I have a function of 4 variables which uses properties of water and steam (iapws library). I also have a group of inequality constraints which too use these properties and bounds for each variable. I want to minimize my function but don’t know the correct way to do so.
Some info about my problem that might help:
- Variables are different: 2 with scale of hundreds, another 2 with scale of millions.
- Target function results vary between 0 and -1.
- All 10 constraints are of inequality type.
- I don’t know mathematical representation of my function.
- Brute force solutions are no-go since calculation takes a lot of time on my machine: about 30sec for each set of variables.
Which library should one use for such problem?
I used scipy.optimize.minimize with the “SLSQP” method and got some results which seemed ok. But I dont know whether this method is suitable my task and if the results are correct.
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