[SciPy-user] nonlinear optimisation with constraints
Mon Jun 22 12:20:50 CDT 2009
2009/6/22 Ernest Adrogué <email@example.com>:
> Mmmm, yes, but the box constraints are merely to prevent the
> algorithm from evaluating f(x) with values of x for which f(x)
> is not defined. It's not a "real" constraint, because I know
> beforehand that all elements of x are > 0 at the maximum.
Unfortunately, that's not how constraints work in most optimizers.
Usually, the infeasible region is necessarily also explored.
"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
-- Umberto Eco
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