def fmin_tnc(func, x0, fprime=None, args=(), approx_grad=0, bounds=None, epsilon=1e-8, scale=None, offset=None, messages=MSG_ALL, maxCGit=-1, maxfun=None, eta=-1, stepmx=0, accuracy=0, fmin=0, ftol=-1, xtol=-1, pgtol=-1, rescale=-1): """Minimize a function with variables subject to bounds, using gradient information. Parameters ---------- func : callable func(x, *args) Function to minimize. Should return f and g, where f is the value of the function and g its gradient (a list of floats). If the function returns None, the minimization is aborted. x0 : list of floats Initial estimate of minimum. fprime : callable fprime(x, *args) Gradient of func. If None, then func must return the function value and the gradient (f,g = func(x, *args)). args : tuple Arguments to pass to function. approx_grad : bool If true, approximate the gradient numerically. bounds : list (min, max) pairs for each element in x, defining the bounds on that parameter. Use None or +/-inf for one of min or max when there is no bound in that direction. scale : list of floats Scaling factors to apply to each variable. If None, the factors are up-low for interval bounded variables and 1+|x] fo the others. Defaults to None offset : float Value to substract from each variable. If None, the offsets are (up+low)/2 for interval bounded variables and x for the others. messages : Bit mask used to select messages display during minimization values defined in the MSGS dict. Defaults to MGS_ALL. maxCGit : int Maximum number of hessian*vector evaluations per main iteration. If maxCGit == 0, the direction chosen is -gradient if maxCGit < 0, maxCGit is set to max(1,min(50,n/2)). Defaults to -1. maxfun : int Maximum number of function evaluation. if None, maxfun is set to max(100, 10*len(x0)). Defaults to None. eta : float Severity of the line search. if < 0 or > 1, set to 0.25. Defaults to -1. stepmx : float Maximum step for the line search. May be increased during call. If too small, it will be set to 10.0. Defaults to 0. accuracy : float Relative precision for finite difference calculations. If <= machine_precision, set to sqrt(machine_precision). Defaults to 0. fmin : float Minimum function value estimate. Defaults to 0. ftol : float Precision goal for the value of f in the stoping criterion. If ftol < 0.0, ftol is set to 0.0 defaults to -1. xtol : float Precision goal for the value of x in the stopping criterion (after applying x scaling factors). If xtol < 0.0, xtol is set to sqrt(machine_precision). Defaults to -1. pgtol : float Precision goal for the value of the projected gradient in the stopping criterion (after applying x scaling factors). If pgtol < 0.0, pgtol is set to 1e-2 * sqrt(accuracy). Setting it to 0.0 is not recommended. Defaults to -1. rescale : float Scaling factor (in log10) used to trigger f value rescaling. If 0, rescale at each iteration. If a large value, never rescale. If < 0, rescale is set to 1.3. Returns ------- x : list of floats The solution. nfeval : int The number of function evaluations. rc : Return code as defined in the RCSTRINGS dict. """ x0 = asarray(x0, dtype=float).tolist() n = len(x0) if bounds is None: bounds = [(None,None)] * n if len(bounds) != n: raise ValueError('length of x0 != length of bounds') if approx_grad: def func_and_grad(x): x = asarray(x) f = func(x, *args) g = approx_fprime(x, func, epsilon, *args) return f, list(g) elif fprime is None: def func_and_grad(x): x = asarray(x) f, g = func(x, *args) return f, list(g) else: def func_and_grad(x): x = asarray(x) f = func(x, *args) g = fprime(x, *args) return f, list(g) """ low, up : the bounds (lists of floats) if low is None, the lower bounds are removed. if up is None, the upper bounds are removed. low and up defaults to None """ low = [0]*n up = [0]*n for i in range(n): if bounds[i] is None: l, u = -inf, inf else: l,u = bounds[i] if l is None: low[i] = -inf else: low[i] = l if u is None: up[i] = inf else: up[i] = u if scale is None: scale = [] if offset is None: offset = [] if maxfun is None: maxfun = max(100, 10*len(x0)) rc, nf, x = moduleTNC.minimize(func_and_grad, x0, low, up, scale, offset, messages, maxCGit, maxfun, eta, stepmx, accuracy, fmin, ftol, xtol, pgtol, rescale) return array(x), nf, rc
