优化示例(黄金)

黄金方法通过缩小极值范围来最小化单峰函数

import numpy as np
from scipy.optimize import _minimize
from scipy import special
import matplotlib.pyplot as plt

x = np.linspace(0, 10, 500)
y = special.j0(x)
optimize.minimize_scalar(special.j0, method='golden')
plt.plot(x, y)
plt.show()

得到的图像

http://i.stack.imgur.com/nRwaf.jpg