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POProblem with scipy.optimize.fmin_slsqp when using very large or very small numbers
 

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  1. POProblem with scipy.optimize.fmin_slsqp when using very large or very small numbers
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    <p>Has anybody ever encountered problems with fmin_slsqp (or anything else in scipy.optimize) only when using very large or very small numbers?</p> <p>I am working on some python code to take a grayscale image and a mask, generate a histogram, then fit multiple gaussians to the histogram. To develop the code I used a small sample image, and after some work the code was working brilliantly. However, when I normalize the histogram first, generating bin values &lt;&lt;1, or when I histogram huge images, generating bin values in the hundreds of thousands, fmin_slsqp() starts failing sporadically. It quits after only ~5 iterations, usually just returning a slightly modified version of the initial guess I gave it, and returns exit mode 8, which means "Positive directional derivative for linesearch." If I check the size of the bin counts at the beginning and scale them into the neighborhood of ~100-1000, fmin_slsqp() works as usual. I just un-scale things before returning the results. I guess I could leave it like that, but it feels like a hack.</p> <p>I have looked around and found folks talking about the epsilon value, which is basically the dx used for approximating derivatives, but tweaking that has not helped. Other than that I haven't found anything useful yet. Any ideas would be greatly appreciated. Thanks in advance.</p> <p>james</p>
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