def _minimize_tnc(fun, x0, args=(), jac=None, bounds=None, options=None): """ Minimize a scalar function of one or more variables using a truncated Newton (TNC) algorithm. Options for the TNC algorithm are: eps: float Step size used for numerical approximation of the jacobian. scale : list of floats Scaling factors to apply to each variable. If None, the factors are up-low for interval bounded variables and 1+|x] fo the others. Defaults to None offset : float Value to substract from each variable. If None, the offsets are (up+low)/2 for interval bounded variables and x for the others. disp : bool Set to True to print convergence messages. maxCGit : int Maximum number of hessian*vector evaluations per main iteration. If maxCGit == 0, the direction chosen is -gradient if maxCGit < 0, maxCGit is set to max(1,min(50,n/2)). Defaults to -1. maxfev : int Maximum number of function evaluation. if None, `maxfev` is set to max(100, 10*len(x0)). Defaults to None. eta : float Severity of the line search. if < 0 or > 1, set to 0.25. Defaults to -1. stepmx : float Maximum step for the line search. May be increased during call. If too small, it will be set to 10.0. Defaults to 0. accuracy : float Relative precision for finite difference calculations. If <= machine_precision, set to sqrt(machine_precision). Defaults to 0. minfev : float Minimum function value estimate. Defaults to 0. ftol : float Precision goal for the value of f in the stoping criterion. If ftol < 0.0, ftol is set to 0.0 defaults to -1. xtol : float Precision goal for the value of x in the stopping criterion (after applying x scaling factors). If xtol < 0.0, xtol is set to sqrt(machine_precision). Defaults to -1. pgtol : float Precision goal for the value of the projected gradient in the stopping criterion (after applying x scaling factors). If pgtol < 0.0, pgtol is set to 1e-2 * sqrt(accuracy). Setting it to 0.0 is not recommended. Defaults to -1. rescale : float Scaling factor (in log10) used to trigger f value rescaling. If 0, rescale at each iteration. If a large value, never rescale. If < 0, rescale is set to 1.3. This function is called by the `minimize` function with `method=TNC`. It is not supposed to be called directly. """ if options is None: options = {} # retrieve useful options epsilon = options.get('eps', 1e-8) scale = options.get('scale') offset = options.get('offset') mesg_num = options.get('mesg_num') maxCGit = options.get('maxCGit', -1) maxfun = options.get('maxfev') eta = options.get('eta', -1) stepmx = options.get('stepmx', 0) accuracy = options.get('accuracy', 0) fmin = options.get('minfev', 0) ftol = options.get('ftol', -1) xtol = options.get('xtol', -1) pgtol = options.get('pgtol', -1) rescale = options.get('rescale', -1) disp = options.get('disp', False) x0 = asarray(x0, dtype=float).tolist() n = len(x0) if bounds is None: bounds = [(None,None)] * n if len(bounds) != n: raise ValueError('length of x0 != length of bounds') if mesg_num is not None: messages = {0:MSG_NONE, 1:MSG_ITER, 2:MSG_INFO, 3:MSG_VERS, 4:MSG_EXIT, 5:MSG_ALL}.get(mesg_num, MSG_ALL) elif disp: messages = MSG_ALL else: messages = MSG_NONE if jac is None: def func_and_grad(x): x = asarray(x) f = fun(x, *args) g = approx_fprime(x, fun, epsilon, *args) return