Optimization demo

Date:2009-07-13 (last modified), 2006-02-10 (created)

SciPy's optimization package is scipy.optimize. The most basic non-linear optimization functions are:

* optimize.fmin(func, x0), which finds the minimum of func(x) starting x with x0 (x can be a vector)
* optimize.fsolve(func, x0), which finds a solution to func(x) = 0 starting with x = x0 (x can be a vector)
* optimize.fminbound(func, x1, x2), which finds the minimum of a scalar function func(x) for the range [x1,x2] (x1,x2 must be a scalar and func(x) must return a scalar)

See the scipy.optimze documentation for details.

This is a quick demonstration of generating data from several Bessel functions and finding some local maxima using fminbound. This uses ipython with the -pylab switch.

In [1]:
from scipy import optimize, special
from numpy import *
from pylab import *

x = arange(0,10,0.01)

for k in arange(0.5,5.5):
     y = special.jv(k,x)
     f = lambda x: -special.jv(k,x)
     x_max = optimize.fminbound(f,0,6)
     plot([x_max], [special.jv(k,x_max)],'ro')

title('Different Bessel functions and their local maxima')

Section author: SciPyDotOrg, Unknown[134], Unknown[135], Unknown[136]