Scipy fmin_slsqp error “failed in converting 8th argument `g' of _slsqp.slsqp to C/Fortran array”

Question

I have seen this question or a variant asked elsewhere e.g.

Scipy error using optimization module. Failure converting array to fortran

http://numpy-discussio

Answer 1

Hi I had the same error with the following:

def ptf_returns(weights,returns):

    return pd.DataFrame(np.array(returns).T*(weights)).T.mean().mean()

When I add the following it works:

def ptf_returns(weights,returns):

    return float(pd.DataFrame(np.array(returns).T*(weights)).T.mean().mean())

The bug seems to be oriented around the type() of the response.

Answer 2

I get the same error when the return from the Objective function is not a scalar. A minimal example which causes this error is

from scipy.optimize import fmin_slsqp
def fn(x):
    return [0.,1.]
x = [0, 1., 2.]
minsoln = fmin_slsqp(fn, x)

while the following does not raise the error,

from scipy.optimize import fmin_slsqp 
def fn(x):
    return 0.
x = [0, 1., 2.]
minsoln = fmin_slsqp(fn, x)

I think this is either a bug or should have a clearer error message. I've raise an issue.

UPDATE:

This has now been resolved by b-carter to give a clear error message,

"Objective function must return a scalar" 

with the documentation updated, see this thread for discussion.