[SciPy-user] fmincon equivalent in scipy.

Husain, Kamran B kamran.husain@aramco....
Mon Dec 22 22:10:40 CST 2008


Thank you. I will try it out today ;-)
Kamran

________________________________
From: scipy-user-bounces@scipy.org [mailto:scipy-user-bounces@scipy.org] On Behalf Of Rob Falck
Sent: Monday, December 22, 2008 5:11 PM
To: SciPy Users List
Subject: Re: [SciPy-user] fmincon equivalent in scipy.

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<mailto:nwagner@iam.uni-stuttgart.de>> wrote:
On Mon, 22 Dec 2008 15:00:28 +0300
 "Husain, Kamran B" <kamran.husain@aramco.com<mailto: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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