[SciPy-user] lagrange multipliers in python
Fri Jun 15 15:02:52 CDT 2007
On 6/16/07, Dominique Orban <email@example.com> wrote:
> Bill Baxter wrote:
> > On 6/16/07, Dominique Orban <firstname.lastname@example.org> wrote:
> > scipy.optimize also has an L-BFGS implementation -- in pure C I
> believe. Is
> > there something yours offers that scipy's doesn't? (like constraints?)
> L-BFGS has been generalized to bound constraints only (resulting in the
> L-BFGS-B), but the implementation is very different from that of L-BFGS.
> only contains L-BFGS for now and the implementation is standard. Since it
> is all
> in Python it is easy to read and modify (e.g, implement different
> iteration-dependent scalings.) I am not sure which one is interfaced in
Yes, it's L-BFGS-B in Scipy, actually. I was referring to constraints other
than simple bounds.
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