Function _func

ot/smooth.py:333–344

(params)

    """

    def _func(params):
        # Unpack alpha and beta.
        alpha = params[: len(a)]
        beta = params[len(a) :]

        obj, grad_alpha, grad_beta = dual_obj_grad(alpha, beta, a, b, C, regul)

        # Pack grad_alpha and grad_beta.
        grad = np.concatenate((grad_alpha, grad_beta))

        # We need to maximize the dual.
        return -obj, -grad

    # Unfortunately, `minimize` only supports functions whose argument is a
    # vector. So, we need to concatenate alpha and beta.