[SciPy-User] Optimization with boundary conditions

Sebastian Walter sebastian.walter@gmail....
Thu Aug 5 02:46:26 CDT 2010


It really depends on what kind of optimization problem you have.
On http://openopt.org/NLP there is a nice chart that summarizes the
different classes of optimization problems.
Once you have identified the problem class you can look for an
appropriate algorithm.

Hope that helps a little.

Sebastian





On Mon, Aug 2, 2010 at 10:42 PM, Robert Streubel
<robert.streubel@googlemail.com> wrote:
> Hello there,
>
> I'd like to minimize a scalar function F(a(x,y),b(x,y)) - with other words a functional - under certain boundary conditions, such as a+b<1.
> Since Scipy supports minimization, I wonder if there could be a rather convenient way to imply boundary conditions. Because this condition causes a different minimum, it can not be considered recursively by a second fmin routine.
> Hence, could anyway assist me, please?
>
> Cheers
> Robert
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