[SciPy-User] Why optimize.minimize returns worse solution?

Jaakko Luttinen jaakko.luttinen@aalto...
Wed Apr 10 04:50:46 CDT 2013


Hi,

I'm having a weird problem with scipy.optimize.minimize (using CG
method). Sometimes the function returns a solution which is worse than
the initial solution (in terms of the provided cost function). I don't
understand this, because I thought that the method returns the best
solution it has found, and at least the initial solution is not worse
than itself so it can always return that instead of a worse solution..

My gradient computations are incorrect at the moment, so that might be a
reason for this problem. However, I still don't understand why the
method returns a worse solution, even if the gradient computation is
wrong. (And I'm not sure whether this is even the reason, or one of the
reasons.)

Thanks for any help,
Jaakko


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