Questions tagged [scipy-optimize-minimize]

446 questions
0
votes
1 answer

Fitting parameters of a data set from a model

I am trying to fit the parameters of a transit light curve. I have observed transit light curve data and I am using a .py in python that through 4 parameters (period, a(semi-major axis), inclination, planet radius) returns a model transit light…
0
votes
0 answers

single scalar scipy optimize minimize

I'm having an issue using scipy's minimize() function, and I don't really understand enough about optimization to grasp what is wrong here.. I have a function that calls scipy.optimize.minimize(). It works fine and provides me with exactly the…
fffrost
  • 1,659
  • 1
  • 21
  • 36
0
votes
1 answer

Why scipy.optimize.minimize does not work with a constraint and initial value 0

I am trying to optimize a function of two variables. I want one variable to be fixed at 50 and another be between -5 and 5. I wrote the following code: x0 = np.array([50, 0.0]) res = minimize(error, x0, constraints=[ {'type': "eq", "fun": lambda…
Bakhanov A.
  • 146
  • 1
  • 7
0
votes
1 answer

Numpy: Find the value needed in one equation which minimizes the error

the title is not clear, i hope to explain better here: i have the two following arrays, ep and sp with the same dimension: ep = [0.00000000e+00, 4.29973987e-05, 1.77977219e-04, 3.08940223e-04, 4.44883670e-04, 5.84806153e-04, 7.28705999e-04,…
0
votes
1 answer

How to specify the parameter an objective function is minimized with respect to, using scipy.optimize.minimize()?

Suppose I have an objective function f(a,b,c). I want to find the value of b that minimizes it, holding a and c constant, and to experiment with different combinations of a and c, I prefer not to write f(a,b,c) as g(b). from scipy.optimize import…
Paw in Data
  • 1,262
  • 2
  • 14
  • 32
0
votes
1 answer

Why is a matrix argument of my objective function changed when I minimize it with scipy.optimize.minimize()?

I'm trying to do the Space-Time Auto-Regression (STAR). The code below basically defines the objective function above that I need to minimize, where Y is an N-by-K matrix and D an N-by-N matrix. import numpy as np from sys import exit def…
Paw in Data
  • 1,262
  • 2
  • 14
  • 32
0
votes
1 answer

SciPy "Successfully" finding incorrect optimal solution and "Unsuccessfully" finding optimal solution (Portfolio Construction)

I'm building a trading bot and I'm trying to implement an optimiser to maximise alpha while adhering to certain constraints. My variable is a vector containing the weights of the securities in the portfolio. I also have a vector that contains the…
0
votes
1 answer

When I am doing scipy.optimize.minimize, I got Index Error

I am planning to calculate the maximum of objective function. My coding is as follows. import numpy as np from scipy.optimize import minimize # this is my objective function def objective(x,sign=-1.0): x1=x[0] x2=x[1] x3=x[2] …
0
votes
1 answer

minimization problem TypeError: 'numpy.float64' object is not callable

so I am trying to minimize a function of array for a given parameter using minimize of optimize and it gives me this error: Traceback (most recent call last): File "plot2.py", line 72, in res = minimize(rosen(al,c), c, args=(al)) File…
0
votes
1 answer

Scipy fits very weirdly and creates multiple fitted curves which shouldn't be the case and I know curve fitting doesn't return multiple curves

Here is my code yp = df.final_sulfur/df.start_sulfur xp = df.mag/df.hm_weight sns.set(font_scale=1.5, font='DejaVu Sans') fig, ax = plt.subplots(1,1, figsize=(9, 9)) yp = df.final_sulfur/df.start_sulfur xp = df.mag/df.hm_weight p = ax.plot(xp, yp,…
nithin
  • 753
  • 3
  • 7
  • 21
0
votes
1 answer

Scipy minimize constraint: One of two values needs to be zero

I want to minimize the following function : def objective(B, P, O): return - (sum([(p * o - 1) * b for p, o, b in zip(P, O, B)]) /\ math.sqrt(sum([(1-p) * p * b**2 * o**2 for p, o, b in zip(P, O, B)]))) sol = minimize(objective, x0=bets,…
flo
  • 378
  • 2
  • 9
0
votes
0 answers

Python multiprocessing within a callable function in scipy.optimize

I am trying to use multiprocessing inside a cost function called by scipy.optimize's minimize function. Inside the cost function I have a loop I want to compute in parallel. A simplified version of the code is as follows: import numpy as np from…
0
votes
1 answer

Why does scipy.optimize.mminimize not use the provided initial guesses

I have a application written in python for calculating minimal return value from a function. Am using scipy.optimize.mminimize with SLSQP as the optimization method. It runs in a loop and for saving time and kip it from just finding local minima I…
0
votes
0 answers

Scipy code to solve optimization problem ( gurobi code is written!)

I wrote a Gorubi optimization code, but because of some issues, I need to convert to Scipy code. Still have difficulties to convert it. Here is a part of code related to Gorubi: m = Model() #x is charging, discharging variable x =…
saeed
  • 25
  • 8
0
votes
1 answer

Scipy optimize: error trying to put function to minimize

I want to find minimal function value with scipy.optimize.minimize_scalar Function: def error(w0, w1): dataset = data total_error = 0 for i in range(1, 25000): meta = dataset['Height'][i] - ((w0 + w1 * dataset['Weight'][i]))**2 …
a_chiren
  • 15
  • 2