Can Python optimize my function inputs to get a target value?

I have been trying to locate a method similar to Excel's Solver where I can target a specific value for a function to converge on. I do not want a minimum or maximum optimization.

For example, if my function is:

f(x) = A^2 + cos(B) - sqrt(C)

I want f(x) = 1.86, is there a Python method that can iterate a solution for A, B, and C to get as close to 1.86 as possible? (given an acceptable error to target value?)

1 answer

  • answered 2018-07-11 06:52 Mankind_008

    You need a root finding algorithm for your problem. Only a small transformation required. Find roots for g(x):

    g(x) = A^2 + cos(B) - sqrt(C) - 1.86

    Using scipy.optimize.root, Refer documentation:

    import numpy as np
    from scipy import optimize
    # extra two 0's as dummy equations as root solves a system of equations 
    # rather than single multivariate equation
    def func(x):                                        # A,B,C represented by x ndarray
        return [np.square(x[0]) + np.cos(x[1]) - np.sqrt(x[2]) - 1.86, 0, 0]
    result = optimize.root(func , x0 = [0.1,0.1,0.1])
    x = result.x
    A, B, C = x                       
    # array([ 1.09328544, -0.37977694,  0.06970678])

    you can now check your solution:

    np.square(x[0]) + np.cos(x[1]) - np.sqrt(x[2])
    # 1.8600000000000005