[SciPy-dev] SLSQP Constrained Optimizer Status

Rob Falck robfalck@gmail....
Wed Dec 12 10:16:35 CST 2007


Yes, thats already implemented.

On Dec 12, 2007 10:22 AM, dmitrey <dmitrey.kroshko@scipy.org> wrote:

> 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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>
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-- 
- Rob Falck
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