How can i use a function with "variable" constants in scipy.optimize?

Question

how can i use "variable" constants in scipy.optimize functions? I am trying to create an iterative optimisation algorithm, which updates certain parameters in the objective function after each optimisation run.

to use a very simple example of what i want to do:

from scipy import optimize as opt

def f(x, R):
    return R * (x[0]**2 + x[1]**3)

R = 0.1 # initial R value
y = []
y.append([2,2]) # initial point

for i in range(0,10):
    y.append(opt.fmin(f, y[i])) # how can i include 'R' in this line??
    R = some_function_to_update_R(R)

any help would be appreciated

EDIT:
would it help to re-declare the objective function each time i optimise? so make the loop look like this instead?

for i in range(0,10):
    def f_temp(x_temp):
        return f(x_temp,R)
    y.append(opt.fmin(f_temp, y[i]))
    R = some_function_to_update_R(R)

or is there some better way?

user2357112 · Accepted Answer · 2015-07-02 05:47:09Z

2

fmin supports an optional args argument, representing a tuple of additional arguments to be passed to the function you're trying to optimize:

y.append(opt.fmin(f, y[i], args=(R,)))

This is explained in the documentation for fmin; you should get into the habit of checking the documentation when you want to figure out how to do something.

answered Jul 2, 2015 at 5:47

user2357112

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2 Comments

Hamish Gibson Over a year ago

NOTE: Answers which suggest links to documentation should be STRICTLY left as comments. I urge the user to DELETE the last part of their answer or add it as a comment. It is against SO guidelines to suggest the user read the documentation as part of the answer.

user2357112 Over a year ago

@HamishGibson: Are you just trolling? Pointing users to documentation is totally fine. An answer that just links to the docs is link-only, which is discouraged, but this answer isn't link-only.

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