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I have 2 functions F1(a, b, x) and F2(a, b, y). I want to minimize the sum of F1 and F2 over a, b, x, y.

Naively I could define a new function F(a, b, x, y) = F1(a, b, x) + F2(a, b, y) and optimise this instead. However if I have an array of such functions: [F1, F2, F3, F4 ...], Each having the same set of global parameters but one different local parameter, the number of optimization variables becomes very large! Hence my question is, is there a better way to do it?

Not that it matters but, Fyi I'm using python atm.

R K Rupesh
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  • I’m voting to close this question because it belongs on [math.SE](https://math.stackexchange.com/). – joni Nov 10 '21 at 10:54
  • My question concerns more on implementation than the theory. I did come across mathematical articles that talk about the "what" but not the "how". – R K Rupesh Nov 10 '21 at 12:16

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