[SciPy-dev] Trouble with optimize.fmin_ncg
Nils Wagner
nwagner at iam.uni-stuttgart.de
Wed Jul 25 04:59:41 EDT 2007
Stefan van der Walt wrote:
Stefan,
Thank you very much for running the test.
Is there an easy way to check the differences between r3116 and r3189
wrt. scipy.optimize ?
Nils
P.S I have send two additional tests to Alan Isaac off-list. They
exhibit similar "failures" of ncg.
> The optimisation converges under scipy r3116:
>
> $ python test_tnc.py
> try fmin_bfgs
> Optimization terminated successfully.
> Current function value: 0.000540
> Iterations: 263
> Function evaluations: 266
> Gradient evaluations: 266
> Rayleigh quotient BFGS 0.000540272922563
> fmin_bfgs OK
> try fmin_ncg
> Optimization terminated successfully.
> Current function value: 0.000538
> Iterations: 13
> Function evaluations: 33
> Gradient evaluations: 13
> Hessian evaluations: 13
> Rayleigh quotient NCG 0.000537952836927
>
> Regards
> Stéfan
>
> On Tue, Jul 24, 2007 at 11:12:23PM -0400, Alan G Isaac wrote:
>
>> On Tue, 24 Jul 2007, dmitrey apparently wrote:
>>
>>> can anyone who didn't update scipy from svn during last
>>> 10-11 days run Nils example?
>>>
>> The core of Nil's example is below.
>> Get the data from here:
>> http://math.nist.gov/MatrixMarket/data/Harwell-Boeing/lanpro/nos4.html
>> Cheers,
>> Alan Isaac
>>
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