f, list(g) else: def func_and_grad(x): x = asarray(x) f = fun(x, *args) g = jac(x, *args) return f, list(g) """ low, up : the bounds (lists of floats) if low is None, the lower bounds are removed. if up is None, the upper bounds are removed. low and up defaults to None """ low = [0]*n up = [0]*n for i in range(n): if bounds[i] is None: l, u = -inf, inf else: l,u = bounds[i] if l is None: low[i] = -inf else: low[i] = l if u is None: up[i] = inf else: up[i] = u if scale is None: scale = [] if offset is None: offset = [] if maxfun is None: maxfun = max(100, 10*len(x0)) rc, nf, x = moduleTNC.minimize(func_and_grad, x0, low, up, scale, offset, messages, maxCGit, maxfun, eta, stepmx, accuracy, fmin, ftol, xtol, pgtol, rescale) xopt = array(x) funv, jacv = func_and_grad(xopt) return Result(x=xopt, fun=funv, jac=jacv, nfev=nf, status=rc, message=RCSTRINGS[rc], success=(-1 < rc < 3))
def _minimize_tnc(fun, x0, args=(), jac=None, bounds=None, eps=1e-8, scale=None, offset=None, mesg_num=None, maxCGit=-1, maxiter=None, eta=-1, stepmx=0, accuracy=0, minfev=0, ftol=-1, xtol=-1, gtol=-1, rescale=-1, disp=False, callback=None, **unknown_options): """ Minimize a scalar function of one or more variables using a truncated Newton (TNC) algorithm. Options ------- eps : float Step size used for numerical approximation of the jacobian. scale : list of floats Scaling factors to apply to each variable. If None, the factors are up-low for interval bounded variables and 1+|x] fo the others. Defaults to None offset : float Value to subtract from each variable. If None, the offsets are (up+low)/2 for interval bounded variables and x for the others. disp : bool Set to True to print convergence messages. maxCGit : int Maximum number of hessian*vector evaluations per main iteration. If maxCGit == 0, the direction chosen is -gradient if maxCGit < 0, maxCGit is set to max(1,min(50,n/2)). Defaults to -1. maxiter : int Maximum number of function evaluation. if None, `maxiter` is set to max(100, 10*len(x0)). Defaults to None. eta : float Severity of the line search. if < 0 or > 1, set to 0.25. Defaults to -1. stepmx : float Maximum step for the line search. May be increased during call. If too small, it will be set to 10.0. Defaults to 0. accuracy : float Relative precision for finite difference calculations. If <= machine_precision, set to sqrt(machine_precision). Defaults to 0. minfev : float Minimum function value estimate. Defaults to 0. ftol : float Precision goal for the value of f in the stopping criterion. If ftol < 0.0, ftol is set to 0.0 defaults to -1. xtol : float Precision goal for the value of x in the stopping criterion (after applying x scaling factors). If xtol < 0.0, xtol is set to sqrt(machine_precision). Defaults to -1. gtol : float Precision goal for the value of the projected gradient in the stopping criterion (after applying x scaling factors). If gtol < 0.0, gtol is set to 1e-2 * sqrt(accuracy). Setting it to 0.0 is not recommended. Defaults to -1. rescale : float Scaling factor (in log10) used to trigger f value rescaling. If 0, rescale at each iteration. If a large value, never rescale. If < 0, rescale is set to 1.3. """ _check_unknown_options(unknown_options) epsilon = eps maxfun = maxiter fmin = minfev pgtol = gtol x0 = asfarray(x0).flatten() n = len(x0) if bounds is None: bounds = [(None,None)] * n if len(bounds) != n: raise ValueError('length of x0 != length of bounds') if mesg_num is not None: messages = {0:MSG_NONE, 1:MSG_ITER, 2:MSG_INFO, 3:MSG_VERS, 4:MSG_EXIT, 5:MSG_ALL}.get(mesg_num, MSG_ALL) elif disp: messages = MSG_ALL else: messages = MSG_NONE if jac is None: def func_and_grad(x): f = fun(x, *args) g = approx_fprime(x, fun, epsilon, *args) return f, g else: