TNC 1.2: a non-linear, bounds constrained optimizer
Jean-Sebastien Roy
js@jeannot.org
Sat, 03 Apr 2004 19:02:17 +0200
I would like to announce the release of TNC v 1.2.
TNC is a non-linear, bound constrained optimizer written in C with a
Python interface.
You can get it at:
http://www.jeannot.org/~js/code/tnc-1.2.tgz
The latest version is always available at:
http://www.jeannot.org/~js/code/index.en.html
An example and a few test cases are provided.
Thanks,
Jean-Sebastien
Example use:
import tnc
# A function to minimize
# Must return a tuple with the function value and the gradient
# (as a list) or None to abort the minimization
def function(x):
f = x[0]**2+abs(x[1])**3
g = [2*x[0], 3*abs(x[1])*x[1]]
return f, g
# Optimizer call
rc, nf, x = tnc.minimize(function, x = [-7, 3], low = [-10, 1],
up = [10, 10])
print "After", nf, "function evaluations, TNC returned:",
tnc.RCSTRINGS[rc]
print "x =", x
print "exact value = [0, 1]"