Scipy basinhopping custom step update and constrained loopingNumPy Scipy optimizationOptimize Scipy Sparse Matrix Factorization code for SGDSciPy sparse: optimize computation on non-zero elements of a sparse matrix (for tf-idf)Resource-constrained project schedulingChanging algorithm to avoid looping with iterrowsCleaning up and reformatting imported data in an Excel sheetPython Cartesian Product in a constrained dictonaryLooping through cells and deleting columnRoot finding and integrationMinimization problem solving and its step limits
Examples of smooth manifolds admitting inbetween one and a continuum of complex structures
Why didn't Miles's spider sense work before?
How do I deal with an unproductive colleague in a small company?
Assassin's bullet with mercury
Why does this cyclic subgroup have only 4 subgroups?
Is it logically or scientifically possible to artificially send energy to the body?
How to write generic function with two inputs?
Avoiding the "not like other girls" trope?
Is "remove commented out code" correct English?
What exploit Are these user agents trying to use?
Is it possible to create a QR code using text?
What do you call someone who asks many questions?
How writing a dominant 7 sus4 chord in RNA ( Vsus7 chord in the 1st inversion)
I would say: "You are another teacher", but she is a woman and I am a man
How could indestructible materials be used in power generation?
Expand and Contract
Short story with a alien planet, government officials must wear exploding medallions
Why can't we play rap on piano?
Bullying boss launched a smear campaign and made me unemployable
Determining Impedance With An Antenna Analyzer
What type of content (depth/breadth) is expected for a short presentation for Asst Professor interview in the UK?
Why didn't Boeing produce its own regional jet?
Intersection Puzzle
Would Slavery Reparations be considered Bills of Attainder and hence Illegal?
Scipy basinhopping custom step update and constrained looping
NumPy Scipy optimizationOptimize Scipy Sparse Matrix Factorization code for SGDSciPy sparse: optimize computation on non-zero elements of a sparse matrix (for tf-idf)Resource-constrained project schedulingChanging algorithm to avoid looping with iterrowsCleaning up and reformatting imported data in an Excel sheetPython Cartesian Product in a constrained dictonaryLooping through cells and deleting columnRoot finding and integrationMinimization problem solving and its step limits
$begingroup$
I am searching for the global minimum of a certain function and trying to use its gradient (here same as Jacobin) to guide the step counter. However, my x
is fix and so is my gradient. I am also trying to retrieve the fastest way possible the first x
for which f(x)<1
, therefore I am using a constraint.
- How can I update the
x
input and the Jacobin ? - My
f(x)<1
is not being very effective, so is there any alternative to achieve my requirement?
This is my code (more or less):
class MyBounds(object):
def __init__(self, xmax=[2*np.pi, 2*np.pi, 2*np.pi, 2*np.pi, 1.2, 1.2, 1.2, 1.2], xmin=[0, 0, 0, 0, 0, 0, 0, 0] ):
self.xmax = np.array(xmax)
self.xmin = np.array(xmin)
def __call__(self, **kwargs):
x = kwargs["x_new"]
tmax = bool(np.all(x <= self.xmax))
tmin = bool(np.all(x >= self.xmin))
return tmax and tmin
class MyTakeStep(object):
def __init__(self, stepsize=1):
self.stepsize = stepsize
def compute_step(self, jacobi_matrix, x, i):
if jacobi_matrix[i] < 0: r = np.random.uniform(0, 2*np.pi-x[i])
elif jacobi_matrix[i] > 0: r = np.random.uniform(0-x[i], 0)
else : r = 0
return r
def __call__(self, x):
print("ENTERING fROM CALL")
print("THIS IS X: ", x)
jacobi_matrix = jacobian(x)
print("x : ", x)
print("jacobi: ", jacobi_matrix)
x[0] += self.compute_step(jacobi_matrix, x, 0)
x[1] += self.compute_step(jacobi_matrix, x, 1)
x[2] += self.compute_step(jacobi_matrix, x, 2)
x[3] += self.compute_step(jacobi_matrix, x, 3)
x[4] += self.compute_step(jacobi_matrix, x, 4)
x[5] += self.compute_step(jacobi_matrix, x, 5)
x[6] += self.compute_step(jacobi_matrix, x, 6)
x[7] += self.compute_step(jacobi_matrix, x, 7)
print("newx : ", x)
return x
def f(x):
# objective function componenets
result = g1
result += g2
result += g3
return result
def jacobian(x):
