Use this tag for questions that involve the Python Mystic optimization framework.
Mystic is a Python framework that provides optimisation algorithms and tools.
Questions tagged [mystic]
50 questions
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Resource allocation problem with mystic yields suboptimal solution
Consider the notation and objective below for this sequential resource allocation problem:
Spend/Cost timestep i channel j: C_{i, j}
Total resource: B
Horizon: H
Max allocation jump between time-steps: 1 / 0.4
Minimum allocation :…
jakob
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- 4
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1 answer
Simple constrained optimization problem with mystic gives suboptimal results and violates constraints
I am working on a optimization problem and am wondering why the solution is so far from optimum.
As a part of it i made the objective function much easier so it is easy to analytically tell where the solver should allocate more resources: in this…
chrisrichardsson
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- 1
0
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1 answer
Matrix Trace Minimization Problem using optimization method/solver
Is there any optimization method/solver in mystic or scipy.optimization library that solves the problem in the matrix domain. In other words, is there any optimization method/solver that accepts matrix as an argument and minimizes its trace?
A. Degu
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0 answers
Differential evolution doesn't give back the global Minimum
I am trying to find the global minimum of the Sum of Squared Differences which contains five different parameters x[0], x[1], x[2], x{3], x[4] coming from an affine transformation of data. Since I have a lot of data to compare the…
van25tam
- 11
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0
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1 answer
Implement constrained optimization problem in Mystic
Is it possible to implement the following problem in mystic?
The problem minimizes a sum of squares between two (10000 by 40) matrices: Σ(X-A)^2 where X is a concatenation of four matrices (10000 by 10) and each segment is weighted (W) individually.…
user1361488
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0
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How to pass a list of lists (N-Dim array) as an argument to the objective function in mystic differential evolution solver?
I have created an objective function for mystic differential evolution which looks something like this -
import mystic
from mystic.penalty import quadratic_equality,quadratic_inequality,linear_equality
from mystic.solvers import diffev2
from…
0
votes
1 answer
constrain f(x) with g(x) when minimizing f(x) in mystic?
Hi I am new to mystic so I apologize if I ask similar questions that have been answered before.
Say I have an input x (a list of length n), and a function f(x) that will map the input to a m-dimensional output space. I also have a m-dimensional…
johnlee14
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- 4
0
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1 answer
How to properly generate constraints for array equations in mystic?
I have an optimalization problem where I want to minimize the quantity -sum(p log(p))dx (entropy) with the constraints sum(p)dx == 1 and sum(p.x)dx == 0.2, where p and x are arrays and dx is a scalar.
I tried to implement this using mystic this…
mate jozsa
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- 3
0
votes
1 answer
Minimizing non-convex function with linear constraint and bound in mystic
Say I have a non-convex objective function loss that takes a np.ndarray named X whose shape is (n,) and returns a float number. The objective has many many many local minima, since it's essentially a function of np.round(X * c, 2) where c is another…
nalzok
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Using mystic to solve a parameter-dependent optimization problem
I have a non-convex quadratic optimization problem of type
x' * B * x,
where all entries of x are between 0 and 1 and the sum of all entries is identical to 1.
In scipy.optimize I would try to solve this optimization problem via
import numpy as…
Philipp Wacker
- 253
- 2
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0
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1 answer
gtol parameter issues [mystic]
I am trying to optimize a function using the mystic library in Python, and have a general question about the gtol parameter.
The parameter space I'm searching in, is of high dimension (30-40), and for this reason, it seemed fitting for me to set…
xzeo
- 147
- 4
0
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0 answers
Python Linear or Quadratic Optimization with Row & Column Level Constraints
I am looking for a maximizing optimization solution that fulfills row-level and column-level constraints given a matrix of inputs.
Given 3 stores (A, B, C) and 3 products (X, Y, Z), optimize the placement of 1,200 units of inventory (X = 600, Y =…
MWK
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0
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1 answer
Why when using Mystic in Python to optimise a non linear constrained optimisation do I receive a 'cannot simply inequalities' error?
I am trying to optimise the problem below using Mystic. I am currently receiving an error that I don't understand and was hoping someone more familiar with the library could help.
def objective(x):
x0,x1,x2,x3,x4,x5,x6,x7,x8 = x
return x0**2…
PyBoy82362
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0
votes
1 answer
Putting integer constraints in mystic
I am new to mystic and working on an optimization problem.My mystic code looks like this:
def find_loss(e,lmd,q,k):
edge_pmf=find_final_dist(e,lmd,q)
l_e=sum(edge_pmf[k+1:])
return l_e
def objective(x):
s=0
for i in…
Divyayan Dey
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0
votes
1 answer
Mystic for non-convex MINLP
Can mystic optimizer be used to minimize a non-convex Mixed Integer Non-Linear Programming problem with only integer inputs?Because,the objective function is not continuous in x(the input),it is discretized in integers.
Divyayan Dey
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