[SciPy-User] Minimize many scalar functions

[Poughon Victor]

Hi Guillaume,

Thanks for the answer. It looks my problem is acknowledged on a few github issues and PRs, see here for example:
https://github.com/scipy/scipy/pull/8357

However I'm not sure that even this PR would solve my specific usage of many calls to optimize.minimize_scalar with objective functions parametrized slightly differently for each.

Victor Poughon

De : SciPy-User [mailto:scipy-user-bounces+victor.poughon=cnes.fr at python.org] De la part de Guillaume Gay
Envoyé : samedi 17 février 2018 16:05
À : scipy-user at python.org
Objet : Re: [SciPy-User] Minimize many scalar functions


Hi Victor,

I guess it depends a lot on the scalar functions and if they can be vectorized... But you can always optimize on an array of inputs with optimize.minimize, can't you?

A more explicit example would help us help you I guess.



Best



Guillaume



Le 16/02/2018 à 17:16, Poughon Victor a écrit :
Hi all,

I'd like to minimize hundreds of thousands of scalar valued functions. Is there a faster way than a for-loop over a def of the objective function and a call to scipy.optimize.minimize_scalar? Basically a vectorized version, where I could give a function foo and a 2D numpy array where each row is given as extra data to the objective function.

Thanks,

Victor Poughon





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