print("input_list in Jacobi: ", x)
# define full derivatives
dG_dphi = dg1_dphi + dg2_dphi + dg3_dphi
dG_dr = dg1_dr + dg2_dr + dg3_dr
gradient = np.hstack((dG_dphi, dG_dr))
print("G: ", gradient.shape, gradient, " n")
return gradient
def callback(x, f, accept):
print("x: %65s | f: %5s | accept: %5s" % (str([round(e,3) for e in x]), str(round(f, 3)), accept))
def hopping_solver(min_f, min_x, input_excitation):
# define bounds
mybounds = MyBounds()
mytakestep = MyTakeStep()
comb = [deg2rad(phi) for phi in input_excitation[:4]] + input_excitation[4:]
print("comb: ", comb)
min_f = 10
tol = 0
cons = 'type':'ineq','fun': lambda x: 1-f(x)
k = "method":'Nelder-Mead', 'constraints': cons, 'jac': jacobian, 'tol': tol
optimal_c = optimize.basinhopping(f,
x0 = comb,
niter = 1000000,
T = 8,
stepsize = 1,
minimizer_kwargs = k,
take_step = mytakestep,
accept_test = mybounds,
callback = callback,
interval = 100000,
disp = True,
niter_success = None)
print(optimal_c)
min_x, min_f = optimal_c['x'], optimal_c['fun']
comb = min_x
sol = np.array(list([np.rad2deg(phi) for phi in list(optimal_c['x'][:4])]) + list(optimal_c['x'][4:]))
min_x = sol
return min_x, min_f
Any help is much appreciated, thank you in advance.
python performance scipy
$endgroup$
add a comment |
$begingroup$
I am searching for the global minimum of a certain function and trying to use its gradient (here same as Jacobin) to guide the step counter. However, my x
is fix and so is my gradient. I am also trying to retrieve the fastest way possible the first x
for which f(x)<1
, therefore I am using a constraint.
- How can I update the
x
input and the Jacobin ? - My
f(x)<1
is not being very effective, so is there any alternative to achieve my requirement?
This is my code (more or less):
class MyBounds(object):
def __init__(self, xmax=[2*np.pi, 2*np.pi, 2*np.pi, 2*np.pi, 1.2, 1.2, 1.2, 1.2], xmin=[0, 0, 0, 0, 0, 0, 0, 0] ):
self.xmax = np.array(xmax)
self.xmin = np.array(xmin)
def __call__(self, **kwargs):
x = kwargs["x_new"]
tmax = bool(np.all(x <= self.xmax))
tmin = bool(np.all(x >= self.xmin))
return tmax and tmin
class MyTakeStep(object):
def __init__(self, stepsize=1):
self.stepsize = stepsize
def compute_step(self, jacobi_matrix, x, i):
if jacobi_matrix[i] < 0: r = np.random.uniform(0, 2*np.pi-x[i])
elif jacobi_matrix[i] > 0: r = np.random.uniform(0-x[i], 0)
else : r = 0
return r
def __call__(self, x):
print("ENTERING fROM CALL")
print("THIS IS X: ", x)
jacobi_matrix = jacobian(x)
print("x : ", x)
print("jacobi: ", jacobi_matrix)
x[0] += self.compute_step(jacobi_matrix, x, 0)
x[1] += self.compute_step(jacobi_matrix, x, 1)
x[2] += self.compute_step(jacobi_matrix, x, 2)
x[3] += self.compute_step(jacobi_matrix, x, 3)
x[4] += self.compute_step(jacobi_matrix, x, 4)
x[5] += self.compute_step(jacobi_matrix, x, 5)
x[6] += self.compute_step(jacobi_matrix, x, 6)
x[7] += self.compute_step(jacobi_matrix, x, 7)
print("newx : ", x)
return x
def f(x):
# objective function componenets
result = g1
result += g2
result += g3
return result
def jacobian(x):
print("input_list in Jacobi: ", x)
# define full derivatives
dG_dphi = dg1_dphi + dg2_dphi + dg3_dphi
dG_dr = dg1_dr + dg2_dr + dg3_dr
gradient = np.hstack((dG_dphi, dG_dr))
print("G: ", gradient.shape, gradient, " n")
return gradient
def callback(x, f, accept):
print("x: %65s | f: %5s | accept: %5s" % (str([round(e,3) for e in x]), str(round(f, 3)), accept))
def hopping_solver(min_f, min_x, input_excitation):
# define bounds
mybounds = MyBounds()
mytakestep = MyTakeStep()
comb = [deg2rad(phi) for phi in input_excitation[:4]] + input_excitation[4:]
print("comb: ", comb)
min_f = 10
tol = 0
cons = 'type':'ineq','fun': lambda x: 1-f(x)
k = "method":'Nelder-Mead', 'constraints': cons, 'jac': jacobian, 'tol': tol
optimal_c = optimize.basinhopping(f,
x0 = comb,
niter = 1000000,
T = 8,
stepsize = 1,
minimizer_kwargs = k,
take_step = mytakestep,
accept_test = mybounds,
callback = callback,
interval = 100000,
disp = True,
niter_success = None)
print(optimal_c)
min_x, min_f = optimal_c['x'], optimal_c['fun']
comb = min_x
sol = np.array(list([np.rad2deg(phi) for phi in list(optimal_c['x'][:4])]) + list(optimal_c['x'][4:]))
min_x = sol
return min_x, min_f
Any help is much appreciated, thank you in advance.
