Questions tagged [scipy-optimize-minimize]

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How to set objective/constraint violation tolerance in Scipy SLSQP?

My understanding of SLSQP is that, when it is iterating towards a solution, it simultaneously works to reduce constraint violations and minimize the given function. Since these are two side-by-side processes, I would expect there to be someway to…
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Multivariable Optimization with multiple constraints by using python

I want to find the minimum output of the function, as shown below, which contains 4 variables (bolded & emphasised), also with multiple constraints. (width * length * t_base * rho) + (n_fin * t_fin * length * h_fin * rho) Two constraints are…
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Is there a way to change calculation of delta_gradient in scipy.optimize.minimize method of python?

By default delta_g is calculated as gk+1 - gk. But I am running new kind of BFGS algorithm where I need this instead: delta_g= gk+1 - gk + (pk/|delta_x|^2)delta_x, where pk = 2[f(xk) - f(xk+1)] + (gk+1 + gk)*delta_x
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Solving two non linear equations for two variables using values from previous iterations by python

enter image description hereI want to solve for s[ i ] ,L[ i ] using the two equations f1 and f2, i know the values of s, L at time t=0, and i want s,L values at different time steps. My second equation involves s, L value from current time step [i]…
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"warning: basinhopping: local minimization failure" when doing maximum entropy optimization

I'm minimizing a multiple-variable function using scipy.optimize.basinhopping as part of maximum entropy optimization. It works but occasionally I get local minimization failure warning messages. I'm trying to figure out whether they can be…
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Finding the parameters of a function via curve fit

I'm trying to estimate the parameters (v, n, k) defined in fit_func. I tried the default least squares fit but I couldn't find the parameters successfully. def fit_func(x, v, n, k): return v * x ** n / (k ** n + x ** n) x = [2.5, …
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How to stop the function scipy.optimize.minimize from printing "`gtol` termination condition is satisfied." and the number of iteration etc.?

I am running a code where I use the function scipy.optimize.minimize multiple times. Every time the function is called it prints something like "gtol termination condition is satisfied. Number of iterations: 42, function evaluations: 320, CG…
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Scipmy minimize is passing wrong args to my objective function

I am using scipy=1.2.1, python=3.6, numpy=1.16.3, I have an object function defined like so. def func(arg0,arg1=0,arg2='default'): print('Args for objective function:',arg0,arg1,arg2) . . . Before I call my object function I define my x0…
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How to find global maximum of a function?

I have a Python function processing some real data and need to find global maximum of the function. I tried to solve this by using the scipy.optimize.minimize function, but I noticed that the results I get vary a lot depending on the method used…
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ValueError: The user-provided objective function must return a scalar value

I had read documentation and trying to understand how to work with scipy.optimize.minimize(), but my code just doesn't work, it keeps showing that"ValueError: The user-provided objective function must return a scalar value." Here is my code: PH =…
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Inconsistency while fitting data using lmfit and scipy.optimize

I am trying to fit my data to a model using lmfit library as well as scipy.optimize library. For both libraries, i am using the minimize function and using the Powell method. But, my fits for both of them are coming slightly different. Could anyone…
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How to use scipy minimize with a dataframe

I am trying to select a subset of rows from a dataframe in order to fulfil certain constraints whilst maximising an objective. This is what I have so far: import pandas as pd import numpy as np from scipy.optimize import minimize df =…
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Min Square Error Optimization not Iterating | Python Scipy

I am looking to min the square error between a target and the sum-product of my degree of freedom (Portfolio Weights) and Beta. For some reason, I can't figure out why the results are only applying my guess and no iterations are taking place within…
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Constrained Optimization Problem in Scipy: boolean index did not match indexed array along dimension 0

I'm having a constrained optimization problem, which i want to solve using the scipy.optimize package. from scipy import optimize as opt import numpy as np def f(x): return (x[0]-5)**2 + (x[1]-6)**2 #Bounds and Linear Constraints bounds =…
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UserWarning when using scipy.optimize.minimize with method 'trust-constr'

I am trying to minimize a function using scipy.optimize.minimize and I get the following errors: Singular Jacobian matrix. Using SVD decomposition to perform the factorizations. delta_grad == 0.0. Check if the approximated function is linear. If…