Stop Scipy minimize after set time

Question

I use minimize from the Scipy module on Python 3.4, specifically:

resultats=minimize(margin_rate, iniprices, method=\'SLSQP\',
jac=margin_rate_deriv, bounds=         


        

Answer 1

No. What you can do is start the optimizer in a separate process, keep track of how long it has been running and terminate it if necessary:

from multiprocessing import Process, Queue
import time
import random
from __future__ import print_function

def f(param, queue):
    #do the minimization and add result to queue
    #res = minimize(param)
    #queue.put(res)

    #to make this a working example I'll just sleep a 
    #a random amount of time
    sleep_amount = random.randint(1, 10)
    time.sleep(sleep_amount)
    res = param*sleep_amount
    queue.put(res)

q = Queue()
p = Process(target=f, args=(2.2, q))
max_time = 3
t0 = time.time()

p.start()
while time.time() - t0 < max_time:
    p.join(timeout=1)
    if not p.is_alive():
        break

if p.is_alive():
    #process didn't finish in time so we terminate it
    p.terminate()
    result = None
else:
    result = q.get()
print(result)