[SciPy-user] constrained optimization

Emanuele Olivetti emanuele@relativita....
Tue Apr 29 02:58:53 CDT 2008


John Hunter wrote:
> I need to do a N dimensional constrained optimization over a weight w
> vector with the constraints:
>
>   * w[i] >=0
>
>   * w.sum() == 1.0
>
> ....
>
> Is there a better approach?
>
>   

I guess OpenOpt should handle easily this kind of constraint.

Emanuele



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