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POMinimisation problem in Python, fmin_bfgs won't work but fmin will, 'Matrices not aligned'
 

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  1. POMinimisation problem in Python, fmin_bfgs won't work but fmin will, 'Matrices not aligned'
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    <p>I have a function in python which takes a vector and returns a real number. I am using the scipy.optimize fmin and fmin_bfgs functions to find the argument which gives the function its approx minimum value. However, when I use fmin I get an alright answer (quite slowly) but when I switch to fmin_bfgs, I get an error saying "Matrices are not aligned". Here's my function:</p> <pre><code> def norm(b_): b_ = b_.reshape(int(M),1) #M already given elsewhere Yb = np.dot(Y,b_) #Y already given elsewhere B = np.zeros((int(M),int(M))) for j in xrange(int(M)): B[j][j] = -t[j+1]*np.exp(-t[j+1]*Yb[j]) #The t[j] are already known P = np.zeros((int(M),1)) for j in xrange(int(M)): P[j][0] = np.exp(-t[j+1]*Yb[j]) diff = np.zeros((int(M),1)) #Functions d(i,b) are known for i in xrange(1,int(M)-1): diff[i][0] = d(i+1,b_) - d(i,b_) diff[0][0] = d(1,b_) diff[int(M)-1][0] = -d(int(M)-1,b_) term1_ = (1.0/N)*(np.dot((V - np.dot(c,P)).transpose(),W)) term2_ = np.dot(W,V - np.dot(c,P)) #V,c,P,W already known term1_ = np.dot(term1_,term2_) term2_ = lambd*np.dot(Yb.transpose(),diff) return term1_ + term2_ </code></pre> <p>Here's how I call fmin_bfgs:</p> <pre><code> fmin_bfgs(norm, b_guess,fprime=None, args=(),gtol=0.0001,norm=0.00000000001, epsilon=1.4901161193847656e-08,maxiter=None, full_output=0, disp=1, retall=0, callback=None) </code></pre> <p>When I call fmin it works fine, just too slowly to be useful (I need to optimise several times). But when I try fmin_bfgs I get this error:</p> <p>Traceback (most recent call last): File "C:\Program Files\Wing IDE 101 4.0\src\debug\tserver_sandbox.py", line 287, in module File "C:\Python27\Lib\site-packages\scipy\optimize\optimize.py", line 491, in fmin_bfgs old_fval,old_old_fval) File "C:\Python27\Lib\site-packages\scipy\optimize\linesearch.py", line 239, in line_search_wolfe2 derphi0, c1, c2, amax) File "C:\Python27\Lib\site-packages\scipy\optimize\linesearch.py", line 339, in scalar_search_wolfe2 phi0, derphi0, c1, c2) File "C:\Python27\Lib\site-packages\scipy\optimize\linesearch.py", line 471, in _zoom derphi_aj = derphi(a_j) File "C:\Python27\Lib\site-packages\scipy\optimize\linesearch.py", line 233, in derphi return np.dot(gval[0], pk) ValueError: matrices are not aligned</p> <p>Any ideas why this might happen? All the matrices I have supplied the function are aligned correctly (and the function works since fmin worked). Help much appreciated!</p>
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    1. COI assume that this was happening because some numbers were getting too large or too small somewhere in the function I called. I've got a work-around anyway, so no need to answer.
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      1. POMinimisation problem in Python, fmin_bfgs won't work but fmin will, 'Matrices not aligned'
      1. USDerek
 

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