[SciPy-user] Usage of fmin_tnc and fmin_l_bfgs_b
Nils Wagner
nwagner at iam.uni-stuttgart.de
Fri Sep 15 02:30:38 CDT 2006
Hi all,
I would like to solve a constrained optimization problem with scipy.
As far as I understand it there exists two possible functions for my
problem in scipy - fmin_tnc and fmin_l_bfgs_b.
The problem is given by
min f(x)
subjected to
\theta_1 \le theta \le theta_2
and
r_1 \le r \le r_2
where x is a vector \in \mathds{R}^{2n+1}.
theta is the last entry in x.
r = \| x[:2*n] \| = linalg.norm(x[:2*n])
How do I specify the bounds for my problem ? I mean
it's easy to define the bounds for the l a s t parameter (\theta) but
I am at a loss how to formulate
the bounds for x[0],...,x[2n-1] s e p a r a t e l y.
bounds -- a list of (min, max) pairs for each element in x, defining
the bounds on that parameter. Use None for one of min or max
when there is no bound in that direction
Any hint would be appreciated.
Nils
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