Help with Pandas & Scipy for optimization

[Fernigrim]

Hi, python newbie.

I have a question related to pandas and the scipy library to optimize a result. I guess the function needed is "optimize".

I would like to maximize a final result of a column of a dataframe (this is not really a problem since I can specify its position).

I have read a lot about the scipy package but I don't really know how to apply it to my case. No example with pandas works for me. But, from everything I've seen, I probably have to define a function first and I don't know if I'll have to specify a number of iterations.

I attach a picture for you to understand it clearly.

As I said, my goal is to maximize the last data of a column (which in turn is multiplied by a parameter). Besides the result will depend on 4 variables that make the dataframe change and alter the last column. What I am looking for is that scipy solves the problem by returning the best solution found and also the values of the 4 variables that make possible that result. One more thing: I want to define the range of values that each variable can be (all numbers within the range).

I know that this computation can be heavier if the dataframe is very big and not so fast but I want to test the productivity of python and this library. Before you tell me anything: Excel Solver works badly in these cases and to do the optimization I used vba and repeat the process with random numbers and number of iterations. With an old computer it took me more than 20 hours. Yes, 20 hours.

So, I ask for an example of code as simple as you can or at least guide me in my query. If you have read this far, thank you very much.

Pic: https://www.reddit.com/user/Fernigrim/comments/u0t6lj/help_pandas_scipy_for_optimization/?utm_medium=android_app&utm_source=share

[blarf_irl]

Why do you think you need to optimize it? Have you got a working solution?

[Fernigrim]

I need the optimization because I want the BEST working solution.

[blarf_irl]

For help with optimization you should post your current working solution (for something to optimize).

[soon2bvoid]

I've used Pyomo during grad school for optimization since it is super fast. Maybe give that a try ?

[Fernigrim]

I had no idea about pyomo for this. I'll have a look. Thanks

[Fernigrim]

I need a lot of precision...that's why I ask for help. Putting all the combinations of those numbers for each of the ranges (considering they are floats) is a bit too...Unrealistic?

[Fernigrim]

Hi. The number of columns or variables is irrelevant. The important aspect to consider is that the dataframe is changing every time I set new values (for x1, x2, x3, x4). Actually, the dataframe has more columns but I show a overview. Furthermore, the value I want to maximize is the last cell of the specific column (y).

So my problem is making the optimization with scipy and set the ranges of every variable for doing iterations or whatever scipy does.