[SciPy-User] fmin_bfgs stuck in infinite loop
Tue Oct 25 06:40:23 CDT 2011
25.10.2011 13:30, email@example.com kirjoitti:
> Is there an explanation for task? What does task[:2] == 'FG' mean?
Check the minpack source files for dcscrch.f
> I tried the condition separately.
> if np.isnan(phi1) or np.isneginf(phi1):
> if task[:2] == asbytes('FG'):
> I also added the isneginf check, because I think there is also the
> possibility of an infinite loop at phi = -inf.
> I would still feel safer if there is a maxiter in the line search, as
> in the python version, scalar_search_wolfe2
Transforming the while loop to a for-loop could be a reasonable
for j in xrange(maxiter):
... return indicating wolfe search failed ...
> a separate issue:
> bfgs does not have an xtol, which means we don't get any indication if
> only one or some of the parameters go to inf.
The best thing would be to have all the optimizers deal with termination
conditions in the same way.
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