Skip to main content

How to stop optimization (e.g. NMinimize) after reaching target value


Suppose we have some function f[x,y] that we want to optimize in way that we are only interested in values (x,y) that guarantee our function value is below some value target. See the following MWE:


f[x_, y_] := f[x, y] = x^2 - 4*x + y^2 - y - x*y;

findMin[target_, steps_] := Block[{nbr = -1},
solsOpt = NMinimize[
f[x, y],
{x, y},

Method -> "NelderMead",
(*EvaluationMonitor:>{nbr += 1; If[Mod[nbr, steps] == 0, Print["Step: ", nbr," ; Current value: ",f[x,y], " ; parameters: ",{x,y}],Print]}*)
EvaluationMonitor :> {nbr += 1; If[Mod[nbr, steps] == 0, Print["Step: ", nbr," ; Current value: ", f[x, y], " ; parameters: ", {x, y}], Print] || If[f[x, y] <= target, Abort[], Print]}
];
Print["Number of iterations: ", nbr];
Print["Final value: ", solsOpt[[1]]];
Return[solsOpt];
]

Of course findMin[-5,1] stops after a few iterations and I can read the values (x,y) that satisfy my criterion. However, I need to do that for a bunch of different functions f inside a ParallelTable structure, that in the end holds (function_index, final value, parameter values). By aborting no values are stored. What I want is something like "After reaching target, just assume optimization is finished and go on with the next one". Is that possible with the built-in function(s)?




Answer



Catch/Throw:


 findMin[target_, steps_] := 
Block[{nbr = -1},
solsOpt =
ReleaseHold@Catch@NMinimize[f[x, y], {x, y},
Method -> "NelderMead",
EvaluationMonitor :> {nbr += 1;
If[Mod[nbr, steps] == 0,
Print["Step: ", nbr, " ; Current value: ", f[x, y],

" ; parameters: ", {x, y}], Print] ||
If[f[x, y] <= target, Print["good enough"];
Throw[{f[x, y], {HoldForm[x] -> x, HoldForm[y] -> y}}],
Print]}];
Print["Number of iterations: ", nbr];
Print["Final value: ", solsOpt];
solsOpt]


findMin[-5, 1] (* three iterations, stop for threshold *)



{-6.1742, {x -> 2.2116, y -> 1.00612}}



 findMin[-50, 1]  (* 89 iterations , regular convergence *)


{-7., {x -> 3., y -> 2.}}



Aside , I don't know why you have the symbol Print in there a few times not applied to any arguments..



Also, aside from the question you can do NMinimize[fn = f[x, y],... then use the symbol fn in your conditional If[fn <= target .. so avoiding redundant evaluation of the function.


Comments

Popular posts from this blog

plotting - Filling between two spheres in SphericalPlot3D

Manipulate[ SphericalPlot3D[{1, 2 - n}, {θ, 0, Pi}, {ϕ, 0, 1.5 Pi}, Mesh -> None, PlotPoints -> 15, PlotRange -> {-2.2, 2.2}], {n, 0, 1}] I cant' seem to be able to make a filling between two spheres. I've already tried the obvious Filling -> {1 -> {2}} but Mathematica doesn't seem to like that option. Is there any easy way around this or ... Answer There is no built-in filling in SphericalPlot3D . One option is to use ParametricPlot3D to draw the surfaces between the two shells: Manipulate[ Show[SphericalPlot3D[{1, 2 - n}, {θ, 0, Pi}, {ϕ, 0, 1.5 Pi}, PlotPoints -> 15, PlotRange -> {-2.2, 2.2}], ParametricPlot3D[{ r {Sin[t] Cos[1.5 Pi], Sin[t] Sin[1.5 Pi], Cos[t]}, r {Sin[t] Cos[0 Pi], Sin[t] Sin[0 Pi], Cos[t]}}, {r, 1, 2 - n}, {t, 0, Pi}, PlotStyle -> Yellow, Mesh -> {2, 15}]], {n, 0, 1}]

plotting - Plot 4D data with color as 4th dimension

I have a list of 4D data (x position, y position, amplitude, wavelength). I want to plot x, y, and amplitude on a 3D plot and have the color of the points correspond to the wavelength. I have seen many examples using functions to define color but my wavelength cannot be expressed by an analytic function. Is there a simple way to do this? Answer Here a another possible way to visualize 4D data: data = Flatten[Table[{x, y, x^2 + y^2, Sin[x - y]}, {x, -Pi, Pi,Pi/10}, {y,-Pi,Pi, Pi/10}], 1]; You can use the function Point along with VertexColors . Now the points are places using the first three elements and the color is determined by the fourth. In this case I used Hue, but you can use whatever you prefer. Graphics3D[ Point[data[[All, 1 ;; 3]], VertexColors -> Hue /@ data[[All, 4]]], Axes -> True, BoxRatios -> {1, 1, 1/GoldenRatio}]

plotting - Mathematica: 3D plot based on combined 2D graphs

I have several sigmoidal fits to 3 different datasets, with mean fit predictions plus the 95% confidence limits (not symmetrical around the mean) and the actual data. I would now like to show these different 2D plots projected in 3D as in but then using proper perspective. In the link here they give some solutions to combine the plots using isometric perspective, but I would like to use proper 3 point perspective. Any thoughts? Also any way to show the mean points per time point for each series plus or minus the standard error on the mean would be cool too, either using points+vertical bars, or using spheres plus tubes. Below are some test data and the fit function I am using. Note that I am working on a logit(proportion) scale and that the final vertical scale is Log10(percentage). (* some test data *) data = Table[Null, {i, 4}]; data[[1]] = {{1, -5.8}, {2, -5.4}, {3, -0.8}, {4, -0.2}, {5, 4.6}, {1, -6.4}, {2, -5.6}, {3, -0.7}, {4, 0.04}, {5, 1.0}, {1, -6.8}, {2, -4.7}, {3, -1.