[SciPy-user] optimization with bounded parameter values
John Hunter
jdhunter at ace.bsd.uchicago.edu
Tue Dec 16 06:55:34 EST 2003
>>>>> "Michael" == Michael Sorich <mike_sorich at hotmail.com> writes:
Michael> Hi All, I am trying to solve a nonlinear regression
Michael> problem with 4 inputs and 8 parameters. I have used the
Michael> leastsq function, however, the parameter values returned
Michael> are not realistic and thus I would like to constrain the
Michael> parameters to be within certain bounds. Is it possible to
Michael> do this in scipy? If not, I would welcome suggestions of
Michael> other free code (preferably in python) or software that
Michael> can.
qoca looks nice for a bounded optimizer; you can do linear arithmetic
constraints, and there is a python interface
http://www.csse.monash.edu.au/projects/qoca/
Last time I tried to build it, several months ago, I ran into some
problems with an out-of-date prerequisite ch2xx and got side tracked
and so haven't succeeded in building and testing it. If you use
debian, however, there is a package.
Let me know if you succeed.
John Hunter
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