[SciPy-User] Lagrange Multipliers in optimize.slsqp

Guilherme P. de Freitas guilherme@gpfreitas....
Tue Mar 2 13:14:43 CST 2010


Hi everyone,

> Ah, this should be enough then to return the multipliers.  See if
> it gives what you'd expect?  Then you can file an enhancement ticket
> if you want the multipliers back.
>
> Index: slsqp.py
> ===================================================================
> --- slsqp.py    (revision 6242)
> +++ slsqp.py    (working copy)
> @@ -371,5 +371,6 @@
>         return [list(x),
>                 float(fx),
>                 int(majiter),
> -                int(mode),
> +                list(w[:m]),
> +                int(mode),
>                 exit_modes[int(mode)] ]
>
> Skipper
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>

Thanks! That seems to give the right multipliers back. I'll file the ticket.

Best,

Guilherme


-- 
Guilherme P. de Freitas
http://www.gpfreitas.com


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