def func_and_grad(x): f = fun(x, *args) g = jac(x, *args) return f, g """ low, up : the bounds (lists of floats) if low is None, the lower bounds are removed. if up is None, the upper bounds are removed. low and up defaults to None """ low = zeros(n) up = zeros(n) for i in range(n): if bounds[i] is None: l, u = -inf, inf else: l,u = bounds[i] if l is None: low[i] = -inf else: low[i] = l if u is None: up[i] = inf else: up[i] = u if scale is None: scale = array([]) if offset is None: offset = array([]) if maxfun is None: maxfun = max(100, 10*len(x0)) rc, nf, nit, x = moduleTNC.minimize(func_and_grad, x0, low, up, scale, offset, messages, maxCGit, maxfun, eta, stepmx, accuracy, fmin, ftol, xtol, pgtol, rescale, callback) funv, jacv = func_and_grad(x) return OptimizeResult(x=x, fun=funv, jac=jacv, nfev=nf, nit=nit, status=rc, message=RCSTRINGS[rc], success=(-1 < rc < 3))
def fmin_tnc(func, x0, fprime=None, args=(), approx_grad=0, bounds=None, epsilon=1e-8, scale=None, offset=None, messages=MSG_ALL, maxCGit=-1, maxfun=None, eta=-1, stepmx=0, accuracy=0, fmin=0, ftol=-1, xtol=-1, pgtol=-1, rescale=-1, disp=None): """ Minimize a function with variables subject to bounds, using gradient information in a truncated Newton algorithm. This method wraps a C implementation of the algorithm. Parameters ---------- func : callable ``func(x, *args)`` Function to minimize. Must do one of 1. Return f and g, where f is the value of the function and g its gradient (a list of floats). 2. Return the function value but supply gradient function seperately as fprime 3. Return the function value and set approx_grad=True. If the function returns None, the minimization is aborted. x0 : list of floats Initial estimate of minimum. fprime : callable ``fprime(x, *args)`` Gradient of func. If None, then either func must return the function value and the gradient (``f,g = func(x, *args)``) or approx_grad must be True. args : tuple Arguments to pass to function. approx_grad : bool If true, approximate the gradient numerically. bounds : list (min, max) pairs for each element in x0, defining the bounds on that parameter. Use None or +/-inf for one of min or max when there is no bound in that direction. epsilon: float Used if approx_grad is True. The stepsize in a finite difference approximation for fprime. scale : list of floats Scaling factors to apply to each variable. If None, the factors are up-low for interval bounded variables and 1+|x] fo the others. Defaults to None offset : float Value to substract from each variable. If None, the offsets are (up+low)/2 for interval bounded variables and x for the others. messages : Bit mask used to select messages display during minimization values defined in the MSGS dict. Defaults to MGS_ALL. disp : int Integer interface to messages. 0 = no message, 5 = all messages maxCGit : int Maximum number of hessian*vector evaluations per main iteration. If maxCGit == 0, the direction chosen is -gradient if maxCGit < 0, maxCGit is set to max(1,min(50,n/2)). Defaults to -1. maxfun : int Maximum number of function evaluation. if None, maxfun is set to max(100, 10*len(x0)). Defaults to None. eta : float Severity of the line search. if < 0 or > 1, set to 0.25. Defaults to -1. stepmx : float Maximum step for the line search. May be increased during call. If too small, it will be set to 10.0. Defaults to 0. accuracy : float Relative precision for finite difference calculations. If <= machine_precision, set to sqrt(machine_precision). Defaults to 0. fmin : float Minimum function value estimate. Defaults to 0. ftol : float Precision goal for the value of f in the stoping criterion. If ftol < 0.0, ftol is set to 0.0 defaults to -1. xtol : float Precision goal for the value of x in