[SciPy-user] fmincon equivalent in scipy.
Husain, Kamran B
Mon Dec 22 06:00:28 CST 2008
Does Scipy have an equivalent function to matlab's fmincon function?
I have some constraints in the form of Aeq and Beq, along with a function f(x) to minimize on boundaries [(xlower,ylower), .. ]
The idea is to redo the work done in matlab as a python executable.
I have tried fmin_cobyla, which soon became unmanageable as the size of X grew and it found a minimum other that found by matlab.
Then I tried fmin_l_bfgs_b, which although it gave closer results to matlab, did not give acceptable results either.
Could someone please tell me if there is a better way to do this in Scipy?
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