In the python library Scipy, the optimization.minimize() API has several algorithms which we can use to optimize our objective functions. But in my case, when I use this API with those algorithms it doesn't give me an expected optimal value. I just want to know whether that API has the ability to converge into a global minimum.
Hi, according to the documentation of the above-mentioned optimizer (https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html) only local methods are available:
- Nelder-Mead’ (see here)
- ‘Powell’ (see here)
- ‘CG’ (see here)
- ‘BFGS’ (see here)
- ‘Newton-CG’ (see here)
- ‘L-BFGS-B’ (see here)
- ‘TNC’ (see here)
- ‘COBYLA’ (see here)
- ‘SLSQP’ (see here)
- ‘trust-constr’(see here)
- ‘dogleg’ (see here)
- ‘trust-ncg’ (see here)
- ‘trust-exact’ (see here)
- ‘trust-krylov’ (see here)
Hi, according to the documentation of the above-mentioned optimizer (https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html) only local methods are available:
- Nelder-Mead’ (see here)
- ‘Powell’ (see here)
- ‘CG’ (see here)
- ‘BFGS’ (see here)
- ‘Newton-CG’ (see here)
- ‘L-BFGS-B’ (see here)
- ‘TNC’ (see here)
- ‘COBYLA’ (see here)
- ‘SLSQP’ (see here)
- ‘trust-constr’(see here)
- ‘dogleg’ (see here)
- ‘trust-ncg’ (see here)
- ‘trust-exact’ (see here)
- ‘trust-krylov’ (see here)
There are some useful examples coded in Matlab that may be more related to your query : https://au.mathworks.com/matlabcentral/answers/181159-using-a-while-loop-to-check-convergence
Indeed I recognize the names from my previous work as a bachelor and PhD student. These functions will, in general, not give you optimal solutions, but perhaps a near-stationary point.
read exrmple.docx you will find solutions for any functions to optimize with any conditions even nonlinear
Thank you all for the explanations.
After digging more into the scipy Documentation I have found that scipy.optimization.minimize API doesn't have the ability to converge into a global minimum over local minimums. But there are a few other APIs that we can use for global optimizations according to the context we are in. Check this out
https://docs.scipy.org/doc/scipy-1.3.0/reference/optimize.html#global-optimization
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