scipy.optimize.minimize不起作用

时间:2015-12-29 05:20:15

标签: python scipy mathematical-optimization

我在Python中尝试优化函数scipy.optimize.minimize。从结果来看,它不起作用。这是我的代码的一部分。我只想最小化两个值之差的平方和。

def calibrate(x):
    # Real equity value and equity volatility from market data
    equity_val = 30.0
    equity_vol = 0.556       
    diff_s = 10000*(geske(x)[0]-equity_val)**2
    diff_vol = 10000*(geske(x)[1]-equity_vol)**2
    diff = diff_s+diff_vol
    return diff
# Here geske is a function defined before, which takes two input parameter and returns several values

bnds = ((0,None), (0,None))
opt = sco.minimize(calibrate, [100,0.3], method='SLSQP', bounds=bnds)

但是,opt的结果如下:

enter image description here

从结果来看,似乎优化函数不起作用,它只返回我给出的初始猜测值。为什么?我的校准功能是否存在错误?

0 个答案:

没有答案