[SciPy-User] optimize.minimize - help me understand arrays as variables (Andrew Nelson)

[KURT PETERS]

 > Date: Sun, 11 Jan 2015 17:55:32 -0700
> From: KURT PETERS <peterskurt at msn.com>
> Subject: [SciPy-User] optimize.minimize - help me understand arrays as
> 	variables
> To: "scipy-user at scipy.org" <scipy-user at scipy.org>
> Message-ID: <BLU172-W37473350444550BD9CF90DD8430 at phx.gbl>
> Content-Type: text/plain; charset="iso-8859-1"
> 
>  I'm trying to use scipy.optimize.minimize.
>   I've tried multiple "multivariate" methods that don't seem to actually take multivariate data and derivatives.  Can someone tell me how I can make the multivariate part of the solver actually work?
>  
> Here's an example:
> My main function the following (typical length for N is 3):
>  
>   input guess is a x0=np.array([1,2,3])
>   the optimization function returns:
>   def calc_f3d(...):
>       f3d = np.ones((np.max([3,N]),1)
>       .... do some assignments to f3d[row,0] ....
>       return np.linalg.norm(f3d)   # numpy.array that's 3x1
>  
> The jacobian returns a Nx3 matrix:
> def jacob3d(...):
>     df = np.ones((np.max([3,N]),3))
>     ... do some assignments to df[row,col]
>     return df               # note numpy.array that's 3x3
>  
> The optimize call is:
>     OptimizeResult = optimize.minimize(
>         fun=tdcalc.calc_f3d,
>         x0=ract,
>         jac=tdcalc.jacob3d,
>         method='BFGS',
>         args=(operdata,),
>         tol=1.0e-8,
>         options={'maxiter': 40000, 'xtol':1e-8})  <--- ops change based on whether using Newton-CG or BFGS
>  
> When I use BFGS, I get:
> Traceback (most recent call last):
>   File "./tdoa_calc.py", line 664, in <module>
>     options={'maxiter': 40000, 'gtol':1e-8})
>   File "/usr/lib64/python2.7/site-packages/scipy/optimize/_minimize.py", line 348, in minimize
>     return _minimize_bfgs(fun, x0, args, jac, callback, **options)
>   File "/usr/lib64/python2.7/site-packages/scipy/optimize/optimize.py", line 779, in _minimize_bfgs
>     old_fval, old_old_fval)
>   File "/usr/lib64/python2.7/site-packages/scipy/optimize/linesearch.py", line 95, in line_search_wolfe1
>     c1=c1, c2=c2, amax=amax, amin=amin, xtol=xtol)
>   File "/usr/lib64/python2.7/site-packages/scipy/optimize/linesearch.py", line 147, in scalar_search_wolfe1
>     alpha1 = min(1.0, 1.01*2*(phi0 - old_phi0)/derphi0)
> ValueError: The truth value of an array with more than one element is ambiguous. Use a.any() or a.all()
>  
> When I use Newton-CG, I get:
> Traceback (most recent call last):
>   File "./tdoa_calc.py", line 655, in <module>
>     options={'maxiter': 40000, 'xtol':1e-8})
>   File "/usr/lib64/python2.7/site-packages/scipy/optimize/_minimize.py", line 351, in minimize
>     **options)
>   File "/usr/lib64/python2.7/site-packages/scipy/optimize/optimize.py", line 1320, in _minimize_newtoncg
>     eta = numpy.min([0.5, numpy.sqrt(maggrad)])
>   File "/usr/lib64/python2.7/site-packages/numpy/core/fromnumeric.py", line 1982, in amin
>     out=out, keepdims=keepdims)
>   File "/usr/lib64/python2.7/site-packages/numpy/core/_methods.py", line 14, in _amin
>     out=out, keepdims=keepdims)
> ValueError: setting an array element with a sequence.
>             
========================================================================
> Date: Mon, 12 Jan 2015 11:58:31 +1100
> From: Andrew Nelson <andyfaff at gmail.com>
> Subject: Re: [SciPy-User] optimize.minimize - help me understand
> 	arrays as	variables
> To: SciPy Users List <scipy-user at scipy.org>
> Message-ID:
> 	<CAAbtOZdLeL8j4=3Pc1smLd39g98ppwC8Ua44aWnk_3L4xqp7vw at mail.gmail.com>
> Content-Type: text/plain; charset="utf-8"
> 
> `calc_f3d` needs to return a single number, the overall 'cost'.
> 

the "return np.linalg.norm(f3d)" DOES return a scalar ( a single number).
 
numpy.linalg.norm([])  returns a single number.
 
Best,
Kurt
 
 		 	   		  
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.scipy.org/pipermail/scipy-user/attachments/20150112/004d62dd/attachment.html>