# [SciPy-user] lagrange multipliers in python

fdu.xiaojf@gmai... fdu.xiaojf@gmai...
Thu Jun 14 12:46:36 CDT 2007

Hi all,

Sorry for the cross-posting.

I'm trying to find the minimum of a multivariate function F(x1, x2, ...,
xn) subject to multiple constraints G1(x1, x2, ..., xn) = 0, G2(...) =
0, ..., Gm(...) = 0.

The conventional way is to construct a dummy function Q,

$$Q(X, \Lambda) = F(X) + \lambda_1 G1(X) + \lambda_2 G2(X) + ... + \lambda_m Gm(X)$$

and then calculate the value of X and \Lambda when the gradient of function Q
equals 0.

I think this is a routine work, so I want to know if there are available
functions in python(mainly scipy) to do this? Or maybe there is already
a better way in python?