[SciPy-dev] Multiple constraints in fmin_cobyla

[Robert Kern]

Nils Wagner wrote:
> Hi all,
> 
> How can I apply multiple constraints (e.g. all design variables x \in
> \mathds{R}^n should be positive) in fmin_cobyla ?
> 
> x_opt=optimize.fmin_cobyla(func, x, cons, args=(), consargs=(),maxfun=1200)
> 
> def cons(x):
> 
>     ?????

The documentation is pretty clear:

    cons     -- a list of functions that all must be >=0 (a single function
                if only 1 constraint)

-- 
Robert Kern
rkern at ucsd.edu

"In the fields of hell where the grass grows high
 Are the graves of dreams allowed to die."
  -- Richard Harter