[SciPy-dev] Trouble with optimize.fmin_ncg
Tue Jul 24 14:52:37 CDT 2007
On Tue, 24 Jul 2007 18:33:51 +0300
dmitrey <firstname.lastname@example.org> wrote:
> Nils, are you sure that troubles raised after last svn
Well, I believe it is less than 3 month ago that
ncg worked as expected.
> All my changes are in func _cubicmin from optimize.py
> but when I placed a breakpoint there, the hanging cycle
> the one.
> Can't you do the same trick?
> line 309,
> d1 = empty((2,2))
> I have found the hanging cycle (optimize.py, line 1030,
> while numpy.add.reduce(abs(ri)) > termcond: )
> but numpy.add.reduce(abs(ri)) is constantly growing
> maybe you had changed x0 and now it's too far from
Even if I start with a vector near x_opt ncg hangs.
> btw if 2nd derivatives are not supplied, then other
>cycle is hanging:
> line 1013:
> while (numpy.add.reduce(abs(update)) > xtol) and (k <
> I don't know howto fix the problem.
> Please inform me about the breakpoint.
> BTW your func seems to be very suspicious to me
> def R(v):
> rq = dot(v.T,A*v)/dot(v.T,B*v)
> res = (A*v-rq*B*v)/linalg.norm(B*v)
> return rq
> are you sure that the func(v)=dot(v.T,A*v)/dot(v.T,B*v)
> I'm not.
> So using 2nd derivatives (or their approximating by
>fmin_ncg (if user
> didn't provide that ones) , in line 1033:
> Ap =
> will handle non-convex funcs much more bad than 1-st
> HTH, D.
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