[SciPy-dev] f2py vector valued functions and optimize.fmin_slsqp

Leon Adams skorpio11@gmail....
Sat May 16 01:07:23 CDT 2009


Hi...

I am experiencing some difficulties arriving at a soln for my optimization
problem.

Background:

My problem is cast as a minimizer problem but is very computer intense (lots
of loops).
My design soln was to wrap the looping parts in FORTRAN using f2py, use
python as a steering program
and optimize.fmin_slsqp as the optimizer.  Everything seems to work well for
scalar valued functions but not for vector valued functions involving
arrays.
Anytime an array is involved SLSQP returns with a success exit status [0]
without updating the input vector. That is no change is being made to the
input parameters.

My question is: is it possible to wrap a vector valued fortran function and
still use SLSQP?

Thanks in advance

-- 
Leon Adams
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