[SciPy-user] fmincon equivalent in scipy.
Nils Wagner
nwagner at iam.uni-stuttgart.de
Mon Dec 22 08:42:19 EST 2008
On Mon, 22 Dec 2008 15:00:28 +0300
"Husain, Kamran B" <kamran.husain at aramco.com> wrote:
> Does Scipy have an equivalent function to matlab's
>fmincon function?
>
> I have some constraints in the form of Aeq and Beq,
>along with a function f(x) to minimize on boundaries
>[(xlower,ylower), .. ]
> The idea is to redo the work done in matlab as a python
>executable.
>
> I have tried fmin_cobyla, which soon became unmanageable
>as the size of X grew and it found a minimum other that
>found by matlab.
> Then I tried fmin_l_bfgs_b, which although it gave
>closer results to matlab, did not give acceptable results
>either.
>
> Could someone please tell me if there is a better way to
>do this in Scipy?
>
> Kamran
>
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Have you tried openopt ?
Nils
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