#2607: find_minimum_on_interval() uses the wrong scipy function
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Reporter: AlexGhitza
| Owner: jwmerrill
Type: defect
| Status: needs_work
Priority: major
| Milestone: sage-5.2
Component: calculus
| Resolution:
Keywords: sd31, sd40.5
| Work issues:
Report Upstream: N/A
| Reviewers: Karl-Dieter Crisman, Mike Hansen, Andrey Novoseltsev
Authors: Dan Drake, Andrey Novoseltsev, Andrzej Giniewicz, Volker
Braun | Merged in:
Dependencies: #13109
| Stopgaps:
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Changes (by {'newvalue': u'Dan Drake, Andrey Novoseltsev, Andrzej Giniewicz,
Volker Braun', 'oldvalue': u'Dan Drake, Andrey Novoseltsev, Andrzej
Giniewicz'}):
* status: positive_review => needs_work
* author: Dan Drake, Andrey Novoseltsev, Andrzej Giniewicz => Dan Drake,
Andrey Novoseltsev, Andrzej Giniewicz, Volker
Braun
Old description:
> This was reported by Dean Moore on sage-support. Consider:
>
> {{{
> sage: f(x) = -x*sin(x^2)
> sage: f.find_minimum_on_interval(-2.5, 2)
> (-1.3076194129914434, 1.35521114057)
> sage: f.find_minimum_on_interval(-2.5, -1)
> (-2.1827697846777219, -2.19450274985)
> }}}
>
> So find_minimum_on_interval() returns a local minimum as opposed to the
> global one. (The same issue applies to find_maximum_on_interval.) This
> is due to the fact that the function wraps scipy.optimize.fminbound,
> which is only a local optimizer (Carl Witty pointed this out). We should
> instead use one of the global optimizers, i.e. scipy.optimize.anneal or
> scipy.optimize.brute.
>
> '''Apply:'''
> * [attachment:trac2607.patch]
> * [attachment:trac2607-whitespace.2.patch]
> * [attachment:trac_2607_renaming.3.patch]
> * [attachment:trac2607-doctest-and-spacing.patch]
New description:
This was reported by Dean Moore on sage-support. Consider:
{{{
sage: f(x) = -x*sin(x^2)
sage: f.find_minimum_on_interval(-2.5, 2)
(-1.3076194129914434, 1.35521114057)
sage: f.find_minimum_on_interval(-2.5, -1)
(-2.1827697846777219, -2.19450274985)
}}}
So find_minimum_on_interval() returns a local minimum as opposed to the
global one. (The same issue applies to find_maximum_on_interval.) This
is due to the fact that the function wraps scipy.optimize.fminbound, which
is only a local optimizer (Carl Witty pointed this out). We should
instead use one of the global optimizers, i.e. scipy.optimize.anneal or
scipy.optimize.brute.
'''Apply:'''
* [attachment:trac2607.patch]
* [attachment:trac2607-whitespace.2.patch]
* [attachment:trac_2607_renaming.3.patch]
* [attachment:trac2607-doctest-and-spacing.patch]
* [attachment:trac_2607_update_deprecation.patch]
--
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Ticket URL: <http://trac.sagemath.org/sage_trac/ticket/2607#comment:62>
Sage <http://www.sagemath.org>
Sage: Creating a Viable Open Source Alternative to Magma, Maple, Mathematica,
and MATLAB
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