How to display progress of scipy.optimize function?

Question

I use scipy.optimize to minimize a function of 12 arguments.

I started the optimization a while ago and still waiting for results.

Is there a wa

Answer 1

Below is a solution that works for me :

def f_(x):   # The rosenbrock function
    return (1 - x[0])**2 + 100 * (x[1] - x[0]**2)**2

def conjugate_gradient(x0, f):
    all_x_i = [x0[0]]
    all_y_i = [x0[1]]
    all_f_i = [f(x0)]
    def store(X):
        x, y = X
        all_x_i.append(x)
        all_y_i.append(y)
        all_f_i.append(f(X))
    optimize.minimize(f, x0, method="CG", callback=store, options={"gtol": 1e-12})
    return all_x_i, all_y_i, all_f_i

and by example :

conjugate_gradient([2, -1], f_)

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