the stopping criterion (after applying x scaling factors). If xtol < 0.0, xtol is set to sqrt(machine_precision). Defaults to -1. pgtol : float Precision goal for the value of the projected gradient in the stopping criterion (after applying x scaling factors). If pgtol < 0.0, pgtol is set to 1e-2 * sqrt(accuracy). Setting it to 0.0 is not recommended. Defaults to -1. rescale : float Scaling factor (in log10) used to trigger f value rescaling. If 0, rescale at each iteration. If a large value, never rescale. If < 0, rescale is set to 1.3. Returns ------- x : list of floats The solution. nfeval : int The number of function evaluations. rc : int Return code as defined in the RCSTRINGS dict. Notes ----- The underlying algorithm is truncated Newton, also called Newton Conjugate-Gradient. This method differs from scipy.optimize.fmin_ncg in that 1. It wraps a C implementation of the algorithm 2. It allows each variable to be given an upper and lower bound. The algorithm incoporates the bound constraints by determining the descent direction as in an unconstrained truncated Newton, but never taking a step-size large enough to leave the space of feasible x's. The algorithm keeps track of a set of currently active constraints, and ignores them when computing the minimum allowable step size. (The x's associated with the active constraint are kept fixed.) If the maximum allowable step size is zero then a new constraint is added. At the end of each iteration one of the constraints may be deemed no longer active and removed. A constraint is considered no longer active is if it is currently active but the gradient for that variable points inward from the constraint. The specific constraint removed is the one associated with the variable of largest index whose constraint is no longer active. References ---------- Wright S., Nocedal J. (2006), 'Numerical Optimization' Nash S.G. (1984), "Newton-Type Minimization Via the Lanczos Method", SIAM Journal of Numerical Analysis 21, pp. 770-778 """ x0 = asarray(x0, dtype=float).tolist() n = len(x0) if bounds is None: bounds = [(None,None)] * n if len(bounds) != n: raise ValueError('length of x0 != length of bounds') if disp is not None: messages = {0:MSG_NONE, 1:MSG_ITER, 2:MSG_INFO, 3:MSG_VERS, 4:MSG_EXIT, 5:MSG_ALL}.get(disp, MSG_ALL) if approx_grad: def func_and_grad(x): x = asarray(x) f = func(x, *args) g = approx_fprime(x, func, epsilon, *args) return f, list(g) elif fprime is None: def func_and_grad(x): x = asarray(x) f, g = func(x, *args) return f, list(g) else: def func_and_grad(x): x = asarray(x) f = func(x, *args) g = fprime(x, *args) return f, list(g) """ low, up : the bounds (lists of floats) if low is None, the lower bounds are removed. if up is None, the upper bounds are removed. low and up defaults to None """ low = [0]*n up = [0]*n for i in range(n): if bounds[i] is None: l, u = -inf, inf else: l,u = bounds[i] if l is None: low[i] = -inf else: low[i] = l if u is None: up[i] = inf else: up[i] = u if scale is None: scale = [] if offset is None: offset = [] if maxfun is None: maxfun = max(100, 10*len(x0)) rc, nf, x = moduleTNC.minimize(func_and_grad, x0, low, up, scale, offset, messages, maxCGit, maxfun, eta, stepmx, accuracy, fmin, ftol, xtol, pgtol, rescale) return array(x), nf, rc
