[SciPy-user] lagrange multipliers in python
fdu.xiaojf at gmail.com
fdu.xiaojf at gmail.com
Fri Jun 15 09:28:20 EDT 2007
Joachim Dahl wrote:
> What kind of function are you minimizing?
>
> CVXOPT handles convex functions with convex inequality constraints and
> linear equality constraints.
>
> If your function is non-convex, couldn't you eliminate your linear
> equality constraints and try Newton's method for the unconstrained problem?
Can you give me some hints on how to eliminate the linear equality
constraints ?
How to judge if a function is non-convex? The expression of my function is
too complex to calculate the derivative.
Thanks.
Xiao Jianfeng
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