[Scipy-tickets] [SciPy] #570: fmin_slsqp updated to accept constraints via functions

SciPy scipy-tickets@scipy....
Thu Dec 20 20:01:27 CST 2007


#570: fmin_slsqp updated to accept constraints via functions
----------------------------+-----------------------------------------------
 Reporter:  RobFalck        |       Owner:  somebody
     Type:  enhancement     |      Status:  new     
 Priority:  normal          |   Milestone:  0.7     
Component:  scipy.optimize  |     Version:          
 Severity:  major           |    Keywords:          
----------------------------+-----------------------------------------------
 fmin_slsqp was not properly accepting constraints via the callable
 arguments f_eqcons and f_ieqcons.  The attached version of slsqp.py
 addresses this error.  fmin_slsqp now also accepts matrices of constraint
 partial derivatives via callable  arguments fprime_eqcons and
 fprime_ieqcons.  If these arguments are not provided, the Jacobians will
 be approximated with the new function approx_jacobian.

 approx_jacobian is very similar to approx_fprime.  It may make sense to
 move it to scipy.common at some point.

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Ticket URL: <http://scipy.org/scipy/scipy/ticket/570>
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