[SciPy-dev] f2py vector valued functions and optimize.fmin_slsqp
Sat May 16 10:32:29 CDT 2009
SLSQP is intended to optimize scalar valued functions. If your function is
vector valued you need to wrap it in a way such that a single scalar value
(your performance index) is returned.
On Sat, May 16, 2009 at 2:07 AM, Leon Adams <firstname.lastname@example.org> wrote:
> I am experiencing some difficulties arriving at a soln for my optimization
> 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
> Anytime an array is involved SLSQP returns with a success exit status 
> 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
> Scipy-dev mailing list
- Rob Falck
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