我运行约1500个变量的约束优化问题,运行超过30分钟....
如果我将公差减小到1,最小化将在大约五分钟内完成,但这似乎不是加快速度的好方法.
from scipy.optimize import minimize
results = minimize(objFun, initialVals, method='SLSQP', bounds = bnds, constraints=cons, tol = toler)
print(results)
fun: -868.72033130318198
jac: array([ 0., 0., 0., ..., 0., 0., 0.])
message: 'Optimization terminated successfully.'
nfev: 1459
nit: 1
njev: 1
status: 0
success: True
x: array([ 0., 0., 0., ..., 1., 1., 1.])
任何建议,将不胜感激.