[SciPy-User] Lagrange Multipliers in optimize.slsqp

josef.pktd@gmai... josef.pktd@gmai...
Fri Feb 26 07:55:50 CST 2010


On Thu, Feb 25, 2010 at 11:08 PM, Skipper Seabold <jsseabold@gmail.com> wrote:
> On Thu, Feb 25, 2010 at 8:17 PM, Guilherme P. de Freitas
> <guilherme@gpfreitas.com> wrote:
>> Hi all,
>>
>> Would it be possible for optimize.slsqp to return the Lagrange
>> multipliers of the constraints? I don't know Fortran, but it seems
>> that they are available in the original Fortran code:
>>
>> http://projects.scipy.org/scipy/browser/trunk/scipy/optimize/slsqp/slsqp_optmz.f#L581
>
> That looks like the constraint of the the lsq subroutine part of
> sequential least squares algorithm.
>
> http://projects.scipy.org/scipy/browser/trunk/scipy/optimize/slsqp/slsqp_optmz.f#L164


here is the workspace `w` description of the main slsqp routine

http://projects.scipy.org/scipy/browser/trunk/scipy/optimize/slsqp/slsqp_optmz.f#L144

w is available in python, but non of the content of it is used in python

http://projects.scipy.org/scipy/browser/trunk/scipy/optimize/slsqp.py#L345

So, correctly extracting the slices from the workspace w should be
possible to get the Lagrange multipliers that were used.


Josef


> Skipper
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