Re: fmin_powell returns incorrect parameters for simple least-squares problem

Hi,

On Wed, Mar 1, 2023 at 4:22 PM Robert Kern <[email protected]> wrote:
>
> On Wed, Mar 1, 2023 at 10:30 AM Matthew Brett <[email protected]> wrote:
>>
>>
>> I think I'm right that we've had our own custom implementation of
>> Powell for a very long time - it looks to me (from git blame) that
>> Travis O put a version of the current code in with commit b94c30dcb
>> (April 2002).
>
>
> For what it's worth, it's not so much "our own custom implementation" so much as following a particular published variant that was explained (but not originally published in) Numerical Recipes. Interestingly, that chapter claims that the modification is to assist Powell's method in handling long skinny valleys.

Sorry - by "custom" I only meant that we didn't import the code
directly from somewhere else.

I guess, from checking http://numerical.recipes/book/book.html - that
this is Acton's (1970, 1990) modification of the method, referenced
as:

Acton, F.S. 1970, Numerical Methods That Work; 1990, corrected edition
(Washington, DC:
Mathematical Association of America), pp. 464–467.[2]

?   Is it really true that the modification assists Powell in handling
long skinny valleys?   If so, does it work less well in other
situations? Has anyone compared the algorithms across a good range of
problems?  Should we also provide an unmodified Powell?

Cheers,

Matthew
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