# [SciPy-user] lagrange multipliers in python

fdu.xiaojf@gmai... fdu.xiaojf@gmai...
Fri Jun 15 21:35:45 CDT 2007

Hi all,

So much thanks for so many kind people.

fdu.xiaojf@gmail.com wrote:
> 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.

I'm sorry that I haven't fully stated my question correctly. There are
still inequality constraints for my problem. All the variables(x1, x2, ...,
xn) should be equal or bigger than 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?
>
>
> Thanks a lot.
>
> Xiao Jianfeng

Regards,

Xiao Jianfeng