[SciPy-user] scipy.optimise.lbfgsb /bounded optimization help

Robert Kern robert.kern at gmail.com
Sat Jan 27 15:38:42 CST 2007


mclaugb wrote:
> I have been using a Gauss-Newton algorithm but it is unconstrained and i 
> need a bounded, multivariate algorithm.
> 
> Does anyone have any example code that uses the "lbfgsb" optimization 
> algorithm?  I have a function of two variables that is bounded to the 
> positive half-space and would like to use lbfgsb to minimize two variables. 
> i have tried to get it working for a 2 variable function case but have been 
> unsuccessful.  any example code would help me.

You mean that your function f maps

        f
  RR^2 ---> RR^2

?

Note that all of the minimizers in scipy (and even mpfit that you mention below)
only minimize functions that map to scalars; i.e.

        f
  RR^n ---> RR

These are not multiobjective optimizers.

Please clarify what you mean. Can you show us the code that you already tried?

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
 that is made terrible by our own mad attempt to interpret it as though it had
 an underlying truth."
  -- Umberto Eco


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