def _minimize_tnc(fun, x0, args=(), jac=None, bounds=None, eps=1e-8, scale=None, offset=None, mesg_num=None, maxCGit=-1, maxiter=None, eta=-1, stepmx=0, accuracy=0, minfev=0, ftol=-1, xtol=-1, gtol=-1, rescale=-1, disp=False, callback=None, **unknown_options): """ Minimize a scalar function of one or more variables using a truncated Newton (TNC) algorithm. Options ------- eps : float Step size used for numerical approximation of the jacobian. scale : list of floats Scaling factors to apply to each variable. If None, the factors are up-low for interval bounded variables and 1+|x] fo the others. Defaults to None offset : float Value to subtract from each variable. If None, the offsets are (up+low)/2 for interval bounded variables and x for the others. disp : bool Set to True to print convergence messages. maxCGit : int Maximum number of hessian*vector evaluations per main iteration. If maxCGit == 0, the direction chosen is -gradient if maxCGit < 0, maxCGit is set to max(1,min(50,n/2)). Defaults to -1. maxiter : int Maximum number of function evaluation. if None, `maxiter` is set to max(100, 10*len(x0)). Defaults to None. eta : float Severity of the line search. if < 0 or > 1, set to 0.25. Defaults to -1. stepmx : float Maximum step for the line search. May be increased during call. If too small, it will be set to 10.0. Defaults to 0. accuracy : float Relative precision for finite difference calculations. If <= machine_precision, set to sqrt(machine_precision). Defaults to 0. minfev : float Minimum function value estimate. Defaults to 0. ftol : float Precision goal for the value of f in the stoping criterion. If ftol < 0.0, ftol is set to 0.0 defaults to -1. xtol : float Precision goal for the value of x in the stopping criterion (after applying x scaling factors). If xtol < 0.0, xtol is set to sqrt(machine_precision). Defaults to -1. gtol : float Precision goal for the value of the projected gradient in the stopping criterion (after applying x scaling factors). If gtol < 0.0, gtol is set to 1e-2 * sqrt(accuracy). Setting it to 0.0 is not recommended. Defaults to -1. rescale : float Scaling factor (in log10) used to trigger f value rescaling. If 0, rescale at each iteration. If a large value, never rescale. If < 0, rescale is set to 1.3. """ _check_unknown_options(unknown_options) epsilon = eps maxfun = maxiter fmin = minfev pgtol = gtol x0 = asfarray(x0).flatten() n = len(x0) if bounds is None: bounds = [(None,None)] * n if len(bounds) != n: raise ValueError('length of x0 != length of bounds') if mesg_num is not None: messages = {0:MSG_NONE, 1:MSG_ITER, 2:MSG_INFO, 3:MSG_VERS, 4:MSG_EXIT, 5:MSG_ALL}.get(mesg_num, MSG_ALL) elif disp: messages = MSG_ALL else: messages = MSG_NONE if jac is None: def func_and_grad(x): f = fun(x, *args) g = approx_fprime(x, fun, epsilon, *args) return f, g else: def func_and_grad(x): f = fun(x, *args) g = jac(x, *args) return f, g """ low, up : the bounds (lists of floats) if low is None, the lower bounds are removed. if up is None, the upper bounds are removed. low and up defaults to None """ low = zeros(n) up = zeros(n) for i in range(n): if bounds[i] is None: l, u = -inf, inf else: l,u = bounds[i] if l is None: low[i] = -inf else: low[i] = l if u is None: up[i] = inf else: up[i] = u if scale is None: scale = array([]) if offset is None: offset = array([]) if maxfun is None: maxfun = max(100, 10*len(x0)) rc, nf, nit, x = moduleTNC.minimize(func_and_grad, x0, low, up, scale, offset, messages, maxCGit, maxfun, eta, stepmx, accuracy, fmin, ftol, xtol, pgtol, rescale, callback) funv, jacv = func_and_grad(x) return OptimizeResult(x=x, fun=funv, jac=jacv, nfev=nf, nit=nit, status=rc, message=RCSTRINGS[rc], success=(-1 < rc < 3))
