[SciPy-user] fmin_tnc changes since scipy 0.6.0

Yannick Copin yannick.copin@laposte....
Fri Jun 20 14:26:48 CDT 2008


Yannick Copin <y.copin <at> ipnl.in2p3.fr> writes:
> I'm a bit puzzled: I had a code which worked fine using 
> scipy.optimize.fmin_tnc with scipy 0.5.2. Unfortunately, since I upgraded 
> scipy to 0.6.0, I hit some convergence issues...
> 
> Does it ring a bell to somebody? I understand I'm a bit vague for the moment 
> (I did not look for a simple test case yet), but maybe somebody had this 
> experience too. Besides the reverted output order, was there some significant 
> algorithmic changes in fmin_tnc between 0.5.2 and 0.6.0?

To complete my previous email, it seems my convergence problems is related to
the new 'offsets' in fmin_tnc, which allows for fine-tuning of parameter
scaling. If I force these offsets to be all null (instead of their actual
defaults), I find results very similar to scipy 0.5.2 ones. 

PS: I suspect the TNC algo within OpenOpt is actually the one from Scipy, right?
So this would not solve my problem. Furthermore, I try to limit the number of
external packages to be needed by my code, so I restrict myself to routines from
numpy/scipy.




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