[SciPy-user] step size using optimize.fmin

Pauli Virtanen pav@iki...
Sun Sep 14 06:34:18 CDT 2008


Sun, 14 Sep 2008 03:50:45 -0700, SimonPalmer wrote:

> Hi, I have a weird and lumpy N-D function that I am trying to minimize
> using optimize.fmin.  The problem I am having is that the step size that
> fmin uses is fixed and not quite big enough to move the function value
> sufficiently far to examine a different "state", so the function
> terminates (cleanly) presuming it is on a flat surface.

Silly thought: maybe you could scale your function so that its 
characteristic length scale becomes 1?

x_scale = 1000
f_scale = 1

def scaled_func(x):
    return func(x * scale) * f_scale

xopt = sp.optimize.fmin(scaled_func, scale*x0)
xopt /= scale


-- 
Pauli Virtanen



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