CODEWITHSUNDEEP
pythonoptimizationscipy
Amir
Amir

Reputation: 1087

Parameters for objective function of fmin_cobyla of Python

I am using fmin_cobyla for to solve a constraint optimization problem. my objective function has two parameters in the form of array and I have the following code:

import pandas as pd
import numpy as np
import scipy as sc
from scipy.optimize import fmin_cobyla

def distance (x,Weight,Initial):
    dist = Weight*(Initial-x)**2
    return np.sum(dist)


Weight =np.array([10, 10, 10, 10])
Initial=np.array([1.  ,  1.4 ,  0.95,  1.2])

A = np.array([(1, -1,0,0), (0,1,-1,0), (0,0,1,-1)])            
b = np.array([0,0,0])
constraints = []
for i in range(len(A)):
    def f(x, i = i):        
        return np.dot(x,A[i])-b[i]
    constraints.append(f)

res1 = fmin_cobyla(distance, Initial, constraints,args=(Weight,Initial), rhoend = 1e-7)

I ma using args=(Weight,Initial) to pass parameters to the objective function which is "distance" however I got the following error:

TypeError                                 Traceback (most recent call last)
<ipython-input-11-fc267b7a75d8> in <module>()
     20     constraints.append(f)
     21 
---> 22 res1 = fmin_cobyla(distance, Initial, constraints,args=(Weight,Initial), rhoend = 1e-7)

C:\Users\ameimand\AppData\Local\Continuum\Anaconda3\lib\site-packages\scipy\optimize\cobyla.py in fmin_cobyla(func, x0, cons, args, consargs, rhobeg, rhoend, iprint, maxfun, disp, catol)
    170 
    171     sol = _minimize_cobyla(func, x0, args, constraints=con,
--> 172                            **opts)
    173     if iprint > 0 and not sol['success']:
    174         print("COBYLA failed to find a solution: %s" % (sol.message,))

C:\Users\ameimand\AppData\Local\Continuum\Anaconda3\lib\site-packages\scipy\optimize\cobyla.py in _minimize_cobyla(fun, x0, args, constraints, rhobeg, tol, iprint, maxiter, disp, catol, **unknown_options)
    237     cons_lengths = []
    238     for c in constraints:
--> 239         f = c['fun'](x0, *c['args'])
    240         try:
    241             cons_length = len(f)

TypeError: f() takes from 1 to 2 positional arguments but 3 were given

It seems the error is related to passing parameters to the constraint while args() is supposed to pass them to objective function.

Thanks

Upvotes: 0

Views: 752

Answers (1)

sascha
sascha

Reputation: 33542

The docs say:

consargs : tuple, optional

Extra arguments to pass to constraint functions (default of None means use same extra arguments as those passed to func). Use () for no extra arguments.

(annotation by me)

So in your case args=(Weight,Initial) will be passed to f.

Add the argument consargs=() like:

res1 = fmin_cobyla(distance, Initial, constraints,args=(Weight,Initial),
               consargs=(), rhoend = 1e-7)

This will make the code run. But i did not analyze anything else!

(Usually people use the more general minimize instead of the more low-level functions like fmin_cobyla)

Upvotes: 1

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