Let's suppose I have a matrix
arr = array([[0.8, 0.2],[-0.1, 0.14]])
with a target function
def matr_t(t):
return array([[t[0], 0],[t[2]+complex(0,1)*t[3], t[1]]]
def target(t):
arr2 = matr_t(t)
ret = 0
for i, v1 in enumerate(arr):
for j, v2 in enumerate(v1):
ret += abs(arr[i][j]-arr2[i][j])**2
return ret
now I want to minimize this target function under the assumption that the t[i]
are real numbers, and something like t[0]+t[1]=1
.
This constraint
t[0] + t[1] = 1
would be an equality (type='eq'
) constraint, where you make a function that must equal zero:
def con(t):
return t[0] + t[1] - 1
Then you make a dict
of your constraint (list of dicts if more than one):
cons = {'type':'eq', 'fun': con}
I've never tried it, but I believe that to keep t
real, you could use:
con_real(t):
return np.sum(np.iscomplex(t))
And make your cons
include both constraints:
cons = [{'type':'eq', 'fun': con},
{'type':'eq', 'fun': con_real}]
Then you feed cons
into minimize
as:
scipy.optimize.minimize(func, x0, constraints=cons)