[SciPy-dev] Multiple constraints in fmin_cobyla

Robert Kern rkern at ucsd.edu
Tue Nov 8 08:40:48 CST 2005

Nils Wagner wrote:
> Hi all,
> How can I apply multiple constraints (e.g. all design variables x \in
> \mathds{R}^n should be positive) in fmin_cobyla ?
> x_opt=optimize.fmin_cobyla(func, x, cons, args=(), consargs=(),maxfun=1200)
> def cons(x):
>     ?????

The documentation is pretty clear:

    cons     -- a list of functions that all must be >=0 (a single function
                if only 1 constraint)

Robert Kern
rkern at ucsd.edu

"In the fields of hell where the grass grows high
 Are the graves of dreams allowed to die."
  -- Richard Harter

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