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

Jason Rennie jrennie@gmail....
Mon Oct 5 15:11:09 CDT 2009


The bug seems to be that scipy.optimize.linesearch.line_search can return a
step size which increases the objective.  Later linesearches are then
fubar'd b/c the (phi0-old_old_fval)/derphi0 calculation yields a negative
value.

Would someone mind sanity-checking this assertion?  Is it possible
for minpack2.dcsrch to return a step which yields a negative objective?  I'm
seeing it when the amin value is hit.  I.e. it's returning a step size of
1e-8.

Thanks,

Jason

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