[SciPy-user] scipy.optimise.lbfgsb /bounded optimization help
robert.kern at gmail.com
Sat Jan 27 15:38:42 CST 2007
> 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
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.
RR^n ---> RR
These are not multiobjective optimizers.
Please clarify what you mean. Can you show us the code that you already tried?
"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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