I'm trying to optimize a function using SciPy's optimize.fmin, but am
clearly getting the syntax wrong, and would be grateful for some
guiidance. First, here's the function
def func(Y,x):
"""Y holds samples of a function sampled at t=-3,-2,-1,0,1,2,3.
Y[3]=0 always.
func returns the absolute value of the maximum NEGATIVE
error from a straight line fit with slope x and intercept 0"""
Y[0] = Y[0] - 3*x
Y[1] = Y[1] - 2*x
Y[2] = Y[2] - x
Y[3] = 0
Y[4] = Y[4] + x
Y[5] = Y[5] + 2*x
Y[6] = Y[6] + 3*x
error = abs(max(min(Y),0)
return 0
I'd now like to minimize this using optimize.fmin. I first defined
>>Y = [0, 0, 0, 0, 1, 2, 3]
>>x = 1
and then typed
>>optimize.fmin(func, args=(Y,x) )
I expected the function to retun x=0 as the optimal value, but instead
got the following error messsage:
Traceback (most recent call last):
File "<pyshell#24>", line 1, in -toplevel-
optimize.fmin(func,args=(optionPnL,x))
TypeError: fmin() takes at least 2 non-keyword arguments (1 given)
I then tried
>>optimize.fmin(func, x0 =x, args=(Y,x) )
and got a slightly different error message:
Traceback (most recent call last):
File "<pyshell#25>", line 1, in -toplevel-
optimize.fmin(func,x0=x, args=(optionPnL,1))
File "C:\Python24\lib\site-packages\scipy\optimize\optimize.py", line
176, in fmin
N = len(x0)
TypeError: len() of unsized object
What am I doing wrong, and what's the appropriate fix?
Thanks in advance
Thomas Philips
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