[SciPy-User] Optimize fmin_cg issue

[Oleksandr Huziy]

Hi,

I have no idea what is the functio you are minimizing but on my machine I
get the following:

In [11]: res = optimize.fmin_cg(f, z0, fprime,gtol =1e-5, norm=sp.Inf)
Optimization terminated successfully.
         Current function value: 0.000000
         Iterations: 51
         Function evaluations: 169
         Gradient evaluations: 136

In [12]: res
Out[12]: array([ 1.00000022,  1.00000044])

Cheers

--
Oleksandr Huziy


2012/7/29 The Helmbolds <helmrp at yahoo.com>

> There appears to be something NQR (not quite right) with the SciPy
> optimize fmin_cg routine's handling of certain input values. Consider the
> following. Yes, I know the inputs are odd and far from the true optimal
> values, but I was experimenting to see what would happen with steep-sloped
> objective function. In the following, I use a scale factor to multiply the
> value of the objective function.
>
> As you will see, the output flags an error in "double_scalars". I dunno
> what they are, but assume it's a C-code item. Also, <Items in angle
> brackets like this are my annotations.>
>
>   Enter guessed initial value of x, x0 = 10
>   Enter guessed initial value of y, y0 = 15
>   Use scale value, scale = 10
>                         <End of user inputs . Run description next.>
>    With f(z) = 10 * optimize.rosen(z) and fprime(z) = 10 *
> optimize.rosen_der(z),
>       use SciPy's 'fmin_cg' Polak-Ribiere method to seek the minimum value
> of f:
>    Use start value, z0 = [10 15]:
>       At start, f(z0) = 7225810.0
>       At start, fprime(z0) = [3400180 -170000])
>       At start, Inf-norm of fprime(z0) = 3400180
>    Use the call:
>       res = sp.optimize.fmin_cg(f, z0, fprime, gtol=1e-05, norm=sp.Inf)
>                       <End of run description. Output results next.>
> Warning (from warnings module):
>   File "C:\Python27\lib\site-packages\scipy\optimize\linesearch.py", line
> 432
>     B = (fb-D-C*db)/(db*db)
> RuntimeWarning: overflow encountered in double_scalars
> Warning (from warnings module):
>   File "C:\Python27\lib\site-packages\scipy\optimize\linesearch.py", line
> 412
>     A /= denom
> RuntimeWarning: divide by zero encountered in double_scalars
> Warning (from warnings module):
>   File "C:\Python27\lib\site-packages\scipy\optimize\linesearch.py", line
> 413
>     B /= denom
> RuntimeWarning: divide by zero encountered in double_scalars
> Warning (from warnings module):
>   File "C:\Python27\lib\site-packages\scipy\optimize\linesearch.py", line
> 414
>     radical = B*B-3*A*C
> RuntimeWarning: invalid value encountered in double_scalars
> Optimization terminated
> successfully.                                                  <Eh!? What!?
> >
>          Current function value: nan
>          Iterations: 7
>          Function evaluations: 109
>          Gradient evaluations: 42
>    fmin_cg returned res = [ nan  nan]
>    At end, zopt = [ nan  nan]
>    At end, f(zopt) = nan
>    At end, fprime(zopt) = [ nan  nan]
>    At end, Inf-norm of fprime(zopt) = nan
>
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