[SciPy-User] Fitting problem using optimize.fmin_slsqp

[guillaume gwenael]

Hello,

I need to fit analytic data using a constrained least square fit. Here is
the script :

import numpy as npimport scipy as scp

from scipy.optimize import fmin_slsqp

def OriginalFunc(xaxis,a,b,c,d,e,f):

p1=d*1e3

p2=(a*e**2*c)/(p1*f)

p3=(a*b*e)/f

M=p3*np.sqrt( (1-1j*xaxis*p2)/(-1j*xaxis*p2) )

N = ((e*xaxis)/b)*np.sqrt( (1-1j*xaxis*p2)/(-1j*xaxis*p2) )

return M,p3,N

def FirstOrderLinSyst(num,den,xaxis):

j=np.complex(0,1)

fos=num/(den-j*xaxis)

return fos

def PartialFractionExpansion(coefs,ref,xaxis):

order=len(coefs)/2

num=coefs[:order]

den=coefs[order:]

SumK=0.

for k in range(order):

fos=FirstOrderLinSyst(num[k],den[k],xaxis)

SumK=SumK+fos

approx=ref*SumK

return approx


def Residuals(fitcoefs,curve,ref,xaxis):

diff=np.real(curve)-np.real(PartialFractionExpansion(fitcoefs,ref,xaxis))

err=np.sqrt(
np.sum(np.power(diff,2),axis=0)/np.sum(np.power(np.real(curve),2),axis=0) )

return np.array([err],dtype=float)

def GetParams4Fitting(init_fitcoefs,curve,ref,xaxis):

pbounds=[(-np.inf,np.inf),(-np.inf,np.inf),(-np.inf,np.inf),(-np.inf,np.inf),

(-np.inf,np.inf),(-np.inf,np.inf),(0,np.inf),(0,np.inf),(0,np.inf),

(0,np.inf),(0,np.inf),(0,np.inf)]

fitcoefs,fittedfunc,iters,imode,smode=fmin_slsqp(Residuals,

init_fitcoefs,

args=(curve,ref,xaxis),

bounds=pbounds)

return fitcoefs,fittedfunc,iters,imode,smode


# Parameters

a=1.204

b=344.4256

c=1.41

d=10

e=np.sqrt(3.5)

f=0.5

x_min=100

x_max=5000

step=100

xaxis=2*np.pi*np.array([np.arange(x_min,x_max+step,step)])

# Oiginal function

M,p3,N=OriginalFunc(xaxis,a,b,c,d,e,f)

# Initialization of fitting parameters

order=6

params_k=np.zeros((2*order))

# Fitting parameters computing

fitcoefs,fittedfunc,iters,imode,smode=GetParams4Fitting(params_k,M,p3,xaxis)

 It returnes the foolwing error:
File "C:\Python26\lib\site-packages\scipy\optimize\slsqp.py", line 318, in
fmin_slsqp g = append(fprime(x),0.0) File
"C:\Python26\lib\site-packages\scipy\optimize\optimize.py", line 176, in
function_wrapper return function(x, *args) File
"C:\Python26\lib\site-packages\scipy\optimize\optimize.py", line 377, in
approx_fprime grad[k] = (f(*((xk+ei,)+args)) - f0)/epsilon ValueError:
setting an array element with a sequence.

Can anyone help me?

Regards,

Gwenaël
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