[SciPy-dev] SLSQP Constrained Optimizer Status
dmitrey
dmitrey.kroshko@scipy....
Fri Dec 21 02:25:57 CST 2007
Hi Rob,
1. You should replace
( len(eqcons) +
len(ieqcons), len(x0) )
by ( len(eqcons), len(x0) ) and ( len(ieqcons), len(x0) )
in slsqp docstring:
fprime_eqcons : callable f(x,*args)
A function of the form f(x, *args) that returns the m by n
array of equality constraint normals. If not provided,
the normals will be approximated. The array returned by
fprime_cons should be sized as ( len(eqcons) +
len(ieqcons), len(x0) ).
fprime_ieqcons : callable f(x,*args)
A function of the form f(x, *args) that returns the m by n
array of inequality constraint normals. If not provided,
the normals will be approximated. The array returned by
fprime_cons should be sized as ( len(eqcons) +
len(ieqcons), len(x0) ).
2. I have written connection to OO but it still fails to solve any from
my primitive tests: I constantly get stop case "Singular matrix C in LSQ
subproblem"
So I have tried to call slsqp w/o OO interface, directly.
See the file below, I think it would be nice would you make the example
working; then I'll continue slsqp check.
Currently it fails in line 206
meq = len(f_eqcons(x))
where f_eqcons(x) = array(133.40163659577431)
Note also that I have pass 2 eq cons but this somehow has only 1 value
(I have noticed you replaced f_eqcons by something in line 159, maybe
it's the matter?)
Regards, D.
from numpy import *
from scipy.optimize.slsqp import fmin_slsqp
N = 10
M = 5
ff = lambda x: (abs(x-M) ** 1.5).sum()
x0 = cos(arange(N))
c = lambda x: [2* x[0] **4-32, x[1]**2+x[2]**2 - 8]
h1 = lambda x: 1e1*(x[-1]-1)**4
h2 = lambda x: (x[-2]-1.5)**4
#TODO: pass bounds to fmin_slsqp when all other will work ok
##bounds = [(-6,6)]*10
##bounds[3] = (5.5, 6)
##bounds[4] = (6, 4.5)
diffInt = 1e-8
x = fmin_slsqp( ff, x0 , f_eqcons=lambda x: asfarray(h1(x), h2(x)),
f_ieqcons=c,
bounds = [], fprime = None, fprime_eqcons=None,
fprime_ieqcons=None, args = (), iter = 100, acc = 1.0E-6,
iprint = -1, full_output = 0, epsilon = diffInt)
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