[SciPy-user] fmin_bfgs optimizer hangs?
nwagner at iam.uni-stuttgart.de
Thu Nov 2 07:55:33 CST 2006
mwojc at p.lodz.pl wrote:
> I found that fmin_bfgs optimizer may "hang" in some circumstances
> (starting points). I mean it seems to never reach an iteration criterion
> maxiter. I'd like to ask if anybody met such a problem or this is only my
> optimisation problem issue.
> SciPy-user mailing list
> SciPy-user at scipy.org
AFAIK, the success of an optimizer clearly depends on the initial guess.
Try to start with fmin_powell and switch to fmin_bfgs.
Please let me know if that works for your problem.
I have observed several scenarios e.g. convergence towards local
extrema, oscillating behaviour (fmin_ncg) , ...
Sometimes I get a message
Warning: Desired error not necessarily achieved due to precision loss
More information about the SciPy-user