[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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