scipy.optimize.minimize
求局部最小值
scipy.optimize.minimize(fun, x0, args=(), method=None, jac=None, hess=None, hessp=None, bounds=None, constraints=(), tol=None, callback=None, options=None)
解释:
fun: 求最小值的目标函数
x0:变量的初始猜测值,如果有多个变量,需要给每个变量一个初始猜测值。minimize是局部最优的解法,所以
args:常数值, fun中没有数字,都以变量的形式表示,对于常数项,需要在这里给值
method:求极值的方法,官方文档给了很多种。一般使用默认。
constraints:约束条件,针对fun中为参数的部分进行约束限制
计算 x2+1x1+2−3x1+4x3 的最小值 x1,x2,x3的范围都在0.1到0.9 之间
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| from scipy.optimize import minimize import numpy as np
def fun(args): a,b,c,d=args v=lambda x: (a+x[0])/(b+x[1]) -c*x[0]+d*x[2] return v def con(args): x1min, x1max, x2min, x2max,x3min,x3max = args cons = ({'type': 'ineq', 'fun': lambda x: x[0] - x1min},\ {'type': 'ineq', 'fun': lambda x: -x[0] + x1max},\ {'type': 'ineq', 'fun': lambda x: x[1] - x2min},\ {'type': 'ineq', 'fun': lambda x: -x[1] + x2max},\ {'type': 'ineq', 'fun': lambda x: x[2] - x3min},\ {'type': 'ineq', 'fun': lambda x: -x[2] + x3max}) return cons if __name__ == "__main__": args = (2,1,3,4) args1 = (0.1,0.9,0.1, 0.9,0.1,0.9) cons = con(args1) x0 = np.asarray((0.5,0.5,0.5)) res = minimize(fun(args), x0, method='SLSQP',constraints=cons) print(res.fun) print(res.success) print(res.x)
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