[SciPy-User] fmin_slsqp constraint problem

Oleksandr Huziy guziy.sasha@gmail....
Fri Oct 26 10:04:03 CDT 2012


What is your obj_fnc, I know it is naive, bu still, is it possible that it
returns a list?

Cheers
--
Oleksandr (Sasha) Huziy

2012/10/26 Neal Becker <ndbecker2@gmail.com>

> I have a ineq constraint:
>
>     ## constrain poles to be inside unit circle
>     def c(coef, len_z, len_p, dz, dp):
>         p = compose ((coef/opt.scale)[len_z:-1], dp)
>         return np.abs(p) - 1
>
> So this will return a 1D array where each value should satisfy the
> constraint.
> fmin_slsqp will not accept this directly:
>
>     e = fmin_slsqp (obj_fnc, coef*opt.scale, ieqcons=[lambda coef, len_z,
> len_p,
> dz, dp: -c(coef, len_z, len_p, dz, dp)], args=(len(lz), len(lp), dz, dp),
> eqcons=[lambda coef, len_z, len_p, dz, dp: h(coef, len_z, len_p, dz, dp)],
> full_output=True)
>
> Traceback (most recent call last):
>   File "./optimize_pll5.3.2.py", line 519, in <module>
>     run_line (sys.argv)
>   File "./optimize_pll5.3.2.py", line 498, in run_line
>     e = fmin_slsqp (obj_fnc, coef*opt.scale, ieqcons=[lambda coef, len_z,
> len_p,
> dz, dp: -c(coef, len_z, len_p, dz, dp)], args=(len(lz), len(lp), dz, dp),
> eqcons=[lambda coef, len_z, len_p, dz, dp: h(coef, len_z, len_p, dz, dp)],
> full_output=True)
>   File "/usr/lib64/python2.7/site-packages/scipy/optimize/slsqp.py", line
> 334,
> in fmin_slsqp
>     a_ieq[i] = ieqcons_prime[i](x)
>   File "/usr/lib64/python2.7/site-packages/scipy/optimize/optimize.py",
> line
> 176, in function_wrapper
>     return function(x, *args)
>   File "/usr/lib64/python2.7/site-packages/scipy/optimize/optimize.py",
> line
> 398, in approx_fprime
>     grad[k] = (f(*((xk+ei,)+args)) - f0)/epsilon
> ValueError: setting an array element with a sequence.
>
> Any ideas on this?
>
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