使用scipy.optimize最大化目标函数 [英] Maximize objective function using scipy.optimize

问题描述

scipy.optimize模块具有scipy.optimize.minimize，它允许查找使目标函数最小化的值.但是没有scipy.optimize.maximize.为什么?如何使用SciPy解决最大化问题?

The scipy.optimize module has scipy.optimize.minimize which allows to find value that minimize an objective function. But there is no scipy.optimize.maximize. Why? How do I solve a maximization problem using SciPy?

推荐答案

为最大化 f ，我们将 -f 最小化.一个迷你示例，最大化正弦函数 f :

To maximize f, we minimize -f. A mini-example, maximizing f which is the sine function:

from scipy.optimize import minimize
import numpy as np
f = lambda x: np.sin(x)  # function to be MAXIMIZED
res = minimize(lambda x: -f(x), 0)
print('Maximum {} attained at {}'.format(-res.fun, res.x))

打印在[1.57079632]处达到最大1.0".

prints "Maximum 1.0 attained at [1.57079632]".

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