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.
Questions tagged [minimization]
529 questions
2
votes
1 answer
Minimization python function which is constant on small intervals
I want to minimize a convex function on an area with bounds and constraints, therefore I try to use scipy.optimize.minimize with the SLSQP option. However my function is only defined at discrete points. Linear interpolation does not seem like an…
HolyMonk
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votes
2 answers
minimize a multivariate function in R with constraints
I am trying to minimize a function, S.residuum , in R with some constraints
S.residuum<- function(w, stdv, corr) {
intermed<-0
for (i in 1:length(stdvv)) {
intermed =intermed+residuum(w,stdvv,corr.mat,i)
}
return(intermed)
}
where w is…
maniA
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0 answers
Implementing minimization in SciPy
I am trying to implement the 'Iterative hessian Sketch' algorithm from https://arxiv.org/abs/1411.0347 page 12. However, I am struggling with step two which needs to minimize the matrix-vector function.
Imports and basic data generating…
charl
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Optimizing portfolio for sharpe ratio using python scipy's optimize.minimize
I am trying to optimize a portfolio for sharpe ratio and following is my code
import pandas as pd
import os
import matplotlib.pyplot as plt
import numpy as np
import scipy.optimize as spo
def get_path(sym, base_dir = "data"):
cwd = os.getcwd()
…
Vijay Upadhyay
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- 3
2
votes
1 answer
Minimization in Python to find shortest path between two points
I'm trying to find the shortest path between two points, (0,0) and (1000,-100). The path is to be defined by a 7th order polynomial function:
p(x) = a0 + a1*x + a2*x^2 + ... + a7*x^7
To do so I tried to minimize the function that calculates the…
Daniel Jaló
- 21
- 1
2
votes
1 answer
function minimization in r with constraints on function of parameters
Many libraries are available in R to perform minimisation. However, all the ones I could find (e.g. rcgmin, or optimx) only allow lower and upper bounds on the input parameters:
opt_Params <- Rcgmin(par = Params_init,
fn =…
kilgoretrout
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- 14
2
votes
2 answers
How do I pass through arguments to other functions (generally and via scipy)?
I am trying to minimize a function that outputs chi-square via scipy and find the mu,sigma,normc that provide the best fit for a Gaussian overlay.
from math import exp
from math import pi
from scipy.integrate import quad
from scipy.optimize import…
user7345804
2
votes
1 answer
How to properly round numpy float arrays
I have some sort of rounding issue when rounding floats.
x = np.array([[1.234793487329877,2.37432987432],[1.348732847,8437.328737874]])
np.round(x,2)
array([[ 1.23000000e+00, 2.37000000e+00],
[ 1.35000000e+00, 8.43733000e+03]])
Is…
tomka
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votes
1 answer
Scipy.optimize check_grad function gives "Unknown keyword arguments: ['args']" error
I want to use scipy.optimize.check_grad to evaluate correctness of gradients. I specify
def func(x, a):
return x[0]**2 - 0.5 * x[1]**3 + a**2
def grad(x, a):
return [2 * x[0], -1.5 * x[1]**2 + 2*a]
from scipy.optimize import…
tomka
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- 45
2
votes
2 answers
Which algorithms can be used to solve this similarity minimizing equilibrium prob?
I've looked everywhere, but apparently I can't seem to find the correct keywords to search for a proper solution, so here goes the problem:
*
I have a set of P elements [A, B ....Y, Z], and a matrix of PxP values
which represent the similarity…
Fadi El Didi
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votes
0 answers
Scipy Minimization
I have an inequality constrained optimization problem and am a bit unclear about the syntax of the input. The documentation did not prove all that clarifying. I want to know if the function below is doing what I hope it is: Initialize the…
Anisotropic
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votes
1 answer
Mimimization of anonymous function in C++
I have a cyclic program in C++ which includes composing of a function (every time it is different) and further minimization of it. Composing of a function is implemented with GiNaC package (symbolic expressions).
I tried to minimize functions using…
Marina Orlova
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votes
2 answers
can backtracking be avoided when trying to minimize the rectangle space that encloses rectangles of different integer shapes?
The abstraction of my problem is that in a cartesian plane there are a lot of rectangles. These rectangles have known integer sizes and must have integer coordinates their abscissas (horizontal coordinates) are known and fixed, only their ordinates…
Valentin Brasso
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1 answer
R: Quadratic programming/ Isotonic regression
I want to minimise the following equation:
F=SUM{u 1:20}sum{w 1:10} Quw(ruw-yuw)^2
with the following constraints:
yuw >= yu,w+1
yuw >= yu-1,w
y20,0 = 100
y0,10 = 0
yu,10 = 0
I have a 20*10 ruw and 20*10 quw matrix, I now need to generate a yuw…
Ankit
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2
votes
1 answer
Matlab: Stopping evaluation of fmincon without losing data
Right now, fmincon solves a minimization problem for me.
The function to minimize uses parfor for the sake of completeness.
I am using those options
options = optimoptions(@fmincon,'Display','iter',…
Pejta
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