[SciPy-User] Lagrange Multipliers in optimize.slsqp

Rob Falck robfalck@gmail....
Thu Mar 4 19:55:56 CST 2010


Any opinions on how this change should be implemented?  I'd prefer to
keep the code clean, and the solution below is simple, but I'd rather
not break current implementations of SLSQP that people have employed,
as inserting a new element into the output likely would.  I'm leaning
towards allowing both boolean or integer types for the full_output
argument.  0 or 1 would work as True and False do now, and 2 would
return the Lagrange multipliers as well as everything else.

On Tue, Mar 2, 2010 at 2:14 PM, Guilherme P. de Freitas
<guilherme@gpfreitas.com> wrote:
> 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
> _______________________________________________
> SciPy-User mailing list
> SciPy-User@scipy.org
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>



-- 
- Rob Falck


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