[SciPy-User] optimize.fmin_cg terminates when w - grad*1e-10 yields lower obj & grad

Jason Rennie jrennie@gmail....
Mon Oct 5 13:40:31 CDT 2009


On Mon, Oct 5, 2009 at 2:35 PM, <josef.pktd@gmail.com> wrote:

> In this case, I either agree with Sebastian, or you are already at a
> minimum
> up to the usual precision, or your problem is badly scaled (my next
> guesses).
>
> In your initial example, you had an improvement with a stepsize 1e-10,
> however fmin_cg has a minimum stepsize of amin = 1e-8 (hardcoded) in
> linesearch
> if my very fast skimming of the code is correct.
>

Ah.  This sounds like it may be the problem.  When I use 1e-8, I don't get a
smaller objective.

Jason


>
> I don't know about fmin_cg but, if I remember correctly, I got this return
> code
>  with other minimizers when I had an (almost) perfect fit, with no noise in
> the
> simulation. Otherwise, you could try to rescale your problem to make the
> parameters larger in absolute value.
>
> Josef
>

-- 
Jason Rennie
Research Scientist, ITA Software
617-714-2645
http://www.itasoftware.com/
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