so I'm trying to write a minimal working example of scipy.optimize.minimize with more than just one example.
Basically, my example works for a lambda-function of one variable but as soon as I add another one, It crashes.
lamX = lambda x: (x-2)**2
q0X = np.ones(1)
solX = optimize.minimize(lamX, x0=q0X)
lamXY = lambda x,y: (x-2)**2 + y**2
q0XY = np.ones(2)
solXY = optimize.minimize(lamXY, x0=q0XY)
The first three lines execute without errors and give the correct result, but the last three lines give me the following error
solXY = optimize.minimize(lamXY, x0=q0XY)
File "/usr/lib/python3/dist-packages/scipy/optimize/_minimize.py", line 444, in minimize
return _minimize_bfgs(fun, x0, args, jac, callback, **options)
File "/usr/lib/python3/dist-packages/scipy/optimize/optimize.py", line 913, in _minimize_bfgs
gfk = myfprime(x0)
File "/usr/lib/python3/dist-packages/scipy/optimize/optimize.py", line 292, in function_wrapper
return function(*(wrapper_args + args))
File "/usr/lib/python3/dist-packages/scipy/optimize/optimize.py", line 688, in approx_fprime
return _approx_fprime_helper(xk, f, epsilon, args=args)
File "/usr/lib/python3/dist-packages/scipy/optimize/optimize.py", line 622, in _approx_fprime_helper
f0 = f(*((xk,) + args))
File "/usr/lib/python3/dist-packages/scipy/optimize/optimize.py", line 292, in function_wrapper
return function(*(wrapper_args + args))
TypeError: <lambda>() missing 1 required positional argument: 'y'
Anyone can give me a hint on what I'm doing wrong?
Your lambda needs to use an array-like object for x. I got it to work using this:
>>> lamXY = lambda x: (x[0]-2)**2 + x[1]**2
>>> q0XY = np.ones(2)
>>> solXY = optimize.minimize(lamXY, x0=q0XY)
>>> solXY
fun: 3.865407235741147e-16
hess_inv: array([[0.75, 0.25],
[0.25, 0.75]])
jac: array([-9.04871520e-09, -1.62848344e-08])
message: 'Optimization terminated successfully.'
nfev: 12
nit: 2
njev: 3
status: 0
success: True
x: array([ 1.99999999e+00, -1.55929978e-08])
While this isn't generally true for lambdas in python, it looks like scipy expects the lambda to have a single input variable.