Scipy优化-黑森州

问题描述

我正在使用trust-constr优化器来最小化该功能

gen_result = minimize(gen_loss,gen_weights,method = 'trust-constr',bounds = bounds_gen_weights) 

并继续收到以下警告:

UserWarning: delta_grad == 0.0. Check if the approximated function is linear. If the function is linear better results can be obtained by defining the Hessian as zero instead of using quasi-Newton approximations.

如果我定义hess = np.zeros( (len(gen_weights),len(gen_weights)) )并将其添加到这样的代码中:

gen_result = minimize(gen_loss,bounds = bounds_gen_weights,hess = hess) 

然后我不断收到此错误消息:

ValueError: `hess` must be either callable,HessianUpdateStrategy or one of ('2-point','3-point','cs').

有什么想法吗?

解决方法

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