Make sure that your function eqcontr
has the same form as your objective function function
. Maybe post it as well, so it'll be easy to understand. Also, I cannot see where condition
is defined.
Vector-valued Constraints in NLOpt
Question
I'm trying to add some equality and inequality constraints to my minimization problem. I am using nlopt Python API.
In particular I would like to add some vector-valued constraints. My code looks like this example:
def eqconstr(result,x,grad):
if grad.size > 0:
print "gradient to be implemented"
for i in range(len(x)):
if condition: result[i] = 0.
initvect = # some initial guess of the parameters
opt = nlopt.opt(nlopt.LN_PRAXIS,len(initvect))
opt.set_min_objective(function)
tol = np.asarray([0.1]*len(initvect))
opt.add_equality_mconstraint(eqconstr, tol) # this is the call of the constraints (!!!)
opt.set_lower_bounds(-1.) # other parameters to set. not important for this question
opt.set_upper_bounds(1.)
opt.set_initial_step([0.1]*len(initvect))
opt.set_xtol_abs(10e-6)
opt.set_ftol_abs(10e-6)
res = opt.optimize(initvect)
This follows precisely the instructions in the nlopt wiki. Now if I run this I get:
Traceback (most recent call last):
File "main.py", line 158, in <module>
opt.add_equality_mconstraint(eqconstr, tol)
File "/usr/local/lib/python2.7/dist-packages/nlopt.py", line 269, in add_equality_mconstraint
def add_equality_mconstraint(self, *args): return _nlopt.opt_add_equality_mconstraint(self, *args)
ValueError: nlopt invalid argument
Solution
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