[Scipy-tickets] [SciPy] #1851: Non-negative variables for minimize function when using "slsqp" algorithm

SciPy Trac scipy-tickets@scipy....
Mon Feb 25 06:32:44 CST 2013


#1851: Non-negative variables for minimize function when using "slsqp" algorithm
----------------------------+-----------------------------------------------
 Reporter:  prisz           |       Owner:  dlaxalde   
     Type:  defect          |      Status:  new        
 Priority:  normal          |   Milestone:  Unscheduled
Component:  scipy.optimize  |     Version:  0.11.0     
 Keywords:                  |  
----------------------------+-----------------------------------------------
 Context:
 I wanted to constrain the variables to be non-negative in an optimization
 problem.

 Summary:
 This is an edge case bug with parameter "bounds" in function  "minimize"
 when using slsqp algorithm.

 Details:
 The documentation states that this can be done by giving a value to the
 parameter 'bounds'  so that it is "(min, max) pairs for each element in x,
 defining the bounds on that parameter. Use None for one of min or max when
 there is no bound in that direction"

 Problem:
 [(0.0, None),...] doesn't work, only [(0.00000001,None), ...] or [(0.0,
 1e+99), ...] does.

 The problem is caused by the line
 https://github.com/scipy/scipy/blob/v0.11.0/scipy/optimize/slsqp.py#L319
 which is inadequate for the edge case [(0.0, None),....]

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1851>
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