python performance scipy
$endgroup$
add a comment |
$begingroup$
I am searching for the global minimum of a certain function and trying to use its gradient (here same as Jacobin) to guide the step counter. However, my x
is fix and so is my gradient. I am also trying to retrieve the fastest way possible the first x
for which f(x)<1
, therefore I am using a constraint.
- How can I update the
x
input and the Jacobin ? - My
f(x)<1
is not being very effective, so is there any alternative to achieve my requirement?
This is my code (more or less):
class MyBounds(object):
def __init__(self, xmax=[2*np.pi, 2*np.pi, 2*np.pi, 2*np.pi, 1.2, 1.2, 1.2, 1.2], xmin=[0, 0, 0, 0, 0, 0, 0, 0] ):
self.xmax = np.array(xmax)
self.xmin = np.array(xmin)
def __call__(self, **kwargs):
x = kwargs["x_new"]
tmax = bool(np.all(x <= self.xmax))
tmin = bool(np.all(x >= self.xmin))
return tmax and tmin
class MyTakeStep(object):
def __init__(self, stepsize=1):
self.stepsize = stepsize
def compute_step(self, jacobi_matrix, x, i):
if jacobi_matrix[i] < 0: r = np.random.uniform(0, 2*np.pi-x[i])
elif jacobi_matrix[i] > 0: r = np.random.uniform(0-x[i], 0)
else : r = 0
return r
def __call__(self, x):
print("ENTERING fROM CALL")
print("THIS IS X: ", x)
jacobi_matrix = jacobian(x)
print("x : ", x)
print("jacobi: ", jacobi_matrix)
x[0] += self.compute_step(jacobi_matrix, x, 0)
x[1] += self.compute_step(jacobi_matrix, x, 1)
x[2] += self.compute_step(jacobi_matrix, x, 2)
x[3] += self.compute_step(jacobi_matrix, x, 3)
x[4] += self.compute_step(jacobi_matrix, x, 4)
x[5] += self.compute_step(jacobi_matrix, x, 5)
x[6] += self.compute_step(jacobi_matrix, x, 6)
x[7] += self.compute_step(jacobi_matrix, x, 7)
print("newx : ", x)
return x
def f(x):
# objective function componenets
result = g1
result += g2
result += g3
return result
def jacobian(x):
print("input_list in Jacobi: ", x)
# define full derivatives
dG_dphi = dg1_dphi + dg2_dphi + dg3_dphi
dG_dr = dg1_dr + dg2_dr + dg3_dr
gradient = np.hstack((dG_dphi, dG_dr))
print("G: ", gradient.shape, gradient, " n")
return gradient
def callback(x, f, accept):
print("x: %65s | f: %5s | accept: %5s" % (str([round(e,3) for e in x]), str(round(f, 3)), accept))
def hopping_solver(min_f, min_x, input_excitation):
# define bounds
mybounds = MyBounds()
mytakestep = MyTakeStep()
comb = [deg2rad(phi) for phi in input_excitation[:4]] + input_excitation[4:]
print("comb: ", comb)
min_f = 10
tol = 0
cons = 'type':'ineq','fun': lambda x: 1-f(x)
k = "method":'Nelder-Mead', 'constraints': cons, 'jac': jacobian, 'tol': tol
optimal_c = optimize.basinhopping(f,
x0 = comb,
niter = 1000000,
T = 8,
stepsize = 1,
minimizer_kwargs = k,
take_step = mytakestep,
accept_test = mybounds,
callback = callback,
interval = 100000,
disp = True,
niter_success = None)
print(optimal_c)
min_x, min_f = optimal_c['x'], optimal_c['fun']
comb = min_x
sol = np.array(list([np.rad2deg(phi) for phi in list(optimal_c['x'][:4])]) + list(optimal_c['x'][4:]))
min_x = sol
return min_x, min_f
Any help is much appreciated, thank you in advance.
python performance scipy
$endgroup$
I am searching for the global minimum of a certain function and trying to use its gradient (here same as Jacobin) to guide the step counter. However, my x
is fix and so is my gradient. I am also trying to retrieve the fastest way possible the first x
for which f(x)<1
, therefore I am using a constraint.
