使用Python对约束中的参数进行并行优化

时间:2019-06-16 01:09:05

标签: python optimization scipy scipy-optimize-minimize

我正在尝试使用scipy.optimize.minimze来最小化目标函数 如下。

import numpy as np]
from scipy import optimize
max_q_fun = lambda q : -q     
def max_q_min(args):
        cons = args 
        res = optimize.minimize(max_q_fun, (0.1), method='SLSQP', bounds = ((0,1),), constraints=cons)
        q = res.x
        return q 
total_counts = np.arange(0,10)
num_actions = 10         
args = [({'type': 'ineq', 'fun': lambda q: total_counts[act] * 
                 (p[act] * np.log(p[act] / q) + (1-p[act]) * np.log((1-p[act]) / (1-q))) - np.log(10)}) 
                for act in range(num_actions)]
pl = Pool(num_actions)
actions = pl.map(max_q_min,args)
current_action = np.argmax(actions)

但是,如果我使用Pool的{​​{1}},则错误显示

from pathos.multiprocessing import ProcessingPool as Pool

如果我使用NameError: name 'np' is not defined 的{​​{1}},该错误表明 Pool

任何想法我都可以针对不同的约束条件使用并行计算吗?

0 个答案:

没有答案