[SciPy-Dev] optimize: what should happen if objective functions return non-finite numbers?

[Andrew Nelson]

>
> > I think this is a different issue --- the only way curve_fit
> > communicates fit failures in general is via setting the estimated
> > covariances to infinity. This is not so convenient, but that's how it
> > works currently.
>
> Sorry, this was wrong --- it's supposed to raise a RuntimeError, iow.,
> works differently from minimize().
>
> However, nan values confuse leastsq() to think it converged --- this can
> and should be fixed.


To clarify here - is the expected behaviour that curve_fit and leastsq
raise a RuntimeError if the user function returns NaN? What about np.inf,
-np.inf?

Note: least_squares raises a ValueError if the "Residuals are not finite in
the initial point".
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