设定时间后停止 Scipy 最小化 [英] Stop Scipy minimize after set time

问题描述

我在 Python 3.4 上使用 Scipy 模块中的最小化，特别是:

I use minimize from the Scipy module on Python 3.4, specifically:

resultats=minimize(margin_rate, iniprices, method='SLSQP',
jac=margin_rate_deriv, bounds=pricebounds, options={'disp': True,
'maxiter':2000}, callback=iter_report_margin_rate)

可以设置最大迭代次数(如上所述)，但是有没有办法告诉最小化在给定的设置时间后停止搜索解决方案?我查看了最小化的一般选项以及 SLSQP 求解器的特定选项，但无法解决.

The maximum number of iterations can be set (as above), but is there a way to tell minimize to stop searching for a solution after a given set time? I looked at the general options of minimize as well as the specific options of the SLSQP solver, but could not work it out.

谢谢

推荐答案

没有.您可以做的是在单独的进程中启动优化器，跟踪它运行了多长时间并在必要时终止它:

No. What you can do is start the optimizer in a separate process, keep track of how long it has been running and terminate it if necessary:

from multiprocessing import Process, Queue
import time
import random
from __future__ import print_function

def f(param, queue):
    #do the minimization and add result to queue
    #res = minimize(param)
    #queue.put(res)

    #to make this a working example I'll just sleep a 
    #a random amount of time
    sleep_amount = random.randint(1, 10)
    time.sleep(sleep_amount)
    res = param*sleep_amount
    queue.put(res)

q = Queue()
p = Process(target=f, args=(2.2, q))
max_time = 3
t0 = time.time()

p.start()
while time.time() - t0 < max_time:
    p.join(timeout=1)
    if not p.is_alive():
        break

if p.is_alive():
    #process didn't finish in time so we terminate it
    p.terminate()
    result = None
else:
    result = q.get()
print(result)

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