[SciPy-user] convergence detection in optimize/nonlin.py
Wed Nov 12 18:20:43 CST 2008
Wed, 12 Nov 2008 16:29:24 -0700, Andrew Hawryluk wrote:
> I am experimenting with optimize.broyden3() for solving a multivariable,
> nonlinear problem. The signature is
> def broyden3(F, xin, iter=10, alpha=0.4, verbose = False)
> and it is written to iterate exactly 'iter' times.
> However, after it converges (to within machine tolerances) it runs into
> division by zero errors and fails while trying to take the square root
> of a NaN.
Yes, I think these methods should terminate after reaching user-specified
tolerances. IIRC, divisions by zero etc. are not uncommon in Broyden
methods if they are run to very short step lengths.
It's a bug, ticket here: http://scipy.org/scipy/scipy/ticket/791
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