonlinear model. I need to constrain one of my fit
parameters to be positive. I do not have an fprime function, so the
gradient is being determined numerically.
Is there a better routine to use?
I get a fairly close answer using my own hacked solution of using
optimize.fmin where the cost function adds a gigantic penalty to the cost if
the middle coefficient is greater than 0:
[ 8.16174249e+06 1.93528613e-10 6.14626152e+05]
So, I don't think the answer is bad, I just want to know why it terminated
abnormally and whether or not I can trust the result.
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