[SciPy-User] Lagrange Multipliers in optimize.slsqp
Fri Feb 26 09:35:59 CST 2010
On Fri, Feb 26, 2010 at 8:55 AM, <email@example.com> wrote:
> On Thu, Feb 25, 2010 at 11:08 PM, Skipper Seabold <firstname.lastname@example.org> wrote:
>> On Thu, Feb 25, 2010 at 8:17 PM, Guilherme P. de Freitas
>> <email@example.com> wrote:
>>> Hi all,
>>> Would it be possible for optimize.slsqp to return the Lagrange
>>> multipliers of the constraints? I don't know Fortran, but it seems
>>> that they are available in the original Fortran code:
>> That looks like the constraint of the the lsq subroutine part of
>> sequential least squares algorithm.
> here is the workspace `w` description of the main slsqp routine
> w is available in python, but non of the content of it is used in python
> So, correctly extracting the slices from the workspace w should be
> possible to get the Lagrange multipliers that were used.
Ah, this should be enough then to return the multipliers. See if
it gives what you'd expect? Then you can file an enhancement ticket
if you want the multipliers back.
--- slsqp.py (revision 6242)
+++ slsqp.py (working copy)
@@ -371,5 +371,6 @@
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