def _minimize_tnc(fun, x0, args=(), jac=None, bounds=None, options={}, full_output=False): """ Minimize a scalar function of one or more variables using a truncated Newton (TNC) algorithm. Options for the TNC algorithm are: eps: float Step size used for numerical approximation of the jacobian. scale : list of floats Scaling factors to apply to each variable. If None, the factors are up-low for interval bounded variables and 1+|x] fo the others. Defaults to None offset : float Value to substract from each variable. If None, the offsets are (up+low)/2 for interval bounded variables and x for the others. disp : bool Set to True to print convergence messages. maxCGit : int Maximum number of hessian*vector evaluations per main iteration. If maxCGit == 0, the direction chosen is -gradient if maxCGit < 0, maxCGit is set to max(1,min(50,n/2)). Defaults to -1. maxfev : int Maximum number of function evaluation. if None, `maxfev` is set to max(100, 10*len(x0)). Defaults to None. eta : float Severity of the line search. if < 0 or > 1, set to 0.25. Defaults to -1. stepmx : float Maximum step for the line search. May be increased during call. If too small, it will be set to 10.0. Defaults to 0. accuracy : float Relative precision for finite difference calculations. If <= machine_precision, set to sqrt(machine_precision). Defaults to 0. minfev : float Minimum function value estimate. Defaults to 0. ftol : float Precision goal for the value of f in the stoping criterion. If ftol < 0.0, ftol is set to 0.0 defaults to -1. xtol : float Precision goal for the value of x in the stopping criterion (after applying x scaling factors). If xtol < 0.0, xtol is set to sqrt(machine_precision). Defaults to -1. pgtol : float Precision goal for the value of the projected gradient in the stopping criterion (after applying x scaling factors). If pgtol < 0.0, pgtol is set to 1e-2 * sqrt(accuracy). Setting it to 0.0 is not recommended. Defaults to -1. rescale : float Scaling factor (in log10) used to trigger f value rescaling. If 0, rescale at each iteration. If a large value, never rescale. If < 0, rescale is set to 1.3. This function is called by the `minimize` function with `method=TNC`. It is not supposed to be called directly. """ # retrieve useful options epsilon = options.get('eps', 1e-8) scale = options.get('scale') offset = options.get('offset') mesg_num = options.get('mesg_num') maxCGit = options.get('maxCGit', -1) maxfun = options.get('maxfev') eta = options.get('eta', -1) stepmx = options.get('stepmx', 0) accuracy = options.get('accuracy', 0) fmin = options.get('minfev', 0) ftol = options.get('ftol', -1) xtol = options.get('xtol', -1) pgtol = options.get('pgtol', -1) rescale = options.get('rescale', -1) disp = options.get('disp', False) x0 = asarray(x0, dtype=float).tolist() n = len(x0) if bounds is None: bounds = [(None, None)] * n if len(bounds) != n: raise ValueError('length of x0 != length of bounds') if mesg_num is not None: messages = { 0: MSG_NONE, 1: MSG_ITER, 2: MSG_INFO, 3: MSG_VERS, 4: MSG_EXIT, 5: MSG_ALL }.get(mesg_num, MSG_ALL) elif disp: messages = MSG_ALL else: messages = MSG_NONE if jac is None: def func_and_grad(x): x = asarray(x) f = fun(x, *args) g = approx_fprime(x, fun, epsilon, *args) return f, list(g) else: def func_and_grad(x): x = asarray(x) f = fun(x, *args) g = jac(x, *args) return f, list(g) """ low, up : the bounds (lists of floats) if low is None, the lower bounds are removed. if up is None, the upper bounds are removed. low and up defaults to None """ low = [0] * n up = [0] * n for i in range(n): if bounds[i] is None: l, u = -inf, inf else: l, u = bounds[i] if l is None: low[i] = -inf else: low[i] = l if u is None: up[i] = inf else: up[i] = u if scale is None: scale = [] if offset is None: offset = [] if maxfun is None: maxfun = max(100, 10 * len(x0)) rc, nf, x = moduleTNC.minimize(func_and_grad, x0, low, up, scale, offset, messages, maxCGit, maxfun, eta, stepmx, accuracy, fmin, ftol, xtol, pgtol, rescale) xopt = array(x) if full_output: funv, jacv = func_and_grad(xopt) info = { 'solution': xopt, 'fun': funv, 'jac': jacv, 'nfev': nf, 'status': rc, 'message': RCSTRINGS[rc], 'success': -1 < rc < 3 } return xopt, info else: return xopt