[SciPy-user] constrained optimization

[Travis Oliphant]

John Hunter wrote:
> I need to do a bounded nonlinear minimization problem.  I've been
> using scipy.optimize.leastsq, and apply artificial bounds by increasing
> the error when then params escape their bounds, but this isn't working
> well enough.
> 
> I see that scipy.optimize.anneal has bounds, but am wondering if there
> are any bounded optimizers available for general nonlinear least
> squares, like a bounded Lev-Marq alogirithm.

My brief investigations into this matter did not turn anything up that 
was open source.  It would appear that bounded optimizers are a current 
research area and the good algorithms are somewhat closely guarded.

It's been a while since I looked and I could very likely have missed 
some.  It's an area we would definitely like to add to scipy.

-teo