[SciPy-User] Soecifying Inequality constraints as a penalty term to the objective function for fmin, l_bfgs, cobyla etc.,

jagan prabhu jagan_cbe2003@yahoo.co...
Wed Dec 2 11:46:41 CST 2009


Hi all,

I like to specify my inequality constraints as penalty term to my objective function for the case of fmin or l_bfgs or for any optimization methods in scipy.

For example: please see the attached *.py file

Problem may be simple, but i need to write a penalty term for my inequality constraints to the objective function and solve the problem.

Constraints are x>=y and u>=v

How to write a penalty term for my constraints and include that it my objective function and solve the optimization using any Scipy optimization method?

Please help me.

Regards,
Jagan




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