[Scipy-tickets] [SciPy] #566: SLSQP optimizer for scipy.optimize ready for inclusion

SciPy scipy-tickets@scipy....
Sun Dec 16 21:20:29 CST 2007


#566: SLSQP optimizer for scipy.optimize ready for inclusion
----------------------------+-----------------------------------------------
 Reporter:  RobFalck        |       Owner:  somebody
     Type:  task            |      Status:  new     
 Priority:  normal          |   Milestone:  0.7     
Component:  scipy.optimize  |     Version:          
 Severity:  normal          |    Keywords:          
----------------------------+-----------------------------------------------
 The Python interface for Dieter Kraft's Sequential Least SQuares
 Programming optimization routine is complete.  The attached python module
 adds the function fmin_slsqp to scipy.optimize.  This routine allows for
 both equality and inequality constraints to be specified, a feature that
 other optimizers in scipy.optimize currently lack.

 Four files are attached to this ticket:[[BR]]
 slsqp.py      - Defines fmin_slsqp[[BR]]
 slsqp_optmz.f - The fortran source code for the SLSQP routine[[BR]]
 slsqp.pyf     - The F2PY interface file[[BR]]
 slsqp_test.py - A test script with a simple slsqp example[[BR]]

 I recommend the following layout of the files:[[BR]]
 slsqp.py in scipy.optimize[[BR]]
 slsqp_optmz.f and slsqp.pyf in scipy/optimize/slsqp[[BR]]

 The following addition to scipy/optimize/setup.py is required:

 {{{
     sources = ['slsqp.pyf', 'slsqp_optmz.f']
     config.add_extension('_slsqp',
                          sources=[join('slsqp',x) for x in sources])
 }}}

-- 
Ticket URL: <http://www.scipy.org/scipy/scipy/ticket/566>
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