[SciPy-user] Nonlinear optimization with linear constraints

Joachim Dahl dahl.joachim at gmail.com
Mon Oct 30 00:48:49 CST 2006


On 10/30/06, Sebastian Haase <haase at msg.ucsf.edu> wrote:
>
> Sunghyun Cho wrote:
> > Hello, Scipy users.
> >
> > I'm currently looking for a way to optimize nonlinear problem with
> > linear constraints.
> > I read documents of scipy, but I found there are just optimization
> > methods with bound constraints which just use min and max values.
> > If you know any packages related to this problem, please let me know.
> > I'll deeply appreciate your reply.
> >


If your cost-function is convex you could try CVXOPT, which is a general
package for solving convex optimization problems;  it works quite well with
SciPy via the array interface protocol.

- Joachim

> THANK YOU!
> >
> > --
> > Sunghyun Cho
> > sodomau at postech.ac.kr <mailto:sodomau at postech.ac.kr>
> > http://sodomau.plus.or.kr
> > Computer Graphics Lab.
> > POSTECH
> >
> >
>
> Would the cobyla function help you ? It is in scipy.optimize.
> Look also in the archive of this list for it.
>
> -Sebastian
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