[SciPy-user] nonlinear optimisation with constraints

Ernest Adrogué eadrogue@gmx....
Mon Jun 22 06:13:51 CDT 2009


Hi Sebastian,

22/06/09 @ 09:57 (+0200), thus spake Sebastian Walter:
> 
> are you sure you can't reformulate the problem?

Another approach would be to try to solve the system of
equations resulting from equating the gradient to zero.
Such equations are defined for all x. I have already tried
that with fsolve(), but it only seems to find the obvious,
useless solution of x=0. I was going to try with a
Newton-Raphson alorithm, but since this would require the
hessian matrix to be calculated, I'm leaving this option
as a last resort :)

> maybe you should try an interior point method. By definition, all
> iterates will be feasible.
> There is a python wrapper for IPOPT out there. It's called pyipopt. It
> worked reasonably well when I tried it.
> OPENOPT also interfaces to IPOPT as far as I know, but I have never
> used that interface.

Thanks, this looks interesting. I'm going to check out
this pyipopt.

-- 
Ernest


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