lee6boy - 1 year ago 84

Python Question

I work with the

`scipy.optimize.minimize`

My purpose is get

`w,z`

`f(w,z)`

Both

`w`

`z`

`[[1,1,1,1],`

[2,2,2,2]]

f(w,z) is receive parameter w and z.

I already tried the form given below:

`def f(x):`

w = x[0]

z = x[1]

...

minimize(f, [w,z])

but, minimize does not work well.

What is the valid form to put two matrices (

`scipy.optimize.minimize`

Answer Source

Optimize needs a 1D vector to optimize. You are on the right track. You need to flatten your argument to `minimize`

and then in `f`

, start with `x = np.reshape(x, (2, m, n))`

then pull out `w`

and `z`

and you should be in business.

I've run into this issue before. For example, optimizing parts of vectors in multiple different classes at the same time. I typically wind up with a function that maps things to a 1D vector and then another function that pulls the data back out into the objects so I can evaluate the cost function. As in:

```
def toVector(w, z):
assert w.shape == (2, 4)
assert z.shape == (2, 4)
return np.hstack([w.flatten(), z.flatten()])
def toWZ(vec):
assert vec.shape == (2*2*4,)
return vec[:2*4].reshape(2,4), vec[2*4:].reshape(2,4)
def doOptimization(f_of_w_z, w0, z0):
def f(x):
w, z = toWZ(x)
return f_of_w_z(w, z)
result = minimize(f, toVec(w0, z0))
# Different optimize functions return their
# vector result differently. In this case it's result.x:
result.x = toWZ(result.x)
return result
```