[SciPy-User] fmin_bfgs stuck in infinite loop

[josef.pktd at gmail.com]

On Mon, Oct 24, 2011 at 1:56 PM,  <josef.pktd at gmail.com> wrote:
> On Mon, Oct 24, 2011 at 1:50 PM, Johann Cohen-Tanugi
> <johann.cohentanugi at gmail.com> wrote:
>> Hello,
>> the OP is a colleague of mine and I looked quickly at the code. The infinite
>> loop in the OP's illustrating script comes from the "while 1" loop in l.144
>> of linesearch.py : becuse phi0 is np.nan, phi1 is returned as np.nan as
>> well, and the break condition is never met. There is an easy fix :
>>     while 1:
>>         stp, phi1, derphi1, task = minpack2.dcsrch(alpha1, phi1, derphi1,
>>                                                    c1, c2, xtol, task,
>>                                                    amin, amax, isave, dsave)
>>         if task[:2] == asbytes('FG') and not np.isnan(phi1):
>>             alpha1 = stp
>>             phi1 = phi(stp)
>>             derphi1 = derphi(stp)
>>         else:
>>             break
>>
>> but it is not a nice kludge.... Is there a better way to secure this while 1
>> loop? I am sure I am not covering all possible pathological cases with
>> adding "not np.isnan(phi1)" in the code above.
>
> Is this still a problem with 0.10 ?
> I thought this fixed it, https://github.com/scipy/scipy/commit/a31acbf

Is http://projects.scipy.org/scipy/ticket/1542 the same?

josef

>
> Josef
>
>
>>
>> thoughts?
>> Johann
>>
>> On 08/14/2011 01:38 AM, b9o2jnbm tsd71eam wrote:
>>
>> I have run into a frustrating problem where scipy.optimize.fmin_bfgs will
>> get stuck in an infinite loop.
>>
>> I have submitted a bug report:
>>
>> http://projects.scipy.org/scipy/ticket/1494
>>
>> but would also like to see if anybody on this list has any suggestions or
>> feedback.
>>
>> Thanks,
>>
>> --
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