[SciPy-user] lagrange multipliers in python
Fri Jun 15 00:53:35 CDT 2007
> Hi dmitrey:
> dmitrey wrote:
> > 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?
afaik no, at least for those free Python solvers that I knew
Maybe some weeks later free (BSD) NLP linearization-based Python solver
will be available in openopt module, that will be capable of handling
both equality & inequality NL constraints.
> > for example visit
> > http://trilinos.sandia.gov/packages/moocho/
> > and python binding to the latter
> > http://trilinos.sandia.gov/packages/pytrilinos/
> > 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
> > help(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!
> Xiao Jianfeng
> SciPy-user mailing list
More information about the SciPy-user