[SciPy-user] lagrange multipliers in python

[fdu.xiaojf at gmail.com]

Hi dmitrey:

dmitrey wrote:
 > afaik scipy hasn't NLP solvers with equality constraints, as well as CVXOPT.
 > I had seen somewhere a Python package (seems like binding to c-code)
 > where rSQP had been implemented, it allows to have nonlin equality
 > constraints. Try web search "python rsqp optimization solver" or "python
 > sqp optimization solver"

  The equailty constraints in my problem are linear equations. Does
  this make things easier?
 >
 > for example visit
 > http://trilinos.sandia.gov/packages/moocho/
 > and python binding to the latter
 > http://trilinos.sandia.gov/packages/pytrilinos/
 >
 > However, I didn't use the ones.
 > Another one approach is use penalty coefficients (instead of Lagrange
 > multipliers) with Naum Z. Shor r-alg implemented in scikits.openopt ralg
 > solver (it doesn't contain c- or f-code, BSD lic.). It can handle
 > gradient/subgradient provided by user and plot graphics output for NLP
 > UC ralg solver.
 > Currently it's unconstrained, but it allows to handle very huge
 > penalties rather well.
 >
 > svn co http://svn.scipy.org/svn/scikits/trunk/openopt openopt
 > sudo python setup.py install
 >
 > from scikits.openopt import NLP
 > help(NLP)
 >
 > however, it doesn't produce pyc-files in the site-packages directory while 
installation, you'd better to do it by hands now.
 > this is very preliminary version, only some months has been spent.
 >
 >
 > WBR, D.

  Thanks a lot!

  Regards,

  Xiao Jianfeng