Optimizing math functions

Steven D'Aprano steve at REMOVE-THIS-cybersource.com.au
Sat May 23 15:55:43 CEST 2009


On Sat, 23 May 2009 09:22:59 -0400, Esmail wrote:

> Hello all,
> 
> I would like to maximize or minimize a given math function over a
> specific set of values, in Python preferably.
...
> What it apparently can't do is for maximize (or minimize) functions that
> contain two variables, x and y, or more. 

Function minimization is a well-studied problem. You will find oodles of 
references to doing function minimization if you google. In fact, if you 
google for "python function minimization" you should find about 63,000 
links.

Minimizing functions of two variables is difficult, as a general rule. 
Nevertheless, there are tools for doing so. Check out SciPy.



-- 
Steven



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