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Optimization

1 Using SciPy for Optimization

1.1 Minimizing a Function With One Variable

from scipy.optimize import minimize_scalar

def objective_function(x):
    return abs(x - 2)

res = minimize_scalar(objective_function)

print(res.x)
# 2.000000021496313
print(res)

1.2 Minimizing a Function With Many Variables

def objective_function(x):
    # x is a 2 variables in this case. x[0], x[1]
    v1, v2 = x
    return abs(v1 + v2 * 6 - 20)

# an initial guess for the values of the solution
x0 = [1, 2]
# sequence of bounds on the solution variables
bounds = [[0, 5], [0, 5]]

res = minimize(objective_function, x0, bounds=bounds)

print(res.x)
# [1.41288475 3.09785254]
print(res)

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