I am trying to translate some Matlab code into Python. The following is the particular line I want to translate.
options = optimset('Display','off','Diagnostics','off','MaxIter',2000,'TolFun',1e-10,'TolX',1e-10 )
I was wondering if there existed a similar structure in Python. Can someone also explain more about what optimset actually does in this particular case?
With optimset you set the options for an optimization problem solver. Here you can find details about the options.
'Display','off', - displays no output.
'Diagnostics','off', - does not display any diagnostics
'MaxIter',2000, - Maximum number of iterations allowed is set to 2000.
'TolFun',1e-10, - Termination tolerance on the function value.
'TolX',1e-10 - Termination tolerance on x.
How to do this in python depends on the package you want to use. You can e.g. use scipy which provides a wide range of solvers for all kinds of problems.
Related
This question may be half computational math, half programming.
I'm trying to estimate log[\int_0^\infty\int_0^\infty f(x,y)dxdy] [actually thousands of such integrals] in Python. The function f(x,y) involves some very large/very small numbers that are bound to cause overflow/underflow errors; so I'd really prefer to work with log[f(x,y)] instead of f(x,y).
Thus my question is two parts:
1) Is there a way to estimate log[\int_0^\infty\int_0^\infty f(x,y)dxdy] using the log of the function instead of the function itself?
2) Is there an implementation of this in Python?
Thanks
I would be surprised if the math and/or numpy libraries or perhaps some more specific third party libraries would not be able to solve a problem like this. Here are some of their log functions:
math.log(x[, base]), math.log1p(x), math.log2(x), math.log10(x) (https://docs.python.org/3.3/library/math.html)
numpy.log, numpy.log10, numpy.log2, numpy.log1p, numpy.logaddexp, numpy.logaddexp2 (https://numpy.org/doc/stable/reference/routines.math.html#exponents-and-logarithms)
Generally, Just google: "logarithm python library" and try to identify similar stackoverflow problems, which will allow you to find the right libraries and functions to try out. Once you do that, then you can follow this guide, so that someone can try to help you get from input to expected output: How to make good reproducible pandas examples
I'm working with scipy.integrate.odeint and want to understand it better. For this I have two slightly related questions:
Which mathematical method is it using? Runge-Kutta? Adams-Bashforth? I found this site, but it seems to be for C++, but as far as I know the python function uses the C++ version as well... It states that it switches automatically between implicit and explicit solver, does anybody know how it does this?
To understand/reuse the information I would like to know at which timepoints it evaluates the function and how exactly it computes the solution of the ODE, but fulloutput does not seem to help/I wasn't able to find out how. So to be more precise, an example with Runge-Kutta-Fehlberg: I want the different timepoints at which it evaluated f and the weights it used to multiply it.
Additional information (what for this Info is needed):
I want to reuse this information to use automatic differentiation. So I would call odeint as a black box, find out all the relevant steps it made and reuse this info to calculate the differential dx(T_end)/dx0.
If you know of any other method to solve my problem, please go ahead. Also if another ode solver might be more appropriate to d this.
PS: I'm new, so would it be better to split this question into to questions? I.e. seperate 1. and 2.?
I am solving a series of LP problems using the CPLEX Python API.
Since many of the problems are essentially the same, save a hand full of parameters. I want to use a warm start with the solution of the previous problem for most of them, by calling the function cpx.start.set_start(col_status, row_status, col_primal, row_primal, col_dual, row_dual) where cpx = cplex.Cplex().
This function is documented here. Two of the arguments, col_status and row_status, are obtained by calling cpx.solution.basis.get_col_basis() and cpx.solution.basis.get_row_basis().
However, despite cpx.solution.status[cpx.solution.get_status()] returning optimal and being able to obtain both cpx.solution.get_values() and cpx.solution.get_dual_values() ...
Calling cpx.solution.basis.get_basis() returns CPLEX Error 1262: No basis exists.
Now, according to this post one can call the warm start function with empty lists for the column and row basis statuses, as follows.
lastsolution = cpx.solution.get_values()
cpx.start.set_start(col_status=[], row_status=[],
col_primal=lastsolution, row_primal=[],
col_dual=[], row_dual=[])
However, this actually results in making a few more CPLEX iterations. Why more is unclear, but the overall goal is to have significantly less, obviously.
Version Info
Python 2.7.12
CPLEX 12.6.3
I'm not sure why you're getting the CPXERR_NO_BASIS. See my comment.
You may have better luck if you provide the values for row_primal, col_dual, and row_dual too. For example:
cpx2.start.set_start(col_status=[],
row_status=[],
col_primal=cpx.solution.get_values(),
row_primal=cpx.solution.get_linear_slacks(),
col_dual=cpx.solution.get_reduced_costs(),
row_dual=cpx.solution.get_dual_values())
I was able to reproduce the behavior you describe using the afiro.mps model that comes with the CPLEX examples (number of deterministic ticks actually increased when specifying col_primal alone). However, when doing the above, it did help (number of det ticks improved and iterations went to 0).
Finally, I don't believe that there is any guarantee that using set_start will always help (it may even be a bad idea in some cases). I don't have a reference for this.
I'm playing around with SymPy and it is very powerful. However, I would like to get it to 'slow down' and solve pieces of an equation at a time instead of most of the equation. For instance, given an input string equation (assuming the correct form) like
9x-((17-3)(4x)) - 8(34x)
I would like to first solve
9x-((14)(4x)) - 8(34x)
And then
9x-(56x) - 8(34x)
and then
9x-(56x) - 272x
And so on.
Another example,
from sympy import *
s = (30*(5*(5-10)-10*x))+10
s2 = expand(s, basic=False)
Gives me -300*x - 740 in one step, and I just want a single * done at a time
Reading the ideas document produced as a result of the Google Summer of Code, this appears to be something yet to be added to the library. As it stands there is no way of doing this for your example, without completely coding something yourself.
The issue of converting algorithms that are not equivalent to human workings, into discrete steps, is discussed and highlighted in the above document. I'm not sure if that'd be an issue in the implementation of expansion, but it's certainly an issue for other algorithms, which machines compute differently for reasons of efficiency.
tl;dr This library doesn't support step-by-step breakdowns for your example. Only the manualintegrate function currently has step-by-step workings.
Recently, i am looking through some python modules to understand their behavior and how optimized their implementation are. Can any one tell what algorithm does python use to perform the set difference operations. One possible way to achieve set difference is by using hash tables which will involve an extra N space. I tried to find the source code of set operations but i am not able to find out the code location. Please help.
A set in python is a hash itself. So implementing difference for it is not as hard as you imagine. Looking from a higher level how does one implement set difference? Iterate over one of the collections and add to the result all elements that are not present in the other sequence.