[SciPy-dev] ticket 390 ("scipy.optimize.fmin_bfgs fails without warning", Reported by: ycopin)
dmitrey
openopt at ukr.net
Wed Jul 18 07:30:51 EDT 2007
hi all,
the ticket 390
http://projects.scipy.org/scipy/scipy/ticket/390
says "fmin_bfgs fails without warning"
however, I guess the user just had chose inappropriate solver.
fmin_bfgs is intended for local minimum, convex funcs.
the user's objfunc is chi2 (chi-square distribution estimation) from the
func
def model(pars, x):
a,b,c = pars
return a*S.sin(x/b)*S.exp(x/c) # M
so a,b,c are variables to be estimated (i.e. required solution from
fmin_bfgs)
So, since user has sin(const/b), the func is
1) non-convex
2) has lots of local minimum
So I guess it's nothing special that sometimes fmin_bfgs yields other
solution (from other start points) than the one the user mentioned.
So I think the ticket should be closed.
However, I don't know how to close tickets.
D.
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