Questions tagged [minimization]

Minimization is a subclass of mathematical optimization where given a cost or objective function, the goal is to choose the best set of parameters that will minimize the value given by this function.

529 questions
3
votes
1 answer

nlm with multiple variables in R

I am trying to use nlm() to minimize the SSE in a function. I'm having trouble with they syntax and getting nlm() to provide estimates for both variables. Eventually t_1, t_2, and t_3 will be values pulled from a data.frame but I just assigned them…
vb66
  • 353
  • 3
  • 14
3
votes
2 answers

How to fix 'The array returned by a function changed size between calls' while using lmfit for minimization?

How can I fix code with error 'The array returned by a function changed size between calls' while using lmfit for minimization? Please find my code below: import numpy as np import pandas as pd import lmfit as lf #model needs to be fitted x0 =…
Ankita Bera
  • 35
  • 2
  • 6
3
votes
2 answers

Use Tensorflow/PyTorch to speed up minimisation of a custom function

I do a lot of simulations, for which I often need to minimise complicated user-defined functions, for which I generally use numpy and scipy.optimize.minimize(). However, the problem with this is that I need to explicitly write down a gradient…
ap21
  • 2,372
  • 3
  • 16
  • 32
3
votes
2 answers

Is there a python implementation of a basis pursuit solver?

Originally, I wanted to use the YALL1 package for L1 minimization, however, it's written in matlab. After some research I couldn't find a basis pursuit solver in Python but is there one out there? Alternatively, which existing libraries can I use to…
Rani
  • 483
  • 7
  • 17
3
votes
1 answer

how to store the output of Minimization

I minimize a multivariable function in Mathematica using Minimization. It works fine. I want to pass the output of the Minimization to variables in order to use them ahead. But I am missing something. Let's see it (the Etet function is defined…
geom
  • 195
  • 8
3
votes
0 answers

Multiple variables and arguments in SciPy's optimize.fmin

I wish to use scipy's optimize.fmin function to find the minimum of a function, which is a function of both variables I wish to minimize over and parameters which do not change (are not optimized over). I am able to do this when optimizing over a…
amquack
  • 837
  • 10
  • 24
3
votes
1 answer

Constraints seem to be ignored using basinhopping with COBYLA method

I'm having trouble specifying constraints using basinhopping with method='COBYLA'. Here is a test case where things go wrong. Essentially, the constraints are ignored and there are function trials outside the specified range. I specify a simple…
andrea m.
  • 668
  • 7
  • 15
3
votes
1 answer

Scipy minimize ignores constraint

I have the following code: def constraint(params): if abs(params[0] - 15) < 2 and abs(params[1] + 10) < 2: return -1 else: return 0 def f(params): x, z = params if abs(x - 15) < 2 and abs(z + 10) < 2: return…
artem
  • 16,382
  • 34
  • 113
  • 189
3
votes
1 answer

Dynamically fixing some variables when using fmincon

I have a MINLP objective function and I want to fix some variables value into constant as an example described below: A = [1 1 1]; b = 30; x1 = zeros(1,3); y=1; x = fmincon(@(x)objfun(x,y),x1,A,b); function f = objfun(x,y) x(y) = 1; f = x(1)^2 +…
bnbfreak
  • 353
  • 3
  • 14
3
votes
1 answer

How can I optimize a two variable function

I have been trying to optimize the following function, but without success: parametros <- data.frame(ap=c(11.1, 7.07, 6.3, 4.75, 4, 3.35), fx=c(41.2012, 39.3732, 25.2912, 10.3455, 1.2253, 0.4017)) xm <- 11.2 fxcalc <-…
3
votes
1 answer

fmincon with lower bound fails, even though solution is at initial point

I'm trying to minimize a non-linear objective function (my actual function is much more complicated than that, but I found that even this simple function illustrates the point), where I know that minimum is obtained at the initial point x0: fun =…
bonifaz
  • 588
  • 3
  • 16
3
votes
1 answer

Matlab Curve Fitting via Optimization

I have tried to follow this tutorial to fit a curve to my dataset. The equation for the curve should be f(t) = log10((wpmcoeff./(t.^2)) + ((1.038+3.*log(2.*pi.*1e6.*t)).*fpmcoeff./(t.^2))+(wfmcoeff./t) + …
3
votes
2 answers

Scipy selects nan as inputs while minimizing

I have this objective function (in python) : actions= [...] # some array Na= len(actions) # maximize p0 * qr(s,a0,b0) + ... + pn * qr(s,an,bn) def objective(x): p = x[:Na] # p is a probability distribution b = x[Na:2 * Na] # b is…
mehh
  • 59
  • 1
  • 9
3
votes
1 answer

Minimize error in homography matrix

I have a homgraphy matrix [h1 h2 h3 h4 h5 h6 h7 h8 h9] I have transformed a point p1 to P1 using above homography matrix. Similarly p2 to P2 p3 to P3 p4 to P4 I know the diffence between P1-P2 = D1 P2-P3 = D2 P3-P4 = D3 Due to…
Deepak
  • 1,038
  • 5
  • 17
  • 44
3
votes
1 answer

Optimization algorithm (dog-leg trust-region) in Matlab and Python

I'm trying to solve a set of nonlinear equations using the dog-leg trust-region algorithm in Matlab and Python. In Matlab there is fsolve where this algorithm is the default, whereas for Python we specify 'dogleg' in scipy.optimize.minimize. I won't…
Medulla Oblongata
  • 3,771
  • 8
  • 36
  • 75