[SciPy-User] fmin_slsqp exit mode 8
Fri Sep 28 12:41:10 CDT 2012
On Fri, Sep 28, 2012 at 1:04 PM, Gilles Rochefort
> Could you provide an example that produce such a mode ?
It will not be easy or possible to get the example standalone
The example is a L1 penalized maximum likelihood estimation for a
the slsqp part is here
The full code for this is spread over 3 classes (using inheritance)
(or 5 counting all class inheritance levels)
fmin_slsqp works pretty well for Logit, Probit and Multinomial Logit,
but for Poisson with a large regularization parameter, we get exit
code 8. The optimized values also look reasonable in that case.
(the pull request will be merged within a few days.)
>> in statsmodels we have a case where fmin_slsqp ends with mode=8
>> "POSITIVE DIRECTIONAL DERIVATIVE FOR LINESEARCH"
>> Does anyone know what it means and whether it's possible to get around it?
>> the fortran source file doesn't have an explanation.
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