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

Jason Rennie jrennie@gmail....
Mon Oct 5 15:55:38 CDT 2009


Looks like optimize.zoom() is also buggy in that it will return a step size
corresponding to an increased objective if it can't find a step in maxiter
iterations.
Jason

On Mon, Oct 5, 2009 at 4:33 PM, <josef.pktd@gmail.com> wrote:

> 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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> > SciPy-User@scipy.org
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> >
> >
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-- 
Jason Rennie
Research Scientist, ITA Software
617-714-2645
http://www.itasoftware.com/
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