scipy_rosenbrock_minimization_nelder_mead_simplex.py

1import numpy as np
2from scipy.optimize import minimize
3
4def rosen(x):
5    """The Rosenbrock function"""
6    return sum(100.0*(x[1:]-x[:-1]**2.0)**2.0 + (1-x[:-1])**2.0)
7
8x0 = np.array([1.3, 0.7, 0.8, 1.9, 1.2])
9res = minimize(rosen, x0, method='nelder-mead',
10               options={'xatol': 1e-8, 'disp': True})
11
12print(res.x)