I'd like to find the optimal values for Input A for Product 1 and for Input A for Product 2 with the aim to maximize Total Output and subject to a given constraint. I've tried using Python's Scipy minimize function and it works if I have just one Product but it does not work for multiple Products.
Can scipy.optimize Find Optimal Input Values When Multiple Products are Involved?
Here is what I tried assuming just two Products exist (In reality I have several thousand such Products):
import numpy as np
import scipy
from scipy.optimize import minimize
Product1_InputB = np.array([0.5])
Product1_InputC = np.array([1])
Product1_InputD = np.array([1])
Product1_InputE = np.array([0.08])
Product1_InputF = np.array([20])
Product2_InputB = np.array([0.5])
Product2_InputC = np.array([1])
Product2_InputD = np.array([2])
Product2_InputE = np.array([0.1])
Product2_InputF = np.array([30])
def Neg_Product1_Output(Product1_InputA):
return -1 * ((2.71828**((Product1_InputA-Product1_InputB)*(0.5*Product1_InputC-1.5*Product1_InputD)))/(1+(2.71828**((Product1_InputA-Product1_InputB)*(0.5*Product1_InputC-1.5*Product1_InputD))))*(Product1_InputA-Product1_InputB))
def Neg_Product2_Output(Product2_InputA):
return -1 * ((2.71828**((Product2_InputA-Product2_InputB)*(0.5*Product2_InputC-1.5*Product2_InputD)))/(1+(2.71828**((Product2_InputA-Product2_InputB)*(0.5*Product2_InputC-1.5*Product2_InputD))))*(Product2_InputA-Product2_InputB))
def Neg_Total_Output(Product1_InputA,Product2_InputA):
return Neg_Product1_Output + Neg_Product2_Output
def constraint(Product1_InputA, Product2_InputA):
return (((Product1_InputA - Product1_InputE) * Neg_Product1_Output) + ((Product2_InputA - Product2_InputE) * Neg_Product2_Output)) / Neg_Total_Output - 2
con = {'type':'ineq', 'fun': constraint}
Product1_InputA_Initial_Guess = np.array([3])
Product1_InputA_Initial_Guess = np.asarray([3])
Product2_InputA_Initial_Guess = np.array([1])
Product2_InputA_Initial_Guess = np.asarray([1])
Product1_bound = [(0.3,4)]
Product2_bound = [(0.3,4)]
optimized_results = minimize(Neg_Total_Output,Product1_InputA_Initial_Guess,bounds=Product1_bound,constraints=con)
Product1_InputA_Optimal = optimized_results.x
Product1_InputA_Optimal
When I run the line optimized_results = ... I get the below error:
TypeError: constraint() missing 1 required positional argument: 'Product2_InputA'
Am not sure how to include Product2 in the optimized_results minimize function above.
You have stability and convergence issues, but at least to address the "multiple products" question this is very straightforward:
from functools import partial
import numpy as np
from scipy.optimize import minimize, NonlinearConstraint, Bounds
def neg_product_output(
a: np.ndarray,
b: np.ndarray,
c: np.ndarray,
d: np.ndarray,
e: np.ndarray,
f: np.ndarray,
) -> np.ndarray:
inner = np.exp(
(a - b)*(0.5*c - 1.5*d)
)
return -inner/(1 + inner)*(a - b)
def neg_total_output(
a: np.ndarray,
bcdef: np.ndarray,
) -> float:
out = neg_product_output(a, *bcdef)
return out.sum()
def constraint(
a: np.ndarray,
bcdef: np.ndarray,
) -> float:
out = neg_product_output(a, *bcdef)
b, c, d, e, f = bcdef
return (a - e).dot(out) / out.sum()
def solve(
bcdef: np.ndarray,
) -> np.ndarray:
# con - 2 >= 0: con >= 2
con = NonlinearConstraint(
fun=partial(constraint, bcdef=bcdef),
lb=2,
# The solver does not support an infinite upper bound to this constraint
ub=100,
)
a12_guess = np.full(shape=bcdef.shape[1], fill_value=3.)
lb = np.full_like(a12_guess, fill_value=0.3)
ub = np.full_like(a12_guess, fill_value=2.25)
f = bcdef[-1, :]
ub[f == 30] = 2.5
ub[f >= 40] = 3.0
results = minimize(
fun=neg_total_output, args=(bcdef,),
x0=a12_guess, bounds=Bounds(lb=lb, ub=ub),
constraints=con, tol=1e-12,
)
if not results.success:
raise ValueError(results.message)
print(results.message, 'in', results.nit, 'iterations')
return results.x
def main() -> None:
a = solve(
bcdef=np.array((
( 0.5 , 0.5 ),
( 1. , 1. ),
( 1. , 2. ),
( 0.08, 0.1 ),
(20. , 30. ),
)),
)
print('a =')
print(a)
if __name__ == '__main__':
main()
Optimization terminated successfully in 12 iterations
a =
[2.25 1.51094911]