[SciPy-user] Questions about scipy.optimize.fmin_cobyla

fdu.xiaojf@gmai... fdu.xiaojf@gmai...
Mon Jul 16 08:16:30 CDT 2007


dmitrey wrote:
 > fdu.xiaojf@gmail.com wrote:

 >>
 >> 2) In function f(X), there are item of log(xi). Although I have
 >> constrained the value of xi in the constrain functions, xi still may be
 >> equal or less than 0 during minimization, then "math domain error"
 >> occurred.
 >>
 >> What should I do ?
 >>
 > I would replace xi and log(xi) by exp(xi) and xi
 > You can try also free (BSD lic) OpenOpt solver lincher, it should handle
 > your problem well
 > something like
 > from scikits.openopt import NLP
 > p = NLP(f, x0, lb = zeros(x0.size))
 > r = p.solve('lincher')
 > however, currently lincher requires QP solver, and the only one
 > connected is CVXOPT one, so you should have cvxopt installed (GPL). BTW
 > cvxopt is capable of solving your problem, it has appropriate  NLP solver
 > Also, take a look at tnc
 > http://www.scipy.org/doc/api_docs/scipy.optimize.tnc.html
 >  - afaik it allows to handle lb - ub bounds
 >
cvxopt can only handle convex functions, but my function is too
complicated to get the expression of derivate easily, so according to
a previous post from Joachim Dahl(dahl.joachim@gmail.com) in this list,
it is probably non-convex.

Can openopt handle non-convex functions?

My function is too complex to compute derivate, so I can't use tnc to do
the job.

 >
 >> My method is when "math domain error" occurred, catch it and set the
 >> return value of f to a very large number. Should this work or not?
 >>
 > This will not work with any NLP or Nonsmooth solver, that calls for
 > gradient/subgradient this will work for some global solvers like
 > anneal, but they are capable of small-scaled problems only (nVars up
 > to 10) HTH, D.

The number of variables is less than 15, does this make any sense?


Regards,




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