[SciPy-user] scipy and cvxopt

Travis Oliphant oliphant@ee.byu....
Wed Feb 28 16:54:05 CST 2007

Emin.shopper Martinian.shopper wrote:

> Dear Experts,
> I need to solve some quadratic programs (and potentially other 
> nonlinear programs). While scipy.optimize.fmin_cobyla seems like it 
> can do this, it seems orders of magnitude slower than cvxopt. Are 
> there plans to merge/include cvxopt in scipy or otherwise improve 
> scipy's quadratic/nonlinear constrained optimization routines?

Yes, eventually.  I have talked to the author of CVXOPT at NIPS 2006.  
The plan is to move NumPy's matrix object into C and move CVXOPTs 
implementation over to use it, possibly integrating the cvxopt 
algorithms into at least a scikits library (of GPL code).

But, I won't have time for that until April or May.


More information about the SciPy-user mailing list