Hi. I am interested in optimizing several parameters of a model that is defined as y = f(x), where x is a vector of all the unknown parameters that I am interested in finding. I have been able to use the methods from scipy.optimize.minimize to solve this problem with constraints, though I am not satisfied with the performance of the optimized values...so, I am trying to see if optunity can give better results.
I couldn't find any help on how to implement an inequality constraint that looks like following (i.e. not specific to a single parameter, but applied on multiple parameters together):
1 - sum(x_guess) > 0
In the above constraint, x_guess is a single argument to my objective function y, although x_guess is a vector containing values that represent several parameters I am interested in optimizing.
Also, what would be the appropriate way to assign bounds to parameters contained within x_guess?
The way I am approaching above issues:
I tried implementing the above constraint and populate the bounds for all parameters as shown below, but I get a keyword error coming from optunity's source code:
Hi. I am interested in optimizing several parameters of a model that is defined as y = f(x), where x is a vector of all the unknown parameters that I am interested in finding. I have been able to use the methods from
scipy.optimize.minimize
to solve this problem with constraints, though I am not satisfied with the performance of the optimized values...so, I am trying to see if optunity can give better results.I couldn't find any help on how to implement an inequality constraint that looks like following (i.e. not specific to a single parameter, but applied on multiple parameters together):
1 - sum(x_guess) > 0
In the above constraint,
x_guess
is a single argument to my objective functiony
, althoughx_guess
is a vector containing values that represent several parameters I am interested in optimizing.Also, what would be the appropriate way to assign bounds to parameters contained within
x_guess
?The way I am approaching above issues:
I tried implementing the above constraint and populate the bounds for all parameters as shown below, but I get a keyword error coming from optunity's source code: