【scipy】scipy.optimize 求解非线性Rosenbrock最优化问题 python

【scipy】scipy.optimize 求解非线性Rosenbrock最优化问题 python利用python软件编程求解非线性Rosenbrock最优化问题minf(x,y)=(1−x)2+100(y−x2)2min f(x, y) = (1-x)^{2}+100(y-x^{2})^{2}minf(x,y)=(1−x)2+100(y−x2)2程序，如下from scipy.optimize

kt4ngw

1217人浏览 · 2020-04-30 08:19:19

kt4ngw · 2020-04-30 08:19:19 发布

利用python软件编程求解非线性Rosenbrock最优化问题
$min f(x, y) = (1-x)^{2}+100(y-x^{2})^{2}$

$−2≤x≤2-2\leq x \leq 2$

$−1≤y≤3-1\leq y \leq 3$

程序，如下

from scipy.optimize import minimize
fun = lambda x: (1 - x[0]) ** 2 + 100 * (x[1] - x[0] ** 2) ** 2
bnds = ((-2, 2), (-1, 3))
res = minimize(fun, (2, 0), method='SLSQP', bounds=bnds)
print(res.x)