Domanda

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
È stato utile?

Soluzione

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.

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