[SciPy-user] Questions about scipy.optimize.fmin_cobyla
fdu.xiaojf@gmai...
fdu.xiaojf@gmai...
Mon Jul 16 09:00:36 CDT 2007
dmitrey wrote:
> fdu.xiaojf@gmail.com wrote:
>> >
>> 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?
>>
> this is incorrect question. For any NLP solver (w/o global ones of
> course) I can construct a non-convex func that will failed to be solved.
> Moreover, I can construct *convex* func, which one will be very, very
> hard to solve (for the solver chose). So I can only talk about "this
> solver is more or less suitable for solving non-convex funcs".
> Fortunately, lincher is rather suitable for solving non-convex funcs,
> but let me remember you once again - it requires cvxopt qp solver yet,
> no other ones are connected or are written (I hope till the end of
> summer openopt will have it own QP/QPCP solver).
Thanks.
>> My function is too complex to compute derivate, so I can't use tnc to do
>> the job.
>>
>
> if derivatives are not provided to tnc, it will calculate that ones by
> itself via finite-differences, as any other NLP solver.
Oh, yes, tnc can calculate derivatives if the parameter approx_grad is
True.
>> >
>> >> 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?
>>
> Very unlikely.
> 10 is already a big problem.
>
>> The reason why I chose cobyla is that cobyla can handle inequality and
equality constraints, and it doesn't require derivate information.
>
> lincher is capable of handling equality constraints. However, there can
> be some difficult cases (for example, when constraints form a
> linear-dependent system in xk - point from iter k)
> But for rather small nVars = 15 I guess no problems will be obtained.
Can linear avoid the "math domain error" prolbem in cobyla ? In my
function, there are items like log(xi*R*T/V) (R,T,V are positive
variables too).
Regards
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