在Julia中的函数中使用Optim时，如何解决此方法错误？

张贴在

我用Optim编写了一个鞍形查找函数。它工作得相当好，但当我尝试使用框优化时，它给了我一个方法错误。有什么问题

这项工作：

using Optim

function saddle2(f::Function, initx, inity)
    # function is assumed to be f(xmin, ymax)
    ymax = similar(inity)
    function fx(x)
        optymax = optimize(y -> -f(vcat(x, y)), inity, NelderMead())
        ymax = Optim.minimizer(optymax)
        return -Optim.minimum(optymax)
    end
    optxmin = optimize(fx, repeat([0.0], 6), initx, NelderMead())
    xmin = Optim.minimizer(optxmin)
    return (f(vcat(xmin, ymax)), xmin, ymax)
end

saddle2(Lsaddle, repeat([0.5], 6), repeat([0.5], 12)) # works!

这不起作用：

using Optim

function saddle(f::Function, initx, inity)
    # function is assumed to be f(xmin, ymax)
    ymax = similar(inity)
    function fx(x)
        optymax = optimize(y -> -f(vcat(x, y)), repeat([0.0], 12), repeat([Y], 12), inity, Fminbox(NelderMead()))
        ymax = Optim.minimizer(optymax)
        return -Optim.minimum(optymax)
    end
    optxmin = optimize(fx, repeat([0.0], 6), repeat([1.0], 6), initx, Fminbox(NelderMead()))
    xmin = Optim.minimizer(optxmin)
    return (f(vcat(xmin, ymax)), xmin, ymax)
end

saddle(Lsaddle, repeat([0.5], 6), repeat([0.5], 12)) # doesn't work:

MethodError: no method matching optimize(::getfield(Main, Symbol("##3#5")){Array{Float64,1},typeof(Lsaddle)}, ::Array{Float64,1}, ::Array{Int64,1}, ::Array{Float64,1}, ::Fminbox{NelderMead{Optim.AffineSimplexer,Optim.AdaptiveParameters},Float64,getfield(Optim, Symbol("##46#48"))})
Closest candidates are:
  optimize(::Any, ::AbstractArray{T<:AbstractFloat,N} where N, !Matched::AbstractArray{T<:AbstractFloat,N} where N, ::AbstractArray{T<:AbstractFloat,N} where N, ::Fminbox) where T<:AbstractFloat at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:163
  optimize(::Any, ::AbstractArray{T<:AbstractFloat,N} where N, !Matched::AbstractArray{T<:AbstractFloat,N} where N, ::AbstractArray{T<:AbstractFloat,N} where N, ::Fminbox, !Matched::Any; inplace, autodiff) where T<:AbstractFloat at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:163
  optimize(::Any, ::AbstractArray, ::AbstractArray, ::AbstractArray, !Matched::SAMIN) at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/samin.jl:60
  ...

Stacktrace:
 [1] (::getfield(Main, Symbol("#fx#4")){typeof(Lsaddle),Array{Float64,1}})(::Array{Float64,1}) at ./In[9]:5
 [2] finite_difference_gradient! at /Users/amrods/.julia/packages/DiffEqDiffTools/visbP/src/gradients.jl:282 [inlined]
 [3] (::getfield(NLSolversBase, Symbol("#g!#15")){getfield(Main, Symbol("#fx#4")){typeof(Lsaddle),Array{Float64,1}},DiffEqDiffTools.GradientCache{Nothing,Nothing,Nothing,Val{:central},Float64,Val{true}}})(::Array{Float64,1}, ::Array{Float64,1}) at /Users/amrods/.julia/packages/NLSolversBase/KG9Ie/src/objective_types/oncedifferentiable.jl:56
 [4] gradient!!(::OnceDifferentiable{Float64,Array{Float64,1},Array{Float64,1}}, ::Array{Float64,1}) at /Users/amrods/.julia/packages/NLSolversBase/KG9Ie/src/interface.jl:63
 [5] optimize(::OnceDifferentiable{Float64,Array{Float64,1},Array{Float64,1}}, ::Array{Float64,1}, ::Array{Float64,1}, ::Array{Float64,1}, ::Fminbox{NelderMead{Optim.AffineSimplexer,Optim.AdaptiveParameters},Float64,getfield(Optim, Symbol("##46#48"))}, ::Optim.Options{Float64,Nothing}) at /Users/amrods/.julia/packages/NLSolversBase/KG9Ie/src/interface.jl:51
 [6] #optimize#53 at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:164 [inlined]
 [7] optimize at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:163 [inlined] (repeats 2 times)
 [8] saddle(::typeof(Lsaddle), ::Array{Float64,1}, ::Array{Float64,1}) at ./In[9]:9
 [9] top-level scope at In[13]:1

