[SciPy-User] fmin_slsqp constraint problem

Oleksandr Huziy guziy.sasha@gmail....
Fri Oct 26 11:18:33 CDT 2012


I am not an expert in this function but the constraints are equivalent, so
I would expect it. Actually it should be the same if the implementation is
consistent, since we are not changing constraints, but expressing them in a
different way.

But you could test it. By comparing this method and by creating n
constraints which act on each component of dp.
smth like this

ieqcons=[lambda coef, len_z, len_p,
dz, dp: -c(coef, len_z, len_p, dz, dp, comp_num) for comp_num in
range(len_p)]

and modify c respectively

    ## constrain poles to be inside unit circle
    def c(coef, len_z, len_p, dz, dp, comp_num):
        p = compose ((coef/opt.scale)[len_z:-1], dp)
        return (np.abs(p) - 1)[comp_num]


Cheers

--
Oleksandr (Sasha) Huziy

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

> Do you think applying np.min here will produce the same sort of convergence
> behaviour?
>
> Oleksandr Huziy wrote:
>
> > You can modify your 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.min( np.abs(p) - 1)
> >
> > Cheers
> > --
> > Oleksandr (Sasha) Huziy
> >
> > 2012/10/26 Moore, Eric (NIH/NIDDK) [F] <eric.moore2@nih.gov>
> >
> >> > -----Original Message-----
> >> > From: Neal Becker [mailto:ndbecker2@gmail.com]
> >> > Sent: Friday, October 26, 2012 11:08 AM
> >> > To: scipy-user@scipy.org
> >> > Subject: Re: [SciPy-User] fmin_slsqp constraint problem
> >> >
> >> > The obj_fnc is much too complicated to include here, but does return a
> >> > single
> >> > value.  I think the problem is ieqcons returns an array, while
> >> > fmin_slsqp
> >> > expects a single value.
> >> >
> >> > Oleksandr Huziy wrote:
> >> >
> >> > > 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?
> >> > >>
> >>
> >> It looks like the difference between ieqcons and f_ieqcons is returning
> an
> >> array or an scalar. I've not used fmin_slsqp, this is based solely on
> the
> >> documentation.
> >>
> >> Eric
> >> _______________________________________________
> >> SciPy-User mailing list
> >> SciPy-User@scipy.org
> >> http://mail.scipy.org/mailman/listinfo/scipy-user
> >>
>
>
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