Mailman 3 optimize.minimize - help me understand arrays as variables - SciPy-User

12 Jan 2015

      I'm trying to use scipy.optimize.minimize.
  I've tried multiple "multivariate" methods that don't seem to actually take multivariate data and derivatives.  Can someone tell me how I can make the multivariate part of the solver actually work?

Here's an example:
My main function the following (typical length for N is 3):

  input guess is a x0=np.array([1,2,3])
  the optimization function returns:
  def calc_f3d(...):
      f3d = np.ones((np.max([3,N]),1)
      .... do some assignments to f3d[row,0] ....
      return np.linalg.norm(f3d)   # numpy.array that's 3x1

The jacobian returns a Nx3 matrix:
def jacob3d(...):
    df = np.ones((np.max([3,N]),3))
    ... do some assignments to df[row,col]
    return df               # note numpy.array that's 3x3

The optimize call is:
    OptimizeResult = optimize.minimize(
        fun=tdcalc.calc_f3d,
        x0=ract,
        jac=tdcalc.jacob3d,
        method='BFGS',
        args=(operdata,),
        tol=1.0e-8,
        options={'maxiter': 40000, 'xtol':1e-8})  <--- ops change based on whether using Newton-CG or BFGS

When I use BFGS, I get:
Traceback (most recent call last):
  File "./tdoa_calc.py", line 664, in <module>
    options={'maxiter': 40000, 'gtol':1e-8})
  File "/usr/lib64/python2.7/site-packages/scipy/optimize/_minimize.py", line 348, in minimize
    return _minimize_bfgs(fun, x0, args, jac, callback, **options)
  File "/usr/lib64/python2.7/site-packages/scipy/optimize/optimize.py", line 779, in _minimize_bfgs
    old_fval, old_old_fval)
  File "/usr/lib64/python2.7/site-packages/scipy/optimize/linesearch.py", line 95, in line_search_wolfe1
    c1=c1, c2=c2, amax=amax, amin=amin, xtol=xtol)
  File "/usr/lib64/python2.7/site-packages/scipy/optimize/linesearch.py", line 147, in scalar_search_wolfe1
    alpha1 = min(1.0, 1.01*2*(phi0 - old_phi0)/derphi0)
ValueError: The truth value of an array with more than one element is ambiguous. Use a.any() or a.all()

When I use Newton-CG, I get:
Traceback (most recent call last):
  File "./tdoa_calc.py", line 655, in <module>
    options={'maxiter': 40000, 'xtol':1e-8})
  File "/usr/lib64/python2.7/site-packages/scipy/optimize/_minimize.py", line 351, in minimize
    **options)
  File "/usr/lib64/python2.7/site-packages/scipy/optimize/optimize.py", line 1320, in _minimize_newtoncg
    eta = numpy.min([0.5, numpy.sqrt(maggrad)])
  File "/usr/lib64/python2.7/site-packages/numpy/core/fromnumeric.py", line 1982, in amin
    out=out, keepdims=keepdims)
  File "/usr/lib64/python2.7/site-packages/numpy/core/_methods.py", line 14, in _amin
    out=out, keepdims=keepdims)
ValueError: setting an array element with a sequence.

optimize.minimize - help me understand arrays as variables

KURT PETERS

Andrew Nelson

tags

participants (2)