Timeline for scipy.optimize.fmin_bfgs: "Desired error not necessarily achieved due to precision loss"
Current License: CC BY-SA 3.0
6 events
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Sep 4, 2017 at 20:28 | history | edited | Aron Ahmadia | CC BY-SA 3.0 |
update rotted link
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Apr 23, 2012 at 6:55 | comment | added | ACEG | Thanks, I solved the problem in the meantime. The error had (as often happens) absolutely nothing to do with the problematic results. My hunch was right, I was passing matrices where the method expected transposed matrices. Now I still get the initial warning, but there are many more iterations and I get good values. | |
Apr 21, 2012 at 18:48 | comment | added | Aron Ahmadia | If you state the actual function you are trying to minimize and the region you're searching in, we may be able to give you some more clues about how to proceed. | |
Apr 21, 2012 at 17:39 | vote | accept | ACEG | ||
Apr 21, 2012 at 17:38 | comment | added | ACEG | Thanks, I had already checked out the source code. Alas, the problem is my lack of theoretical knowledge of BFGS :-) I managed to use BFGS successfully with a non-vectorized implementation, so I guess my matrices are not behaving as expected. That might be a direction for finding out the problem. | |
Apr 21, 2012 at 15:51 | history | answered | Aron Ahmadia | CC BY-SA 3.0 |