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testing L-BFGS-B for minimize
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stphnma committed Dec 31, 2019
1 parent d801fc7 commit e801083
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion convoys/regression.py
Original file line number Diff line number Diff line change
Expand Up @@ -219,7 +219,7 @@ def callback(LL, value_history=[]):
jac = autograd.grad(lambda x: -generalized_gamma_loss(x, *args))

# Find the maximum a posteriori of the distribution
res = scipy.optimize.minimize(f, x0, jac=jac, method='SLSQP',
res = scipy.optimize.minimize(f, x0, jac=jac, method='L-BFGS-B',
options={'maxiter': 9999})
if not res.success:
raise Exception('Optimization failed with message: %s' %
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