[SciPy-Dev] change in 0.8 to fmin

[josef.pktd at gmail.com]

Was there a change related to starting values or stepsize in the
latest release in Nelder-Mead fmin?
I only saw changes related to convergence criteria in browsing the
scipy.optimize history.


I'm getting a test failure in statsmodels where the solution has the
opposite sign from before.
https://github.com/statsmodels/statsmodels/issues/3128#issuecomment-238673265


AFAICS, flipping the sign to negative is still a valid solution. The
parameters correspond to the standard deviation and only the square
(covariance matrix) is used.

However, the starting values are 0.1 and all previous versions of
scipy produce positive parameters, i.e. positive standard deviations.

The optimization for the test case is pretty deep inside one of the
models, and it's not easy to figure out what might be going on.

(There are two more statsmodels test failures related to scipy
optimize, but I haven't looked at the details yet.)

Josef