which refers to abnormal termination in the line search (always with the line search...).
From the fmin_l_bfgs_b output:
Line search cannot locate an adequate point after 20 function
and gradient evaluations. Previous x, f and g restored.
Possible causes: 1 error in function or gradient evaluation;
2 rounding error dominate computation.
This appears to be due to incredibly stringent keyword arguments that we were feeding, namely: pgtol=1e-10 and factr=1e-30. Using the scipy defaults makes this go away.
If I slightly modify the inner
local_update
solves in the current ADMM implementation as follows:Then on random data I see convergence issues:
With the following error:
which refers to abnormal termination in the line search (always with the line search...).
From the
fmin_l_bfgs_b
output: