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Positive directional derivative for linesearch

What does the smode of scipy.optimize 'Positive directional derivative for linesearch' mean?

for example in fmin_slsqp http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_slsqp.html

Solution

  • These optimization algorithms typically work by choosing a descent direction, and then performing a line search to that direction. I think this message means that the optimizer got into a position where it did not manage to find a direction where the value of the objective function decreases (fast enough), but could also not verify that the current position is a minimum.