[Scipy-tickets] [SciPy] #1454: patch to allow optimize of nonsquare or degenerate systems

SciPy Trac scipy-tickets@scipy....
Sat Jun 4 17:35:55 CDT 2011


#1454: patch to allow optimize of nonsquare or degenerate systems
----------------------------+-----------------------------------------------
 Reporter:  dstahlke        |       Owner:  somebody
     Type:  enhancement     |      Status:  new     
 Priority:  normal          |   Milestone:          
Component:  scipy.optimize  |     Version:  devel   
 Keywords:                  |  
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 It seems that all of the optimizers in scipy require that the number of
 constraints is equal to the number of variables and that the Jacobian not
 be degenerate.  This is hardly ever the case for the problems that I have
 been working with.  The following patch allows using pinv to solve the
 Jacobian equation.  It is almost certainly not the optimal way to do it,
 since I don't know enough about the internals of scipy.  In particular,
 there is probably a better way to convert from a LinearOperator to a dense
 array.

 This does not appear to work for complex numbers, but perhaps
 scipy.optimize is not meant to be used with complex numbers.  I couldn't
 find anything about this in the documentation.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1454>
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