[SciPy-User] fmin_bfgs stuck in infinite loop

Johann Cohen-Tanugi johann.cohentanugi@gmail....
Mon Oct 24 12:50:19 CDT 2011


Hello,
the OP is a colleague of mine and I looked quickly at the code. The 
infinite loop in the OP's illustrating script comes from the "while 1" 
loop in l.144 of linesearch.py : becuse phi0 is np.nan, phi1 is returned 
as np.nan as well, and the break condition is never met. There is an 
easy fix :
     while 1:
         stp, phi1, derphi1, task = minpack2.dcsrch(alpha1, phi1, derphi1,
                                                    c1, c2, xtol, task,
                                                    amin, amax, isave, 
dsave)
         if task[:2] == asbytes('FG') and not np.isnan(phi1):
             alpha1 = stp
             phi1 = phi(stp)
             derphi1 = derphi(stp)
         else:
             break

but it is not a nice kludge.... Is there a better way to secure this 
while 1 loop? I am sure I am not covering all possible pathological 
cases with adding "not np.isnan(phi1)" in the code above.

thoughts?
Johann

On 08/14/2011 01:38 AM, b9o2jnbm tsd71eam wrote:
> I have run into a frustrating problem where scipy.optimize.fmin_bfgs 
> will get stuck in an infinite loop.
>
> I have submitted a bug report:
>
> http://projects.scipy.org/scipy/ticket/1494
>
> but would also like to see if anybody on this list has any suggestions 
> or feedback.
>
> Thanks,
>
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