[SciPy-user] lagrange multipliers in python

Bill Baxter wbaxter@gmail....
Fri Jun 15 15:02:52 CDT 2007


On 6/16/07, Dominique Orban <dominique.orban@gmail.com> wrote:
>
> Bill Baxter wrote:
> > On 6/16/07, Dominique Orban <dominique.orban@gmail.com> 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
> code
> L-BFGS-B), but the implementation is very different from that of L-BFGS.
> NLPy
> 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
> SciPy.


Yes, it's L-BFGS-B in Scipy, actually.  I was referring to constraints other
than simple bounds.

--bb
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://projects.scipy.org/pipermail/scipy-user/attachments/20070616/c74793d5/attachment.html 


More information about the SciPy-user mailing list