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python - Python multiple variable optimization with recurrence definition

问题描述

I would like to minimize following function:

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where

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First phi is for i > 1, the second one for i = 1. I would like to minimize this function with respect to (omega, alpha, beta). I wanted to do it in scipy.optim but I am confused about this recurrent specification of the function phi.

标签： pythonoptimizationscipy

解决方案

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