[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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