This is not really a solution for this problem but have you tried the NLopt library? From my experience it produces much more stable results and because of problems like the one you describe I have switched to it. I think there is an L-BFGS option also. Although I did not get AD to work with it. The description for all algorithms can be seen here:
http://ab-initio.mit.edu/wiki/index.php/NLopt_Algorithms On Wednesday, July 30, 2014 12:27:36 PM UTC-4, Thomas Covert wrote: > > Recently I've encountered line search errors when using Optim.jl with > BFGS. Here is an example error message > > *ERROR: assertion failed: lsr.slope[ib] < 0* > > * in bisect! at > /pathtojulia/.julia/v0.3/Optim/src/linesearch/hz_linesearch.jl:577* > > * in hz_linesearch! at /**pathtojulia* > */.julia/v0.3/Optim/src/linesearch/hz_linesearch.jl:273* > > * in hz_linesearch! at /**pathtojulia* > */.julia/v0.3/Optim/src/linesearch/hz_linesearch.jl:201* > > * in bfgs at /**pathtojulia**/.julia/v0.3/Optim/src/bfgs.jl:121* > > * in optimize at /**pathtojulia**/.julia/v0.3/Optim/src/optimize.jl:113* > > *while loading /pathtocode/code.jl, in expression starting on line 229* > > > I've seen this error message before, and its usually because I have a bug > in my code that erroneously generates function values or gradients which > are very large (i.e., 1e100). However, in this case I can confirm that the > "x" I've passed to the optimizer is totally reasonable (abs value of all > points less than 100), the function value at that x is reasonable (on the > order of 1e6), the gradients are reasonable (between -100 and +100), and > the entries in the approximate inverse Hessian are also reasonable > (smallest abs value is about 1e-9, largest is about 7). > > > This isn't a failure on the first or second iteration of BFGS - it happens > on the 34th iteration. > > > Unfortunately its pretty hard for me to share my code or data at the > moment, so I understand that it might be challenging to solve this problem > but any advice you guys can offer is appreciated! > > > -Thom >
