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

josef.pktd@gmai... josef.pktd@gmai...
Mon Oct 5 15:33:40 CDT 2009


On Mon, Oct 5, 2009 at 4:11 PM, Jason Rennie <jrennie@gmail.com> wrote:
> 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

bug candidate: linesearch doesn't honor warn

Has fortran 0 or 1 based indexing?

I think task[1:4] == 'WARN':
should instead be

task[:4] == 'WARN':


Josef



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