I have tried my best to use the fmin algorithm provide by scipy, but I couldn’t get the correct answer. It seems no one wrote how to apply this to utility maximization anywhere. (The same error happens with fmin_tnc, fmin_cobyla too.)
I keep getting error message. Here is the version that no error message but the answer is incorrect. The utility function is just from the Datascience Lecture on Optimization.
The answer is A=B=6.67 but I failed to get this.
If any was able to solve this using fmin_l_bfgs_b could you please share your code here? Thanks a million!