[SciPy-user] Additional constraints on optimizing inputs for optimize.fmin_l_bfgs_b

Leon Adams leon_r_adams@hotmail....
Mon May 4 05:43:54 CDT 2009


Hi,



I was wondering if it is possible to place constraints on input variables

for the optimize.fmin_l_bfgs_b optimization routine. For example I am

optimizing on X1,X2,X3,Y1,Y2,Y3 each with bounds [0,1]. And with the

additional constraint that X1+X2+X3==1, Y1+Y2+Y3==1.


Thanks in advance.
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