[SciPy-User] Optimization problem using fmin_slsqp

[Yuxiang Wang]

Hi Qing,

In your description I see a line:

Current function value: nan

Is your function outputting a np.nan for certain inputs? That might be
bad for the algorithm to work. Could you check that?

-Shawn

On Mon, Apr 7, 2014 at 4:56 PM, Qing Yu <yuqingpsy at gmail.com> wrote:
> Hi Matt,
>
> Thanks so much for your help! I've now changed the residual function as
> below:
>
> def residual(a,x,y):
>         return sum((y-f(x,a))**2)
>
> the script seems to be working after the change, but I have another problem
> now:
>
> because I've set the upper and lower bounds of the parameters in fmin_slsqp
> (and that is why I use fmin_slsqp instead of leastsq):
> bounds=[(None,None),(0,pi),(0,None),(None,None)], if I keep the bounds, I
> get the error:
>             Iteration limit exceeded    (Exit mode 9)
>             Current function value: nan
>             Iterations: 101
>             Function evaluations: 1606
>             Gradient evaluations: 101
> I tried changing iter to 10000, the error still existed.
> If I delete the bound option, I can get the successful output. However, the
> fitted values are quite different from what I get using lsqcurvefit in
> matlab. Moreover, if I plot the data, the model fit is indeed worse using
> fmin_slsqp. I'm not sure if the difference is caused by the missing bounds.
> But the outputs from fmin_slsqp did not go out of bounds anyway. Does anyone
> have any idea why I could not set the bounds in fmin_slsqp?
>
> Thanks so much for any help!
>
> Best,
> Qing
>
>
> On Mon, Apr 7, 2014 at 3:48 PM, Qing Yu <yuqingpsy at gmail.com> wrote:
>>
>> Dear SciPy experts,
>>
>> I'm using the fmin_slsqp function in scipy.optimize to fit my data, I
>> first defined the function f and the residual of fitting, and then used
>> actual data x and y to fit the curve. However, I encountered an error that I
>> could not explain.
>> Here's a short version of my script:
>>
>> def f(x,a):
>> return a[0]*exp((a[2]**2)*cos(x-a[1])-1)+a[3]
>> def residual(a,x,y):
>> return y-f(x,a)
>>
>> x=[0,pi/6,pi/3,pi/2,2*pi/3,5*pi/6]
>> y=[0.17,0.36,0.61,0.38,0.17,0.16]
>> a0=[1,pi/3,pi/2,0]
>> out, fx, its, imode, smode =
>> fmin_slsqp(residual,a0,args=(x,y),bounds=[(None,None),(0,pi),(0,None),(None,None)],
>> full_output=True)
>>
>> I ended up with the error: "failed in converting 8th argument `g' of
>> _slsqp.slsqp to C/Fortran array." Does anyone have any idea of why this
>> happened?
>>
>> Thanks so much in advance for any help!
>>
>> Best,
>> Qing
>
>
>
>
>
> --
> Graduate Student
> Qing Yu
> Department of Psychological and Brain Sciences
> Dartmouth College
> Hanover, New Hampshire 03755, US
>
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-- 
Yuxiang "Shawn" Wang
Gerling Research Lab
University of Virginia
yw5aj at virginia.edu
+1 (434) 284-0836
https://sites.google.com/a/virginia.edu/yw5aj/