[SciPy-user] lagrange multipliers in python
Thu Jun 14 20:29:44 CDT 2007
> afaik scipy hasn't NLP solvers with equality constraints, as well as CVXOPT.
> I had seen somewhere a Python package (seems like binding to c-code)
> where rSQP had been implemented, it allows to have nonlin equality
> constraints. Try web search "python rsqp optimization solver" or "python
> sqp optimization solver"
The equailty constraints in my problem are linear equations. Does
this make things easier?
> for example visit
> and python binding to the latter
> However, I didn't use the ones.
> Another one approach is use penalty coefficients (instead of Lagrange
> multipliers) with Naum Z. Shor r-alg implemented in scikits.openopt ralg
> solver (it doesn't contain c- or f-code, BSD lic.). It can handle
> gradient/subgradient provided by user and plot graphics output for NLP
> UC ralg solver.
> Currently it's unconstrained, but it allows to handle very huge
> penalties rather well.
> svn co http://svn.scipy.org/svn/scikits/trunk/openopt openopt
> sudo python setup.py install
> from scikits.openopt import NLP
> however, it doesn't produce pyc-files in the site-packages directory while
installation, you'd better to do it by hands now.
> this is very preliminary version, only some months has been spent.
> WBR, D.
Thanks a lot!
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