[SciPy-user] Optimization fmin_tnc with equality constraint

Dave Hirschfeld dave.hirschfeld@gmail....
Mon Apr 20 07:26:14 CDT 2009


Adrien Aulagnier <aaulagnier <at> gmail.com> writes:

> 
> HelloSorry to disturb you. My question might be simple:The function to
minimize is simply f (w) = w' *  Sigma * wwith w a vector and Sigma a square
matrixThe constraints are : 0 <= w <= 1
>  sum(w) = 1This last constraint is my problem.Could you give me some clue
?Thanks for your help
> 
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This discussion may help:

http://thread.gmane.org/gmane.comp.python.scientific.user/16180/focus=16187



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