[SciPy-Dev] On fmin_slsqp in scipy optimize
Ajo Fod
ajo.fod at gmail.com
Sun Aug 28 13:22:20 EDT 2011
I think the acc variable is a red herring ... it probably should be
frozen at 1e-6 or not be allowed to be below it.
I observed that It works best when set to 1e-6 (or larger). When below
this it fails and creates unstable solutions.
My guess is that in the code:
http://www.netlib.org/toms/733
The comments give a clue:
* accuracy of optimizer
acc = 1.0d-06
* accuracy of simulator
ac1 = 1.0d-08
Perhaps the simulator's accuracy needs to be linked to the accuracy of
the optimizer?
-Ajo
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