[SciPy-user] nonlinear optimisation with constraints

Robert Kern robert.kern@gmail....
Mon Jun 22 12:20:50 CDT 2009


2009/6/22 Ernest Adrogué <eadrogue@gmx.net>:

> 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.

-- 
Robert Kern

"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


More information about the SciPy-user mailing list