[SciPy-User] Sometimes fmin_l_bfgs_b tests NaN parameters and then fails to converge

Yury V. Zaytsev yury@shurup....
Fri Dec 31 18:39:35 CST 2010

On Fri, 2010-12-31 at 16:35 -0500, josef.pktd@gmail.com wrote:

> But your function has a discontinuity, and I wouldn't expect a bfgs
> method to produce anything useful since the method assumes smoothness,
>  as far as I know.

You are perfectly right about the discontinuity, but that was not the
point. I was rather interested if anyone else is seeing the optimizer
trying out NaNs as function parameters as in my case or not...

I have this problem with a completely different (smooth and
differentiable) function, the test script is just something I came up
with without thinking too much to illustrate the problem.

Happy New Year!
Sincerely yours,
Yury V. Zaytsev

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