使用Optim
函数鞍（f：：函数，initx，inity）
#函数假定为f（xmin，ymax）
ymax=相似（相似）
函数fx（x）
optymax=optimize（y->-f（vcat（x，y）），repeat（[0.0]，12），repeat（[y]，12），inity，Fminbox（NelderMead（））
ymax=最优最小值（optymax）
返回-优化最小值（optymax）
终止
optxmin=optimize（fx，repeat（[0.0]，6），repeat（[1.0]，6），initx，Fminbox（NelderMead（））
xmin=最优最小值（optxmin）
返回（f（vcat（xmin，ymax）），xmin，ymax）
终止
鞍座（Lsaddle，repeat（[0.5]，6），repeat（[0.5]，12））#不起作用：
MethodError:没有方法匹配优化（：：getfield（Main，Symbol（“##3#5”）{Array{Float64,1}，typeof（Lsaddle）}，：：Array{Float64,1}，：：Array{Int64,1}，：：Array{Float64,1}，：：Fminbox{NelderMead{Optim affinesImplesImplexer，Optim.AdaptiveParameters}，64，getfield Optim，Symbol（“3546}）
最接近的候选人是：
优化（：：Any，：：AbstractArray{T问题是在你的代码中
Y
是一个
Int
而不是
Float64
。很可能你写过类似
Y=1
的东西，你应该写
Y=1.0

如果您不影响
Y
的定义方式，请编写：

optimize(y -> -f(vcat(x, y)), repeat([0.0], 12), repeat(Float64[Y], 12), inity, Fminbox(NelderMead()))

或

如果你发布了一个完全可复制的代码，那么诊断问题就容易多了

编辑

您可以通过以下方式跟踪此问题。请阅读错误消息：

MethodError: no method matching optimize(::getfield(Main, Symbol("##3#5")){Array{Float64,1},typeof(Lsaddle)}, ::Array{Float64,1}, ::Array{Int64,1}, ::Array{Float64,1}, ::Fminbox{NelderMead{Optim.AffineSimplexer,Optim.AdaptiveParameters},Float64,getfield(Optim, Symbol("##46#48"))})
Closest candidates are:
  optimize(::Any, ::AbstractArray{T<:AbstractFloat,N} where N, !Matched::AbstractArray{T<:AbstractFloat,N} where N, ::AbstractArray{T<:AbstractFloat,N} where N, ::Fminbox) where T<:AbstractFloat at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:163
  optimize(::Any, ::AbstractArray{T<:AbstractFloat,N} where N, !Matched::AbstractArray{T<:AbstractFloat,N} where N, ::AbstractArray{T<:AbstractFloat,N} where N, ::Fminbox, !Matched::Any; inplace, autodiff) where T<:AbstractFloat at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/fminbox.jl:163
  optimize(::Any, ::AbstractArray, ::AbstractArray, ::AbstractArray, !Matched::SAMIN) at /Users/amrods/.julia/packages/Optim/ULNLZ/src/multivariate/solvers/constrained/samin.jl:60
  ...

而且您确信所有接受
Fminbox
的
optimize
方法都需要
AbstractFloat
。理论上，您要求的自动升级是可能的，但正如您所看到的，它没有实现，所以您只需记住将
AbstractFloat
参数传递给
optimize

默认情况下，Julia不会像这样执行自动升级。下面是一个简单的示例：

julia> f(x::Vector{Float64}) = x
f (generic function with 1 method)

julia> f([1,2,3])
ERROR: MethodError: no method matching f(::Array{Int64,1})
Closest candidates are:
  f(::Array{Float64,1}) at REPL[9]:1
Stacktrace:
 [1] top-level scope at none:0

我想这就是问题所在（它现在正在运行）。我发布代码时错过了
Y=300
。谢谢！顺便问一下，我在错误中看到了什么？为什么
Optim
不将
Int
提升到
Float64
？我会在答案中解释。
julia> methodswith(Fminbox, supertypes=true)
[1] summary(F::Fminbox) in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:117
[2] optimize(df::OnceDifferentiable, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:175
[3] optimize(df::OnceDifferentiable, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox, options) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:175
[4] optimize(df::OnceDifferentiable, l::Array{T,N} where N, u::Array{T,N} where N, F::Fminbox{O,T,P} where P where T) where {T<:AbstractFloat, O<:AbstractOptimizer} in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\deprecate.jl:67
[5] optimize(f, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:163
[6] optimize(f, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox, options) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:163
[7] optimize(f, g, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:150
[8] optimize(f, g, l::AbstractArray{T,N} where N, u::AbstractArray{T,N} where N, initial_x::AbstractArray{T,N} where N, F::Fminbox, options) where T<:AbstractFloat in Optim at C:\Users\bogum\.julia\packages\Optim\ULNLZ\src\multivariate\solvers\constrained\fminbox.jl:150

julia> f(x::Vector{Float64}) = x
f (generic function with 1 method)

julia> f([1,2,3])
ERROR: MethodError: no method matching f(::Array{Int64,1})
Closest candidates are:
  f(::Array{Float64,1}) at REPL[9]:1
Stacktrace:
 [1] top-level scope at none:0