[SciPy-user] [OpenOpt] lb issue
Fri Jul 4 13:58:55 CDT 2008
Emanuele Olivetti wrote:
> Yes Dmitrey you are right. After some thinking I successfully
> implemented your advice in my code, and added contol and
> inf. It seems to work quite well. Now "ralg" tries some attempts
> in the forbidden area and then comes back. I hope that
> generating the next 'x' (attempt) does not require lots of
> computation to 'ralg', in the sense that wasting some attempts
> does not cost too much time (especially for bigger problems,
> like hundreds of variables).
each iteration with point infeasible due to box-bound constraints (if no
other are present) eats no greater than 5*nVars^2 multiplication
operations (+some evaluations of objective function while line search is
going within feasible region, usually it's 2-4 steps, no matter how big
is nVars), and for nVars < 1000 it's not a big number as I guess
(however I don't know your situation). Also, there are some methods to
reduce the number, but it's not implemented in current python ralg
> I have another question. Is there a way in OpenOpt to
> tell the solver to optimize "just" on some variable/dimensions
> and not all of them?
I intend to implement "fixedVars" prob filed (similar to intVars and
boolVars that are handled by some MILP solvers). However, it's not done yet.
More information about the SciPy-user