[SciPy-user] fmin_cobyla hangs

Christian K ckkart@hoc....
Tue Sep 4 10:17:44 CDT 2007

dmitrey wrote:
> W/o code sample we can't say anything.

Sure. Some explanations on the code:
The goal is to find a smooth baseline for scattered data f(x). Therefore I let
fmin_cobyla minimize the difference between the data and a n-point spline
subject to the constraint data-spline > 0. Additionally constraints on the first
and second derivative are applied. To reduce minimisation time the difference
and the derivatives are only calculated at a subset of the data points.

The strange thing is, that when running the minimisation separated from the
application within which it is usually run, it still hangs, but under different
conditions (different number of constraints). In the sample code the
minimisation is repeated within a for loop while one parameter is changed (which
is the number of points taken to calculate the difference). On my system, when
run within the application, fmin_cobyla hangs for i=78, the stand alone script
however hangs for i=15.

Script and data are attached.

Thanks, Christian
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