cleaned up svm
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@@ -1141,33 +1141,3 @@ With the slack constants this leads to the additional constraint $0\leq \lambda
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_code will be added_
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!split
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===== Code Example =====
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!bc pycod
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import numpy as np
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from scipy.optimize import minimize
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def rosen(x):
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return sum(100.0*(x[1:]-x[:-1]**2.0)**2.0 + (1-x[:-1])**2.0)
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def rosen_der(x):
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xm = x[1:-1]
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xm_m1 = x[:-2]
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xm_p1 = x[2:]
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der = np.zeros_like(x)
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der[1:-1] = 200*(xm-xm_m1**2) - 400*(xm_p1 - xm**2)*xm - 2*(1-xm)
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der[0] = -400*x[0]*(x[1]-x[0]**2) - 2*(1-x[0])
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der[-1] = 200*(x[-1]-x[-2]**2)
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return der
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x0 = np.array([1.2, 0.1, 0.8, 1.9, 1.2])
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print(x0)
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res = minimize(rosen, x0, method='nelder-mead',options={'xtol': 1e-8, 'disp': True})
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print(x0)
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res2 = minimize(rosen, x0, method='BFGS', jac=rosen_der, options={'disp': True})
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print(x0)
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!ec
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