[SciPy-user] fmincon equivalent in scipy.

Rob Falck robfalck@gmail....
Mon Dec 22 08:11:06 CST 2008


fmin_slsqp provides constrained optimization based on Dieter Kraft's
Sequential Least Squares optimization routine.  It's in 0.7 and also
available via OpenOpt.

On Mon, Dec 22, 2008 at 8:42 AM, Nils Wagner
<nwagner@iam.uni-stuttgart.de>wrote:

> On Mon, 22 Dec 2008 15:00:28 +0300
>  "Husain, Kamran B" <kamran.husain@aramco.com> wrote:
> > Does Scipy have an equivalent function to matlab's
> >fmincon function?
> >
> > I have some constraints in the form of Aeq and Beq,
> >along with a function f(x) to minimize on boundaries
> >[(xlower,ylower), .. ]
> > The idea is to redo the work done in matlab as a python
> >executable.
> >
> > I have tried fmin_cobyla, which soon became unmanageable
> >as the size of X grew and it found a minimum other that
> >found by matlab.
> > Then I tried fmin_l_bfgs_b, which although it gave
> >closer results to matlab, did not give acceptable results
> >either.
> >
> > Could someone please tell me if there is a better way to
> >do this in Scipy?
> >
> > Kamran
> >
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> Have you tried openopt ?
>
> Nils
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-- 
- Rob Falck
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