[SciPy-dev] Status: optimize.fmin_slsqp

Rob Falck robfalck@gmail....
Tue May 5 07:06:44 CDT 2009


The argument you're interested in is eqcons, which is a list of functions
whose value should be zero in a successfully optimized problem.

See the fmin_slsqp test script at
http://projects.scipy.org/scipy/attachment/ticket/570/slsqp_test.py

In particular, your case will be something like this

x = fmin_slsqp(testfunc,[-1.0,1.0], args = (-1.0,), eqcons = [lambda x, y:
x[0]-x[1] ], iprint = 2, full_output = 1)

In your case, eqcons will be:
[lambda x, y: x[0]+x[1]+x[2]-1, lambda x, y: x[3]+x[4]+x[5]-1 ]

Alternatively, you can write a Python function that returns those two values
in a sequence as pass it to fmin_slsqp as  f_eqcons.



On Mon, May 4, 2009 at 2:00 PM, Leon Adams <skorpio11@gmail.com> wrote:

> Hi,
>
> I was wondering what the status is of the Slsqp extension to the optimize
> package. I am currently in need of the ability to place an equality
> constraint on some of my input variables, but the available documentation on
> slsqp seems insufficient.
>
> My Scenario:
>
> I have an objective fn: Obfn(x1,x2,x3,x4,x5,x6) that I would like to place
> the additional constrain of
> x1 + x2 + x3 = 1
> x4 + x5 + x6 = 1
>
> If there is a good usage example I can be pointed to, it would be
> appreciated
>
> Thanks in advance.
> _______________________________________________
> Scipy-dev mailing list
> Scipy-dev@scipy.org
> http://mail.scipy.org/mailman/listinfo/scipy-dev
>
>


-- 
- Rob Falck
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