Free Python optimization framework

Friday, August 3, 2007

lincher: Problems with line-search subproblem

Today I began converting openopt docstrings to new format + connecting Matthieu's line-search optimizer to lincher (instead of scipy.optimize.line_search that seems to be obsolete and no maintained any more, noone can (or want) answer about old_fval and old_old_fval parameters)
However, I encountered some difficulties, and some problems were not solved in the Matthieu's code, now he is looking at the ones.
Currently I try to use StrongWolfePowellRule, 1st iteration is performed ok but 2nd iteration returns the same point (I found that line-search solver returns same point):
>>> starting solver lincher (BSD license) with problem unnamed
itn 0: Fk= 8596.39550577 maxResidual= 804.031293334
itn 1 : Fk= 291.063506679 maxResidual= 0.686929320414
N= 672.327620905
itn 2 : Fk= 291.063506679 maxResidual= 0.686929320414
N= 2040.4800449
solver lincher has finished solving the problem unnamed
istop: 4 (|| F[k] - F[k-1] || < elapsed =" 0.53" elapsed =" 0.5" residual =" 0.686929320414)">>> lsF(x0)
>>> lsF(x0+1e-4*direction)
1691.0958067992992#grow down
>>> lsF(x0+1e-3*direction)
>>> lsF(x0+1e-2*direction)
1681.5725957967709# starting to grow up again
>>> lsF(x0+1e-1*direction)

I informed Matthieu and I hope to obtain an answer tomorrow.

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