python 凸优化

定义函数，存在多个局部极小值，建议在局部优化之前进行全局优化，缩小范围

def fm(p):
    x, y = p
    return (np.sin(x) + 0.05 * x ** 2
          + np.sin(y) + 0.05 * y ** 2)
x = np.linspace(-10, 10, 50)
y = np.linspace(-10, 10, 50)
X, Y = np.meshgrid(x, y)
Z = fm((X, Y))
fig = plt.figure(figsize=(10, 6))
ax = fig.gca(projection='3d')
surf = ax.plot_surface(X, Y, Z, rstride=2, cstride=2,
                       cmap='coolwarm', linewidth=0.5,
                       antialiased=True)
ax.set_xlabel('x')
ax.set_ylabel('y')
ax.set_zlabel('f(x, y)')
fig.colorbar(surf, shrink=0.5, aspect=5)

 全局优化

给定x,y的范围（-10，-5,0,5,10），最优化参数值是x=,0y=0