[SciPy-User] fmin_slsqp exit mode 8
Fri Sep 28 13:09:27 CDT 2012
27.09.2012 18:15, firstname.lastname@example.org kirjoitti:
> in statsmodels we have a case where fmin_slsqp ends with mode=8
> "POSITIVE DIRECTIONAL DERIVATIVE FOR LINESEARCH"
> Does anyone know what it means and whether it's possible to get around it?
> the fortran source file doesn't have an explanation.
Guessing without wading through the F77 goto sphagetti: it could mean
that the optimizer has wound up with a search direction in which the
function increases (or doesn't decrease fast enough). If it's an
termination condition, it probably also means that the optimizer is not
able to recover from this.
Some googling seems to indicate that this depends on the scaling of the
prolem, so it may also be some sort of a precision issue (or an issue
with wrong tolerances):
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