[SciPy-user] lagrange multipliers in python
Fri Jun 15 08:28:20 CDT 2007
Joachim Dahl wrote:
> What kind of function are you minimizing?
> CVXOPT handles convex functions with convex inequality constraints and
> linear equality constraints.
> If your function is non-convex, couldn't you eliminate your linear
> equality constraints and try Newton's method for the unconstrained problem?
Can you give me some hints on how to eliminate the linear equality
How to judge if a function is non-convex? The expression of my function is
too complex to calculate the derivative.
More information about the SciPy-user