[SciPy-user] fmin_tnc changes since scipy 0.6.0

Nils Wagner nwagner@iam.uni-stuttgart...
Fri Jun 20 15:56:19 CDT 2008


On Fri, 20 Jun 2008 19:26:48 +0000 (UTC)
  Yannick Copin <yannick.copin@laposte.net> wrote:
> 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?

Dmitrey should reply here since he is the author of 
openopt.

> 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.
> 

IMHO, one should compare the results obtained by different 
optimizations tools, wrt. efficiency, convergence 
behaviour, etc.

openopt provides solvers for different optimizations 
tasks.

and it's easy to install

svn co http://svn.scipy.org/svn/scikits/trunk/openopt 
openopt

cd openopt
python setup.py install


Nils
  


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