- How can I update the
x
input and the Jacobin ? - My
f(x)<1
is not being very effective, so is there any alternative to achieve my requirement?
This is my code (more or less):
class MyBounds(object):
def __init__(self, xmax=[2*np.pi, 2*np.pi, 2*np.pi, 2*np.pi, 1.2, 1.2, 1.2, 1.2], xmin=[0, 0, 0, 0, 0, 0, 0, 0] ):
self.xmax = np.array(xmax)
self.xmin = np.array(xmin)
def __call__(self, **kwargs):
x = kwargs["x_new"]
tmax = bool(np.all(x <= self.xmax))
tmin = bool(np.all(x >= self.xmin))
return tmax and tmin
class MyTakeStep(object):
def __init__(self, stepsize=1):
self.stepsize = stepsize
def compute_step(self, jacobi_matrix, x, i):
if jacobi_matrix[i] < 0: r = np.random.uniform(0, 2*np.pi-x[i])
elif jacobi_matrix[i] > 0: r = np.random.uniform(0-x[i], 0)
else : r = 0
return r
def __call__(self, x):
print("ENTERING fROM CALL")
print("THIS IS X: ", x)
jacobi_matrix = jacobian(x)
print("x : ", x)
print("jacobi: ", jacobi_matrix)
x[0] += self.compute_step(jacobi_matrix, x, 0)
x[1] += self.compute_step(jacobi_matrix, x, 1)
x[2] += self.compute_step(jacobi_matrix, x, 2)
x[3] += self.compute_step(jacobi_matrix, x, 3)
x[4] += self.compute_step(jacobi_matrix, x, 4)
x[5] += self.compute_step(jacobi_matrix, x, 5)
x[6] += self.compute_step(jacobi_matrix, x, 6)
x[7] += self.compute_step(jacobi_matrix, x, 7)
print("newx : ", x)
return x
def f(x):
# objective function componenets
result = g1
result += g2
result += g3
return result
def jacobian(x):
print("input_list in Jacobi: ", x)
# define full derivatives
dG_dphi = dg1_dphi + dg2_dphi + dg3_dphi
dG_dr = dg1_dr + dg2_dr + dg3_dr
gradient = np.hstack((dG_dphi, dG_dr))
print("G: ", gradient.shape, gradient, " n")
return gradient
def callback(x, f, accept):
print("x: %65s | f: %5s | accept: %5s" % (str([round(e,3) for e in x]), str(round(f, 3)), accept))
def hopping_solver(min_f, min_x, input_excitation):
# define bounds
mybounds = MyBounds()
mytakestep = MyTakeStep()
comb = [deg2rad(phi) for phi in input_excitation[:4]] + input_excitation[4:]
print("comb: ", comb)
min_f = 10
tol = 0
cons = 'type':'ineq','fun': lambda x: 1-f(x)
k = "method":'Nelder-Mead', 'constraints': cons, 'jac': jacobian, 'tol': tol
optimal_c = optimize.basinhopping(f,
x0 = comb,
niter = 1000000,
T = 8,
stepsize = 1,
minimizer_kwargs = k,
take_step = mytakestep,
accept_test = mybounds,
callback = callback,
interval = 100000,
disp = True,
niter_success = None)
print(optimal_c)
min_x, min_f = optimal_c['x'], optimal_c['fun']
comb = min_x
sol = np.array(list([np.rad2deg(phi) for phi in list(optimal_c['x'][:4])]) + list(optimal_c['x'][4:]))
min_x = sol
return min_x, min_f
Any help is much appreciated, thank you in advance.
python performance scipy
python performance scipy
asked 3 mins ago
SuperKogitoSuperKogito
1264
1264
add a comment |
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function ()
return StackExchange.using("mathjaxEditing", function ()
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["\$", "\$"]]);
);
);
, "mathjax-editing");
StackExchange.ifUsing("editor", function ()
StackExchange.using("externalEditor", function ()
StackExchange.using("snippets", function ()
StackExchange.snippets.init();
);
);
, "code-snippets");
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "196"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: false,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: null,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fcodereview.stackexchange.com%2fquestions%2f216827%2fscipy-basinhopping-custom-step-update-and-constrained-looping%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Code Review Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fcodereview.stackexchange.com%2fquestions%2f216827%2fscipy-basinhopping-custom-step-update-and-constrained-looping%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown