[SciPy-Dev] Non linear constraints for differential evolution

[Andrew Nelson]

Dear list,
I've been musing on the implementation of non-linear constraints for
`scipy.optimize.differential_evolution`. There are various ways of doing
this (search for "nonlinear constraint function differential evolution" on
Google). There is a version by Lampinen (2002) that seems fairly
straightforward. It is described at:
https://pdfs.semanticscholar.org/088e/60df2694230e8e9e841e19ec218cddba54fe.pdf
The paper has been cited 263 times, which indicates its usefulness. These
kinds of constraints have been implemented in the R version (as indicated
by the documentation).

Does anyone else have any thoughts as to whether they'd find such an
approach useful in scipy?

Andrew.


-- 
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Dr. Andrew Nelson


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