[SciPy-dev] SLSQP Constrained Optimizer Status

dmitrey dmitrey.kroshko@scipy....
Wed Dec 12 09:22:40 CST 2007


Could you provide at least possibility for user-supplied gradient of 
objective function?
This feature would provide possibility of using
p.connectIterFcn('df')
(as well as it is done for ALGENCAN and some other solvers)
so openopt graphic output would be enabled.

Regards, D.

Rob Falck wrote:
> outputfcn would allow for graphical progress of the optimizer, 
> correct?  I don't see any reason why that wouldn't be possible.
> I'll need to read up on properly incorporating it into scipy for svn 
> (this is the first commit I've done for the project), I'll try to have 
> it up in the next day or three. 
> I think its speed can be increased substantially with the addition of 
> a constrain normals argument, but I'll add it as is, with 
> approximations for now.
>
> On Dec 12, 2007 3:42 AM, dmitrey < dmitrey.kroshko@scipy.org 
> <mailto:dmitrey.kroshko@scipy.org>> wrote:
>
>     Rob Falck wrote:
>     > I'm currently implementing the Sequential Least Squares Quadratic
>     > Programming (SLSQP) optimizer, by Dieter Kraft, for use in Scipy.
>     > The Fortran code being wrapped with F2PY is here:
>     > http://www.netlib.org/toms/733  (its use within Scipy has been
>     cleared)
>     >
>
>     > If anyone is interested in testing it out, let me know.
>     >
>     Hi Rob,
>     could you commit your changes to svn?
>     I intend to provide connection to OpenOpt and try to bench the solver
>     with other ones available.
>     Also, having outputfcn would be nice, does the Fortran code
>     provide the
>     possibility?
>     Regards, D.
>
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>
>
>
> -- 
> - Rob Falck
> ------------------------------------------------------------------------
>
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