[SciPy-dev] Multiple constraints in fmin_cobyla
Robert Kern
rkern at ucsd.edu
Tue Nov 8 09:24:37 CST 2005
Nils Wagner wrote:
> Thank you for the note.
> Now assume that we have 10^3 constraints. Is there any better way than
> typing
> def cons0(x):
> return x[0]
> .
> .
> .
> def cons999(x):
> return x[999]
If the dimensionality of your problem is 1000, and you only have
positivity constraints, then you probably shouldn't be using 1000
separate constraints.
def cons(x):
if (x <= 0.0).any():
return -dot(x, x)
else:
return dot(x, x)
But if you must have separate constraints:
cons = []
for i in xrange(1000):
cons.append(lambda x, i=i: x[i])
--
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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