[SciPy-user] scipy.optimise.lbfgsb /bounded optimization help

Robert Kern robert.kern at gmail.com
Sat Jan 27 16:11:09 CST 2007


Simon Burton wrote:
> On Sat, 27 Jan 2007 15:38:42 -0600
> Robert Kern <robert.kern at gmail.com> wrote:
> 
>>> Does anyone have any example code that uses the "lbfgsb" optimization 
>>> algorithm?  I have a function of two variables that is bounded to the 
>>> positive half-space and would like to use lbfgsb to minimize two variables. 
>>> i have tried to get it working for a 2 variable function case but have been 
>>> unsuccessful.  any example code would help me.
>> You mean that your function f maps
>>
>>         f
>>   RR^2 ---> RR^2
>>
>> ?
> 
> I read it as, f:R^2 -> R, but f(x,y) is constrained to y>=0.

Not according to the last time he asked this question on c.l.py:

  http://mail.python.org/pipermail/python-list/2007-January/423272.html

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
 that is made terrible by our own mad attempt to interpret it as though it had
 an underlying truth."
  -- Umberto Eco


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