[SciPy-user] fmin_tnc changes since scipy 0.6.0
dmitrey
dmitrey.kroshko@scipy....
Fri Jun 20 16:42:23 CDT 2008
Nils Wagner wrote:
> On Fri, 20 Jun 2008 19:26:48 +0000 (UTC)
> Yannick Copin <yannick.copin@laposte.net> wrote:
>
>> Yannick Copin <y.copin <at> ipnl.in2p3.fr> writes:
>>
>>> I'm a bit puzzled: I had a code which worked fine using
>>> scipy.optimize.fmin_tnc with scipy 0.5.2. Unfortunately,
>>> since I upgraded
>>> scipy to 0.6.0, I hit some convergence issues...
>>>
>>> Does it ring a bell to somebody? I understand I'm a bit
>>> vague for the moment
>>> (I did not look for a simple test case yet), but maybe
>>> somebody had this
>>> experience too. Besides the reverted output order, was
>>> there some significant
>>> algorithmic changes in fmin_tnc between 0.5.2 and 0.6.0?
>>>
>> To complete my previous email, it seems my convergence
>> problems is related to
>> the new 'offsets' in fmin_tnc, which allows for
>> fine-tuning of parameter
>> scaling. If I force these offsets to be all null
>> (instead of their actual
>> defaults), I find results very similar to scipy 0.5.2
>> ones.
>>
>> PS: I suspect the TNC algo within OpenOpt is actually
>> the one from Scipy, right?
>>
>
> Dmitrey should reply here since he is the author of
> openopt.
>
yes, indeed, versions are same since tnc is called from scipy.
>
>> So this would not solve my problem. Furthermore, I try
>> to limit the number of
>> external packages to be needed by my code, so I restrict
>> myself to routines from
>> numpy/scipy.
>>
>>
>
> IMHO, one should compare the results obtained by different
> optimizations tools, wrt. efficiency, convergence
> behaviour, etc.
>
Maybe Yannick's demands are completely covered by scipy solvers, so
making additional dependencies really are not appreciated here. First of
I write openopt for some classes of problems beyond scipy could solve.
D.
> Nils
>
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