[SciPy-User] Optimization problem using fmin_slsqp

[Qing Yu]

Hi Shawn,

Yes I was actually using a 'try...except...' command in my script. It's
simply because I want an output when the fitting procedure fails. Here's
the part of the script:

try:
       out, fx, its, imode, smode
= fmin_slsqp(residual,a0,args=(x,y),bounds=[(None,None),(0,pi),(0,None),(None,None)],
full_output=True)
except:
       out = [nan, nan, nan, nan]

But I suppose I won't get the nan output unless the fitting fails?

Thanks!


Best,
Qing

On Wed, Apr 9, 2014 at 11:00 AM, Yuxiang Wang <yw5aj at virginia.edu> wrote:

> 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
> >
> > _______________________________________________
> > SciPy-User mailing list
> > SciPy-User at scipy.org
> > http://mail.scipy.org/mailman/listinfo/scipy-user
> >
>
>
>
> --
> 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/
> _______________________________________________
> SciPy-User mailing list
> SciPy-User at scipy.org
> http://mail.scipy.org/mailman/listinfo/scipy-user
>



-- 
Graduate Student
Qing Yu
Department of Psychological and Brain Sciences
Dartmouth College
Hanover, New Hampshire 03755, US
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