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

josef.pktd@gmai... josef.pktd@gmai...
Mon May 4 08:36:25 CDT 2009


On Mon, May 4, 2009 at 6:43 AM, Leon Adams <leon_r_adams@hotmail.com> wrote:
> 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.
>

from the description of  fmin_l_bfgs_b, it doesn't seem to be possible
to use the sum constraints.

As alternative you could transform the variables or use  openopt

see recent thread with title "Optimization fmin_tnc with equality constraint"

Josef


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