[SciPy-User] optimize.fmin_slsqp bounds problem

[Jean-Francois.Moulin at hzg.de]

>... but if you manage to find the reason why it fails yourself, please
>follow up.

>It seems possible that the issue is a bug in the original Fortran
>code, as the conditions that lead to MODE=4 exit are not all that
>clearly laid out there.

>E.g. stuff like this
>
>      IF(diff(one+fac,one).LE.ZERO) GOTO 50    # -> exit with mode=4
>
>that apparently tries to work around rounding errors, but which
>optimizing compilers may just optimize away.
>
>-- 
>Pauli Virtanen

Here is some follow up (I would not have dropped the topic whithout mentioning the results of my dayly commute work ;0)
It seems that although my X0 respects the initial conditions, during the evaluation of the gradients some forbidden regions of the parameter space are explored. The affected parameters seem to have a very weak (maybe down to zero) influence on the function output. So the chi2 landscape is very very flat in these directions. While performing the first iteration the function is then evaluated outside of the bounds for these parameters or I fall in one of these rounding traps you mention.
I will try to rewrite my model without these apparently irrelevant parameters and see if it converges to something physically reasonable.
I'll keep posting...
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