[SciPy-User] optimization w/ constraints

Robert Kern robert.kern@gmail....
Mon Jun 28 13:01:17 CDT 2010


On Mon, Jun 28, 2010 at 12:54, Andreas <lists@hilboll.de> wrote:
> hi there,
>
> i need to minimize a function in 19 variables x_1, ... x_19, with
> constraints
>
> x_i * a = x_{i+8} i=4,...,11
>
> so actually, it's a 12 variable problem, but some of the variables get
> multiplied with each other ...

I highly recommend simply recoding your function (or wrapping it in
another function) that will expand from the 12 independent variables
to the 19.

-- 
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