[SciPy-user] problem with fmin_cobyla

Josh Gottlieb yosh_6@yahoo....
Thu Sep 6 23:07:30 CDT 2007


Hey,
A bit of a newbie to this, but I have a problem which
requires a dynamic set of constraints (some of which
are non-linear) and I tried two versions using
fmin_cobyla (both examples attached)-- 
one generates these constraints using lambda
functions, but fmin seems to violate them (example in
code).
Then I tried generating them on the fly using exec on
strings of functions, which observed the constraints,
but failed to find the most optimal solution. (the
third permutation should be higher)
Can anyone help?
Could not find any examples online which were more
than trivial, and the docs dont seem very good.
(apologies for the cryptic coding, I tried to minimize
a real-world example into a shorter script)

Thanx in advance,
Josh


       
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