[SciPy-user] fmin_bfgs optimizer hangs?
nwagner at iam.uni-stuttgart.de
Mon Nov 6 02:31:10 CST 2006
Marek Wojciechowski wrote:
>> 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
> It seems that the problem of fmin_bfgs is just there is no parameter
> for maximum calls of function. Together with possible oscilating behavior
> there are the cases the routine never ends... Maybe this should be
> considered as a bug?. Using fmin_powell before does not make things
> Till now I found fmin_l_bfgs_b and fmin_tnc, constrained optimizers,
> useful for me. I can safely set max number of function calls and, if I'm
> not satisfied with the result, restart from another starting point.
Help on function fmin_bfgs
fmin_bfgs(f, x0, fprime=None, args=(), gtol=1.0000000000000001e-05,
norm=inf, epsilon=1.49011611938e-08, maxiter=None, full_output=
0, disp=1, retall=0, callback=None)
maxiter -- the maximum number of iterations.
full_output -- if non-zero then return fopt, func_calls, grad_calls,
and warnflag in addition to xopt.
disp -- print convergence message if non-zero.
retall -- return a list of results at each iteration if non-zero
You can specify the maximum number of iterations.
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