[SciPy-dev] SLSQP Constrained Optimizer Status

Rob Falck robfalck@gmail....
Thu Dec 20 20:15:42 CST 2007


I've submitted a ticket #570 that includes an updated version of slsqp.py.
The function fmin_slsqp should now properly accept constraints via the
callable arguments f_eqcons and f_ieqcons.  In addition, callable arguments
that provide the constraint jacobians are also working now.

I also added a function to slsqp.py for approximating the Jacobians if
fprime_eqcons or fprime_ieqcons are not provided.  Perhaps this routine
would be better off in scipy.common, since its very similar to
approx_fprime.

I also attached a new version of slsqp_test.py to the ticket that now shows
examples of how to use fmin_slsqp with the new constraint arguments.

Please let me know if you have any questions or uncover any more issues.

http://scipy.org/scipy/scipy/ticket/570

- Rob Falck
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