我正在用SciPy练习,在尝试使用fmin\u slsqp时遇到了一个错误。我建立了一个问题,在给定一组约束条件的情况下,我想最大化一个目标函数U。你知道吗
我有两个控制变量,x[0,t]和x[1,t],如你所见,它们被t(时间段)索引。目标函数是:
def obj_fct(x, alpha,beta,Al):
U = 0
x[1,0] = x0
for t in trange:
U = U - beta**t * ( (Al[t]*L)**(1-alpha) * x[1,t]**alpha - x[0,t])
return U
约束是在这两个变量上定义的,其中一个将变量从一个周期(t)链接到另一个周期(t-1)。你知道吗
def constr(x,alpha,beta,Al):
return np.array([
x[0,t],
x[1,0] - x0,
x[1,t] - x[0,t] - (1-delta)*x[1,t-1]
])
最后,这里是fmin\u slsqp的用法:
sol = fmin_slsqp(obj_fct, x_init, f_eqcons=constr, args=(alpha,beta,Al))
撇开有更好的方法来解决这样的动态问题这个事实不谈,我的问题是关于语法的。运行此简单代码时,出现以下错误:
Traceback (most recent call last):
File "xxx", line 34, in <module>
sol = fmin_slsqp(obj_fct, x_init, f_eqcons=constr, args=(alpha,beta,Al))
File "D:\Anaconda3\lib\site-packages\scipy\optimize\slsqp.py", line 207, in fmin_slsqp
constraints=cons, **opts)
File "D:\Anaconda3\lib\site-packages\scipy\optimize\slsqp.py", line 311, in _minimize_slsqp
meq = sum(map(len, [atleast_1d(c['fun'](x, *c['args'])) for c in cons['eq']]))
File "D:\Anaconda3\lib\site-packages\scipy\optimize\slsqp.py", line 311, in <listcomp>
meq = sum(map(len, [atleast_1d(c['fun'](x, *c['args'])) for c in cons['eq']]))
File "xxx", line 30, in constr
x[0,t],
IndexError: too many indices for array
[Finished in 0.3s with exit code 1]
我做错什么了?你知道吗
代码的初始部分为参数赋值:
from scipy.optimize import fmin_slsqp
import numpy as np
T = 30
beta = 0.96
L = 1
x0 = 1
gl = 0.02
alpha = 0.3
delta = 0.05
x_init = np.array([1,0.1])
A_l0 = 1000
Al = np.zeros((T+1,1))
Al[1] = A_l0
trange = np.arange(1,T+1,1, dtype='Int8') # does not include period zero
for t in trange: Al[t] = A_l0*(1 + gl)**(t-1)
传递给目标函数和约束函数的数组
x
将是一个一维数组(就像x_init
一样)。不能用两个索引对一维数组进行索引,因此x[1,0]
和x[0,t]
等表达式将生成错误。你知道吗相关问题 更多 >
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