[SciPy-user] Generating tuples and lists connected with optimize.fmin_l_bfgs_b(func, guess, bounds=bounds, iprint=-1)

[Nils Wagner]

Christian Kristukat wrote:

> Nils Wagner wrote:
>
>> Nils Wagner wrote:
>>
>>> Hi all,
>>>
>>> Sorry for this inquiry but how can I initialize the list "bounds" 
>>> and the tuple "guess" more efficiently ?
>>> The entries in bounds are identical for each design variable, while 
>>> the initial guess consists of two different values.
>>> So how can I benefit from this pattern in building "bounds" and 
>>> "guess" for 2n design variables ?
>>>
>>> bounds = [(0.0,2.0), (0.0,2.0), (0.0,2.0), (0.0,2.0), (0.0,2.0), 
>>> (0.0,2.0)]
>>> guess = 2.0,2.0,2.0,1.0,1.0,1.0
>>>
>>> A small example would be appreciated.
>>>
>>> Thanks in advance
>>>                                         Nils
>>>
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>>
>>
>>
>> Is there a better way for building bounds ?
>>
>> bounds=[]
>> for i in arange(0,2*n):
>>  bounds = bounds + [(0.0,2.0)]
>
>
> bounds = [(0.0,2.0)]*n
>
> This works with python lists, not with numeric arrays.
>
> btw: I'm using fmin_tnc which is another constrained minimizer and I 
> found that it is much faster than bfgs for large problems.
>
> Regards, Christian
>
Christian,

Thank you very much for your hints. I have tried fmin_tnc. It's really 
faster than fmin_l_bfgs_b.
Is it possible to solve constrained optimization problems of the form

min f(x)

s.t.

0 < x_1 < =1
0 < x_2 < =1

n(x) = 0 

with scipy. n(x) denotes a nonlinear function  of the design variables  
x^T=[x_1,\dots,x_n]
So we have both equality and inequality constraints.
 
Best regards,
                             Nils

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