miguelriemoliveira / OptimizationUtils

A set of utilities for using the python scipy optimizer functions
GNU General Public License v3.0
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Is there a way to introduce constraints to the optimization? #62

Closed DanielCoelho112 closed 2 years ago

DanielCoelho112 commented 2 years ago

Hi @miguelriemoliveira and @tiagomfmadeira,

In order to guarantee that the polynomial regression is monotonically increasing in a certain domain (#61 ), I was thinking about introducing one constraint to the optimization, something like this:

f(x)' >= 0 ∀ x ∈ [0,255]}

I think this is possible using some optimization libraries, but using scipy.optimize.least_squares I don't know if it is possible. Have you explored this issue?

miguelriemoliveira commented 2 years ago

Hi,

I don't think its possible.

But you could design a function like

f(x) = f(x-1) + a

Where a is always positive ...

On Fri, Nov 19, 2021, 20:44 Daniel Coelho @.***> wrote:

Hi @miguelriemoliveira https://github.com/miguelriemoliveira and @tiagomfmadeira https://github.com/tiagomfmadeira,

In order to guarantee that the polynomial regression is monotonically increasing in a certain domain (#61 https://github.com/miguelriemoliveira/OptimizationUtils/issues/61 ), I was thinking about introducing one constraint to the optimization, something like this:

f(x)' >= 0 ∀ x ∈ [0,255]}

I think this is possible using some optimization libraries, but using scipy.optimize.least_squares I don't know if it is possible. Have you explored this issue?

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